| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.00 |
2,107.25 |
11.25 |
0.5% |
2,091.25 |
| High |
2,108.75 |
2,108.25 |
-0.50 |
0.0% |
2,108.75 |
| Low |
2,082.25 |
2,099.75 |
17.50 |
0.8% |
2,080.75 |
| Close |
2,107.00 |
2,106.75 |
-0.25 |
0.0% |
2,107.00 |
| Range |
26.50 |
8.50 |
-18.00 |
-67.9% |
28.00 |
| ATR |
26.65 |
25.35 |
-1.30 |
-4.9% |
0.00 |
| Volume |
1,645,222 |
849,695 |
-795,527 |
-48.4% |
5,112,120 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.50 |
2,127.00 |
2,111.50 |
|
| R3 |
2,122.00 |
2,118.50 |
2,109.00 |
|
| R2 |
2,113.50 |
2,113.50 |
2,108.25 |
|
| R1 |
2,110.00 |
2,110.00 |
2,107.50 |
2,107.50 |
| PP |
2,105.00 |
2,105.00 |
2,105.00 |
2,103.50 |
| S1 |
2,101.50 |
2,101.50 |
2,106.00 |
2,099.00 |
| S2 |
2,096.50 |
2,096.50 |
2,105.25 |
|
| S3 |
2,088.00 |
2,093.00 |
2,104.50 |
|
| S4 |
2,079.50 |
2,084.50 |
2,102.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.75 |
2,173.00 |
2,122.50 |
|
| R3 |
2,154.75 |
2,145.00 |
2,114.75 |
|
| R2 |
2,126.75 |
2,126.75 |
2,112.25 |
|
| R1 |
2,117.00 |
2,117.00 |
2,109.50 |
2,122.00 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,101.25 |
| S1 |
2,089.00 |
2,089.00 |
2,104.50 |
2,094.00 |
| S2 |
2,070.75 |
2,070.75 |
2,101.75 |
|
| S3 |
2,042.75 |
2,061.00 |
2,099.25 |
|
| S4 |
2,014.75 |
2,033.00 |
2,091.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.75 |
2,080.75 |
28.00 |
1.3% |
15.00 |
0.7% |
93% |
False |
False |
1,192,363 |
| 10 |
2,108.75 |
2,036.50 |
72.25 |
3.4% |
18.25 |
0.9% |
97% |
False |
False |
1,260,324 |
| 20 |
2,108.75 |
1,973.75 |
135.00 |
6.4% |
27.50 |
1.3% |
99% |
False |
False |
1,544,910 |
| 40 |
2,108.75 |
1,970.25 |
138.50 |
6.6% |
29.00 |
1.4% |
99% |
False |
False |
1,553,548 |
| 60 |
2,108.75 |
1,961.50 |
147.25 |
7.0% |
27.75 |
1.3% |
99% |
False |
False |
1,347,400 |
| 80 |
2,108.75 |
1,949.25 |
159.50 |
7.6% |
25.00 |
1.2% |
99% |
False |
False |
1,012,568 |
| 100 |
2,108.75 |
1,805.00 |
303.75 |
14.4% |
27.00 |
1.3% |
99% |
False |
False |
810,925 |
| 120 |
2,108.75 |
1,805.00 |
303.75 |
14.4% |
25.50 |
1.2% |
99% |
False |
False |
675,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.50 |
|
2.618 |
2,130.50 |
|
1.618 |
2,122.00 |
|
1.000 |
2,116.75 |
|
0.618 |
2,113.50 |
|
HIGH |
2,108.25 |
|
0.618 |
2,105.00 |
|
0.500 |
2,104.00 |
|
0.382 |
2,103.00 |
|
LOW |
2,099.75 |
|
0.618 |
2,094.50 |
|
1.000 |
2,091.25 |
|
1.618 |
2,086.00 |
|
2.618 |
2,077.50 |
|
4.250 |
2,063.50 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.75 |
2,103.00 |
| PP |
2,105.00 |
2,099.25 |
| S1 |
2,104.00 |
2,095.50 |
|