| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.25 |
2,113.75 |
7.50 |
0.4% |
2,091.25 |
| High |
2,115.75 |
2,117.75 |
2.00 |
0.1% |
2,108.75 |
| Low |
2,102.75 |
2,107.25 |
4.50 |
0.2% |
2,080.75 |
| Close |
2,113.75 |
2,110.25 |
-3.50 |
-0.2% |
2,107.00 |
| Range |
13.00 |
10.50 |
-2.50 |
-19.2% |
28.00 |
| ATR |
24.47 |
23.47 |
-1.00 |
-4.1% |
0.00 |
| Volume |
1,080,747 |
974,711 |
-106,036 |
-9.8% |
5,112,120 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.25 |
2,137.25 |
2,116.00 |
|
| R3 |
2,132.75 |
2,126.75 |
2,113.25 |
|
| R2 |
2,122.25 |
2,122.25 |
2,112.25 |
|
| R1 |
2,116.25 |
2,116.25 |
2,111.25 |
2,114.00 |
| PP |
2,111.75 |
2,111.75 |
2,111.75 |
2,110.50 |
| S1 |
2,105.75 |
2,105.75 |
2,109.25 |
2,103.50 |
| S2 |
2,101.25 |
2,101.25 |
2,108.25 |
|
| S3 |
2,090.75 |
2,095.25 |
2,107.25 |
|
| S4 |
2,080.25 |
2,084.75 |
2,104.50 |
|
|
| 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 |
2,117.75 |
2,082.25 |
35.50 |
1.7% |
14.25 |
0.7% |
79% |
True |
False |
1,138,855 |
| 10 |
2,117.75 |
2,053.25 |
64.50 |
3.1% |
16.50 |
0.8% |
88% |
True |
False |
1,197,157 |
| 20 |
2,117.75 |
1,973.75 |
144.00 |
6.8% |
25.25 |
1.2% |
95% |
True |
False |
1,486,610 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
29.25 |
1.4% |
95% |
True |
False |
1,591,326 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.75 |
1.3% |
95% |
True |
False |
1,381,405 |
| 80 |
2,117.75 |
1,952.00 |
165.75 |
7.9% |
24.50 |
1.2% |
95% |
True |
False |
1,038,101 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
26.75 |
1.3% |
98% |
True |
False |
831,442 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
25.50 |
1.2% |
98% |
True |
False |
693,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.50 |
|
2.618 |
2,145.25 |
|
1.618 |
2,134.75 |
|
1.000 |
2,128.25 |
|
0.618 |
2,124.25 |
|
HIGH |
2,117.75 |
|
0.618 |
2,113.75 |
|
0.500 |
2,112.50 |
|
0.382 |
2,111.25 |
|
LOW |
2,107.25 |
|
0.618 |
2,100.75 |
|
1.000 |
2,096.75 |
|
1.618 |
2,090.25 |
|
2.618 |
2,079.75 |
|
4.250 |
2,062.50 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.50 |
2,109.75 |
| PP |
2,111.75 |
2,109.25 |
| S1 |
2,111.00 |
2,108.75 |
|