| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,679.5 |
10,771.0 |
91.5 |
0.9% |
10,699.0 |
| High |
10,816.0 |
10,800.0 |
-16.0 |
-0.1% |
10,989.5 |
| Low |
10,592.5 |
10,698.0 |
105.5 |
1.0% |
10,681.0 |
| Close |
10,750.0 |
10,756.5 |
6.5 |
0.1% |
10,850.0 |
| Range |
223.5 |
102.0 |
-121.5 |
-54.4% |
308.5 |
| ATR |
214.7 |
206.6 |
-8.0 |
-3.7% |
0.0 |
| Volume |
81,764 |
113,567 |
31,803 |
38.9% |
555,417 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,057.5 |
11,009.0 |
10,812.6 |
|
| R3 |
10,955.5 |
10,907.0 |
10,784.6 |
|
| R2 |
10,853.5 |
10,853.5 |
10,775.2 |
|
| R1 |
10,805.0 |
10,805.0 |
10,765.9 |
10,778.3 |
| PP |
10,751.5 |
10,751.5 |
10,751.5 |
10,738.1 |
| S1 |
10,703.0 |
10,703.0 |
10,747.2 |
10,676.3 |
| S2 |
10,649.5 |
10,649.5 |
10,737.8 |
|
| S3 |
10,547.5 |
10,601.0 |
10,728.5 |
|
| S4 |
10,445.5 |
10,499.0 |
10,700.4 |
|
|
| 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 |
10,932.5 |
10,592.5 |
340.0 |
3.2% |
155.6 |
1.4% |
48% |
False |
False |
106,480 |
| 10 |
10,989.5 |
10,592.5 |
397.0 |
3.7% |
167.2 |
1.6% |
41% |
False |
False |
111,188 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
13.1% |
213.3 |
2.0% |
83% |
False |
False |
130,059 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.4% |
217.5 |
2.0% |
87% |
False |
False |
115,272 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
17.1% |
189.5 |
1.8% |
87% |
False |
False |
77,762 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
188.6 |
1.8% |
91% |
False |
False |
58,468 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
180.6 |
1.7% |
91% |
False |
False |
46,850 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
161.0 |
1.5% |
91% |
False |
False |
39,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,233.5 |
|
2.618 |
11,067.0 |
|
1.618 |
10,965.0 |
|
1.000 |
10,902.0 |
|
0.618 |
10,863.0 |
|
HIGH |
10,800.0 |
|
0.618 |
10,761.0 |
|
0.500 |
10,749.0 |
|
0.382 |
10,737.0 |
|
LOW |
10,698.0 |
|
0.618 |
10,635.0 |
|
1.000 |
10,596.0 |
|
1.618 |
10,533.0 |
|
2.618 |
10,431.0 |
|
4.250 |
10,264.5 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,754.0 |
10,739.1 |
| PP |
10,751.5 |
10,721.7 |
| S1 |
10,749.0 |
10,704.3 |
|