| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,980.0 |
10,839.5 |
-140.5 |
-1.3% |
10,750.0 |
| High |
11,016.5 |
10,949.0 |
-67.5 |
-0.6% |
11,016.5 |
| Low |
10,942.5 |
10,765.5 |
-177.0 |
-1.6% |
10,592.5 |
| Close |
10,971.0 |
10,878.0 |
-93.0 |
-0.8% |
10,971.0 |
| Range |
74.0 |
183.5 |
109.5 |
148.0% |
424.0 |
| ATR |
202.0 |
202.2 |
0.3 |
0.1% |
0.0 |
| Volume |
53,594 |
73,776 |
20,182 |
37.7% |
454,765 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,414.7 |
11,329.8 |
10,978.9 |
|
| R3 |
11,231.2 |
11,146.3 |
10,928.5 |
|
| R2 |
11,047.7 |
11,047.7 |
10,911.6 |
|
| R1 |
10,962.8 |
10,962.8 |
10,894.8 |
11,005.3 |
| PP |
10,864.2 |
10,864.2 |
10,864.2 |
10,885.4 |
| S1 |
10,779.3 |
10,779.3 |
10,861.2 |
10,821.8 |
| S2 |
10,680.7 |
10,680.7 |
10,844.4 |
|
| S3 |
10,497.2 |
10,595.8 |
10,827.5 |
|
| S4 |
10,313.7 |
10,412.3 |
10,777.1 |
|
|
| 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% |
165.9 |
1.5% |
67% |
False |
False |
81,467 |
| 10 |
11,016.5 |
10,592.5 |
424.0 |
3.9% |
156.2 |
1.4% |
67% |
False |
False |
95,950 |
| 20 |
11,016.5 |
10,153.0 |
863.5 |
7.9% |
185.4 |
1.7% |
84% |
False |
False |
115,560 |
| 40 |
11,016.5 |
9,227.0 |
1,789.5 |
16.5% |
215.8 |
2.0% |
92% |
False |
False |
119,185 |
| 60 |
11,016.5 |
9,145.5 |
1,871.0 |
17.2% |
191.6 |
1.8% |
93% |
False |
False |
81,248 |
| 80 |
11,016.5 |
8,667.5 |
2,349.0 |
21.6% |
183.1 |
1.7% |
94% |
False |
False |
61,089 |
| 100 |
11,016.5 |
8,367.5 |
2,649.0 |
24.4% |
183.0 |
1.7% |
95% |
False |
False |
48,960 |
| 120 |
11,016.5 |
8,367.5 |
2,649.0 |
24.4% |
163.7 |
1.5% |
95% |
False |
False |
40,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,728.9 |
|
2.618 |
11,429.4 |
|
1.618 |
11,245.9 |
|
1.000 |
11,132.5 |
|
0.618 |
11,062.4 |
|
HIGH |
10,949.0 |
|
0.618 |
10,878.9 |
|
0.500 |
10,857.3 |
|
0.382 |
10,835.6 |
|
LOW |
10,765.5 |
|
0.618 |
10,652.1 |
|
1.000 |
10,582.0 |
|
1.618 |
10,468.6 |
|
2.618 |
10,285.1 |
|
4.250 |
9,985.6 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,871.1 |
10,876.8 |
| PP |
10,864.2 |
10,875.5 |
| S1 |
10,857.3 |
10,874.3 |
|