| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,113.75 |
2,110.50 |
-3.25 |
-0.2% |
2,091.25 |
| High |
2,117.75 |
2,114.75 |
-3.00 |
-0.1% |
2,108.75 |
| Low |
2,107.25 |
2,101.50 |
-5.75 |
-0.3% |
2,080.75 |
| Close |
2,110.25 |
2,110.00 |
-0.25 |
0.0% |
2,107.00 |
| Range |
10.50 |
13.25 |
2.75 |
26.2% |
28.00 |
| ATR |
23.47 |
22.74 |
-0.73 |
-3.1% |
0.00 |
| Volume |
974,711 |
1,176,136 |
201,425 |
20.7% |
5,112,120 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.50 |
2,142.50 |
2,117.25 |
|
| R3 |
2,135.25 |
2,129.25 |
2,113.75 |
|
| R2 |
2,122.00 |
2,122.00 |
2,112.50 |
|
| R1 |
2,116.00 |
2,116.00 |
2,111.25 |
2,112.50 |
| PP |
2,108.75 |
2,108.75 |
2,108.75 |
2,107.00 |
| S1 |
2,102.75 |
2,102.75 |
2,108.75 |
2,099.00 |
| S2 |
2,095.50 |
2,095.50 |
2,107.50 |
|
| S3 |
2,082.25 |
2,089.50 |
2,106.25 |
|
| S4 |
2,069.00 |
2,076.25 |
2,102.75 |
|
|
| 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% |
78% |
False |
False |
1,145,302 |
| 10 |
2,117.75 |
2,058.50 |
59.25 |
2.8% |
15.25 |
0.7% |
87% |
False |
False |
1,185,224 |
| 20 |
2,117.75 |
1,973.75 |
144.00 |
6.8% |
23.00 |
1.1% |
95% |
False |
False |
1,441,053 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
29.25 |
1.4% |
95% |
False |
False |
1,604,821 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.75 |
1.3% |
95% |
False |
False |
1,400,876 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
24.25 |
1.2% |
95% |
False |
False |
1,052,724 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
26.75 |
1.3% |
98% |
False |
False |
843,167 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
25.50 |
1.2% |
98% |
False |
False |
702,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.00 |
|
2.618 |
2,149.50 |
|
1.618 |
2,136.25 |
|
1.000 |
2,128.00 |
|
0.618 |
2,123.00 |
|
HIGH |
2,114.75 |
|
0.618 |
2,109.75 |
|
0.500 |
2,108.00 |
|
0.382 |
2,106.50 |
|
LOW |
2,101.50 |
|
0.618 |
2,093.25 |
|
1.000 |
2,088.25 |
|
1.618 |
2,080.00 |
|
2.618 |
2,066.75 |
|
4.250 |
2,045.25 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.50 |
2,110.00 |
| PP |
2,108.75 |
2,109.75 |
| S1 |
2,108.00 |
2,109.50 |
|