| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,787.5 |
10,980.0 |
192.5 |
1.8% |
10,750.0 |
| High |
10,978.5 |
11,016.5 |
38.0 |
0.3% |
11,016.5 |
| Low |
10,732.0 |
10,942.5 |
210.5 |
2.0% |
10,592.5 |
| Close |
10,912.0 |
10,971.0 |
59.0 |
0.5% |
10,971.0 |
| Range |
246.5 |
74.0 |
-172.5 |
-70.0% |
424.0 |
| ATR |
209.5 |
202.0 |
-7.5 |
-3.6% |
0.0 |
| Volume |
84,635 |
53,594 |
-31,041 |
-36.7% |
454,765 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,198.7 |
11,158.8 |
11,011.7 |
|
| R3 |
11,124.7 |
11,084.8 |
10,991.4 |
|
| R2 |
11,050.7 |
11,050.7 |
10,984.6 |
|
| R1 |
11,010.8 |
11,010.8 |
10,977.8 |
10,993.8 |
| PP |
10,976.7 |
10,976.7 |
10,976.7 |
10,968.1 |
| S1 |
10,936.8 |
10,936.8 |
10,964.2 |
10,919.8 |
| S2 |
10,902.7 |
10,902.7 |
10,957.4 |
|
| S3 |
10,828.7 |
10,862.8 |
10,950.7 |
|
| S4 |
10,754.7 |
10,788.8 |
10,930.3 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,132.0 |
11,975.5 |
11,204.2 |
|
| R3 |
11,708.0 |
11,551.5 |
11,087.6 |
|
| R2 |
11,284.0 |
11,284.0 |
11,048.7 |
|
| R1 |
11,127.5 |
11,127.5 |
11,009.9 |
11,205.8 |
| PP |
10,860.0 |
10,860.0 |
10,860.0 |
10,899.1 |
| S1 |
10,703.5 |
10,703.5 |
10,932.1 |
10,781.8 |
| S2 |
10,436.0 |
10,436.0 |
10,893.3 |
|
| S3 |
10,012.0 |
10,279.5 |
10,854.4 |
|
| S4 |
9,588.0 |
9,855.5 |
10,737.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,016.5 |
10,592.5 |
424.0 |
3.9% |
165.0 |
1.5% |
89% |
True |
False |
90,953 |
| 10 |
11,016.5 |
10,592.5 |
424.0 |
3.9% |
158.2 |
1.4% |
89% |
True |
False |
101,018 |
| 20 |
11,016.5 |
9,944.0 |
1,072.5 |
9.8% |
194.8 |
1.8% |
96% |
True |
False |
115,814 |
| 40 |
11,016.5 |
9,227.0 |
1,789.5 |
16.3% |
217.6 |
2.0% |
97% |
True |
False |
118,101 |
| 60 |
11,016.5 |
9,145.5 |
1,871.0 |
17.1% |
189.9 |
1.7% |
98% |
True |
False |
80,038 |
| 80 |
11,016.5 |
8,573.0 |
2,443.5 |
22.3% |
184.4 |
1.7% |
98% |
True |
False |
60,173 |
| 100 |
11,016.5 |
8,367.5 |
2,649.0 |
24.1% |
182.2 |
1.7% |
98% |
True |
False |
48,227 |
| 120 |
11,016.5 |
8,367.5 |
2,649.0 |
24.1% |
162.7 |
1.5% |
98% |
True |
False |
40,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,331.0 |
|
2.618 |
11,210.2 |
|
1.618 |
11,136.2 |
|
1.000 |
11,090.5 |
|
0.618 |
11,062.2 |
|
HIGH |
11,016.5 |
|
0.618 |
10,988.2 |
|
0.500 |
10,979.5 |
|
0.382 |
10,970.8 |
|
LOW |
10,942.5 |
|
0.618 |
10,896.8 |
|
1.000 |
10,868.5 |
|
1.618 |
10,822.8 |
|
2.618 |
10,748.8 |
|
4.250 |
10,628.0 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,979.5 |
10,933.1 |
| PP |
10,976.7 |
10,895.2 |
| S1 |
10,973.8 |
10,857.3 |
|