| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,839.5 |
10,905.5 |
66.0 |
0.6% |
10,750.0 |
| High |
10,949.0 |
10,984.0 |
35.0 |
0.3% |
11,016.5 |
| Low |
10,765.5 |
10,898.0 |
132.5 |
1.2% |
10,592.5 |
| Close |
10,878.0 |
10,955.0 |
77.0 |
0.7% |
10,971.0 |
| Range |
183.5 |
86.0 |
-97.5 |
-53.1% |
424.0 |
| ATR |
202.2 |
195.4 |
-6.9 |
-3.4% |
0.0 |
| Volume |
73,776 |
116,423 |
42,647 |
57.8% |
454,765 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,203.7 |
11,165.3 |
11,002.3 |
|
| R3 |
11,117.7 |
11,079.3 |
10,978.7 |
|
| R2 |
11,031.7 |
11,031.7 |
10,970.8 |
|
| R1 |
10,993.3 |
10,993.3 |
10,962.9 |
11,012.5 |
| PP |
10,945.7 |
10,945.7 |
10,945.7 |
10,955.3 |
| S1 |
10,907.3 |
10,907.3 |
10,947.1 |
10,926.5 |
| S2 |
10,859.7 |
10,859.7 |
10,939.2 |
|
| S3 |
10,773.7 |
10,821.3 |
10,931.4 |
|
| S4 |
10,687.7 |
10,735.3 |
10,907.7 |
|
|
| 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 |
10,698.0 |
318.5 |
2.9% |
138.4 |
1.3% |
81% |
False |
False |
88,399 |
| 10 |
11,016.5 |
10,592.5 |
424.0 |
3.9% |
150.5 |
1.4% |
85% |
False |
False |
96,264 |
| 20 |
11,016.5 |
10,153.0 |
863.5 |
7.9% |
184.7 |
1.7% |
93% |
False |
False |
114,007 |
| 40 |
11,016.5 |
9,227.0 |
1,789.5 |
16.3% |
208.5 |
1.9% |
97% |
False |
False |
119,165 |
| 60 |
11,016.5 |
9,227.0 |
1,789.5 |
16.3% |
189.8 |
1.7% |
97% |
False |
False |
83,176 |
| 80 |
11,016.5 |
8,667.5 |
2,349.0 |
21.4% |
181.7 |
1.7% |
97% |
False |
False |
62,540 |
| 100 |
11,016.5 |
8,367.5 |
2,649.0 |
24.2% |
183.3 |
1.7% |
98% |
False |
False |
50,123 |
| 120 |
11,016.5 |
8,367.5 |
2,649.0 |
24.2% |
163.7 |
1.5% |
98% |
False |
False |
41,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,349.5 |
|
2.618 |
11,209.1 |
|
1.618 |
11,123.1 |
|
1.000 |
11,070.0 |
|
0.618 |
11,037.1 |
|
HIGH |
10,984.0 |
|
0.618 |
10,951.1 |
|
0.500 |
10,941.0 |
|
0.382 |
10,930.9 |
|
LOW |
10,898.0 |
|
0.618 |
10,844.9 |
|
1.000 |
10,812.0 |
|
1.618 |
10,758.9 |
|
2.618 |
10,672.9 |
|
4.250 |
10,532.5 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,950.3 |
10,933.7 |
| PP |
10,945.7 |
10,912.3 |
| S1 |
10,941.0 |
10,891.0 |
|