| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,107.25 |
2,106.25 |
-1.00 |
0.0% |
2,091.25 |
| High |
2,108.25 |
2,115.75 |
7.50 |
0.4% |
2,108.75 |
| Low |
2,099.75 |
2,102.75 |
3.00 |
0.1% |
2,080.75 |
| Close |
2,106.75 |
2,113.75 |
7.00 |
0.3% |
2,107.00 |
| Range |
8.50 |
13.00 |
4.50 |
52.9% |
28.00 |
| ATR |
25.35 |
24.47 |
-0.88 |
-3.5% |
0.00 |
| Volume |
849,695 |
1,080,747 |
231,052 |
27.2% |
5,112,120 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.75 |
2,144.75 |
2,121.00 |
|
| R3 |
2,136.75 |
2,131.75 |
2,117.25 |
|
| R2 |
2,123.75 |
2,123.75 |
2,116.25 |
|
| R1 |
2,118.75 |
2,118.75 |
2,115.00 |
2,121.25 |
| PP |
2,110.75 |
2,110.75 |
2,110.75 |
2,112.00 |
| S1 |
2,105.75 |
2,105.75 |
2,112.50 |
2,108.25 |
| S2 |
2,097.75 |
2,097.75 |
2,111.25 |
|
| S3 |
2,084.75 |
2,092.75 |
2,110.25 |
|
| S4 |
2,071.75 |
2,079.75 |
2,106.50 |
|
|
| 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 |
2,115.75 |
2,082.25 |
33.50 |
1.6% |
14.00 |
0.7% |
94% |
True |
False |
1,161,548 |
| 10 |
2,115.75 |
2,040.50 |
75.25 |
3.6% |
18.00 |
0.9% |
97% |
True |
False |
1,239,457 |
| 20 |
2,115.75 |
1,973.75 |
142.00 |
6.7% |
26.75 |
1.3% |
99% |
True |
False |
1,535,724 |
| 40 |
2,115.75 |
1,970.25 |
145.50 |
6.9% |
29.25 |
1.4% |
99% |
True |
False |
1,574,691 |
| 60 |
2,115.75 |
1,961.50 |
154.25 |
7.3% |
27.75 |
1.3% |
99% |
True |
False |
1,365,264 |
| 80 |
2,115.75 |
1,952.00 |
163.75 |
7.7% |
24.75 |
1.2% |
99% |
True |
False |
1,025,989 |
| 100 |
2,115.75 |
1,805.00 |
310.75 |
14.7% |
27.00 |
1.3% |
99% |
True |
False |
821,713 |
| 120 |
2,115.75 |
1,805.00 |
310.75 |
14.7% |
25.50 |
1.2% |
99% |
True |
False |
684,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.00 |
|
2.618 |
2,149.75 |
|
1.618 |
2,136.75 |
|
1.000 |
2,128.75 |
|
0.618 |
2,123.75 |
|
HIGH |
2,115.75 |
|
0.618 |
2,110.75 |
|
0.500 |
2,109.25 |
|
0.382 |
2,107.75 |
|
LOW |
2,102.75 |
|
0.618 |
2,094.75 |
|
1.000 |
2,089.75 |
|
1.618 |
2,081.75 |
|
2.618 |
2,068.75 |
|
4.250 |
2,047.50 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.25 |
2,108.75 |
| PP |
2,110.75 |
2,104.00 |
| S1 |
2,109.25 |
2,099.00 |
|