| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,885.0 |
10,750.0 |
-135.0 |
-1.2% |
10,699.0 |
| High |
10,891.0 |
10,779.5 |
-111.5 |
-1.0% |
10,989.5 |
| Low |
10,757.0 |
10,600.5 |
-156.5 |
-1.5% |
10,681.0 |
| Close |
10,850.0 |
10,680.0 |
-170.0 |
-1.6% |
10,850.0 |
| Range |
134.0 |
179.0 |
45.0 |
33.6% |
308.5 |
| ATR |
211.3 |
214.0 |
2.7 |
1.3% |
0.0 |
| Volume |
117,813 |
121,205 |
3,392 |
2.9% |
555,417 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,223.7 |
11,130.8 |
10,778.5 |
|
| R3 |
11,044.7 |
10,951.8 |
10,729.2 |
|
| R2 |
10,865.7 |
10,865.7 |
10,712.8 |
|
| R1 |
10,772.8 |
10,772.8 |
10,696.4 |
10,729.8 |
| PP |
10,686.7 |
10,686.7 |
10,686.7 |
10,665.1 |
| S1 |
10,593.8 |
10,593.8 |
10,663.6 |
10,550.8 |
| S2 |
10,507.7 |
10,507.7 |
10,647.2 |
|
| S3 |
10,328.7 |
10,414.8 |
10,630.8 |
|
| S4 |
10,149.7 |
10,235.8 |
10,581.6 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.7 |
11,616.3 |
11,019.7 |
|
| R3 |
11,457.2 |
11,307.8 |
10,934.8 |
|
| R2 |
11,148.7 |
11,148.7 |
10,906.6 |
|
| R1 |
10,999.3 |
10,999.3 |
10,878.3 |
11,074.0 |
| PP |
10,840.2 |
10,840.2 |
10,840.2 |
10,877.5 |
| S1 |
10,690.8 |
10,690.8 |
10,821.7 |
10,765.5 |
| S2 |
10,531.7 |
10,531.7 |
10,793.4 |
|
| S3 |
10,223.2 |
10,382.3 |
10,765.2 |
|
| S4 |
9,914.7 |
10,073.8 |
10,680.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,989.5 |
10,600.5 |
389.0 |
3.6% |
146.5 |
1.4% |
20% |
False |
True |
110,432 |
| 10 |
10,989.5 |
10,553.0 |
436.5 |
4.1% |
178.2 |
1.7% |
29% |
False |
False |
117,410 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
13.2% |
218.4 |
2.0% |
78% |
False |
False |
136,375 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.5% |
216.8 |
2.0% |
82% |
False |
False |
110,594 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
17.3% |
187.3 |
1.8% |
83% |
False |
False |
74,528 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.6% |
189.1 |
1.8% |
88% |
False |
False |
56,034 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.6% |
178.7 |
1.7% |
88% |
False |
False |
44,902 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.6% |
159.1 |
1.5% |
88% |
False |
False |
37,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,540.3 |
|
2.618 |
11,248.1 |
|
1.618 |
11,069.1 |
|
1.000 |
10,958.5 |
|
0.618 |
10,890.1 |
|
HIGH |
10,779.5 |
|
0.618 |
10,711.1 |
|
0.500 |
10,690.0 |
|
0.382 |
10,668.9 |
|
LOW |
10,600.5 |
|
0.618 |
10,489.9 |
|
1.000 |
10,421.5 |
|
1.618 |
10,310.9 |
|
2.618 |
10,131.9 |
|
4.250 |
9,839.8 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,690.0 |
10,766.5 |
| PP |
10,686.7 |
10,737.7 |
| S1 |
10,683.3 |
10,708.8 |
|