| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,905.5 |
10,952.5 |
47.0 |
0.4% |
10,750.0 |
| High |
10,984.0 |
11,025.0 |
41.0 |
0.4% |
11,016.5 |
| Low |
10,898.0 |
10,872.5 |
-25.5 |
-0.2% |
10,592.5 |
| Close |
10,955.0 |
10,999.0 |
44.0 |
0.4% |
10,971.0 |
| Range |
86.0 |
152.5 |
66.5 |
77.3% |
424.0 |
| ATR |
195.4 |
192.3 |
-3.1 |
-1.6% |
0.0 |
| Volume |
116,423 |
133,662 |
17,239 |
14.8% |
454,765 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,423.0 |
11,363.5 |
11,082.9 |
|
| R3 |
11,270.5 |
11,211.0 |
11,040.9 |
|
| R2 |
11,118.0 |
11,118.0 |
11,027.0 |
|
| R1 |
11,058.5 |
11,058.5 |
11,013.0 |
11,088.3 |
| PP |
10,965.5 |
10,965.5 |
10,965.5 |
10,980.4 |
| S1 |
10,906.0 |
10,906.0 |
10,985.0 |
10,935.8 |
| S2 |
10,813.0 |
10,813.0 |
10,971.0 |
|
| S3 |
10,660.5 |
10,753.5 |
10,957.1 |
|
| S4 |
10,508.0 |
10,601.0 |
10,915.1 |
|
|
| 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 |
11,025.0 |
10,732.0 |
293.0 |
2.7% |
148.5 |
1.4% |
91% |
True |
False |
92,418 |
| 10 |
11,025.0 |
10,592.5 |
432.5 |
3.9% |
152.1 |
1.4% |
94% |
True |
False |
99,449 |
| 20 |
11,025.0 |
10,229.0 |
796.0 |
7.2% |
184.0 |
1.7% |
97% |
True |
False |
113,074 |
| 40 |
11,025.0 |
9,383.5 |
1,641.5 |
14.9% |
203.3 |
1.8% |
98% |
True |
False |
120,675 |
| 60 |
11,025.0 |
9,227.0 |
1,798.0 |
16.3% |
189.6 |
1.7% |
99% |
True |
False |
85,399 |
| 80 |
11,025.0 |
8,833.5 |
2,191.5 |
19.9% |
180.1 |
1.6% |
99% |
True |
False |
64,204 |
| 100 |
11,025.0 |
8,367.5 |
2,657.5 |
24.2% |
183.1 |
1.7% |
99% |
True |
False |
51,458 |
| 120 |
11,025.0 |
8,367.5 |
2,657.5 |
24.2% |
164.0 |
1.5% |
99% |
True |
False |
42,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,673.1 |
|
2.618 |
11,424.2 |
|
1.618 |
11,271.7 |
|
1.000 |
11,177.5 |
|
0.618 |
11,119.2 |
|
HIGH |
11,025.0 |
|
0.618 |
10,966.7 |
|
0.500 |
10,948.8 |
|
0.382 |
10,930.8 |
|
LOW |
10,872.5 |
|
0.618 |
10,778.3 |
|
1.000 |
10,720.0 |
|
1.618 |
10,625.8 |
|
2.618 |
10,473.3 |
|
4.250 |
10,224.4 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,982.3 |
10,964.4 |
| PP |
10,965.5 |
10,929.8 |
| S1 |
10,948.8 |
10,895.3 |
|