| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,952.5 |
10,976.0 |
23.5 |
0.2% |
10,839.5 |
| High |
11,025.0 |
11,164.5 |
139.5 |
1.3% |
11,164.5 |
| Low |
10,872.5 |
10,948.0 |
75.5 |
0.7% |
10,765.5 |
| Close |
10,999.0 |
11,049.0 |
50.0 |
0.5% |
11,049.0 |
| Range |
152.5 |
216.5 |
64.0 |
42.0% |
399.0 |
| ATR |
192.3 |
194.0 |
1.7 |
0.9% |
0.0 |
| Volume |
133,662 |
79,297 |
-54,365 |
-40.7% |
403,158 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,703.3 |
11,592.7 |
11,168.1 |
|
| R3 |
11,486.8 |
11,376.2 |
11,108.5 |
|
| R2 |
11,270.3 |
11,270.3 |
11,088.7 |
|
| R1 |
11,159.7 |
11,159.7 |
11,068.8 |
11,215.0 |
| PP |
11,053.8 |
11,053.8 |
11,053.8 |
11,081.5 |
| S1 |
10,943.2 |
10,943.2 |
11,029.2 |
10,998.5 |
| S2 |
10,837.3 |
10,837.3 |
11,009.3 |
|
| S3 |
10,620.8 |
10,726.7 |
10,989.5 |
|
| S4 |
10,404.3 |
10,510.2 |
10,929.9 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,190.0 |
12,018.5 |
11,268.5 |
|
| R3 |
11,791.0 |
11,619.5 |
11,158.7 |
|
| R2 |
11,392.0 |
11,392.0 |
11,122.2 |
|
| R1 |
11,220.5 |
11,220.5 |
11,085.6 |
11,306.3 |
| PP |
10,993.0 |
10,993.0 |
10,993.0 |
11,035.9 |
| S1 |
10,821.5 |
10,821.5 |
11,012.4 |
10,907.3 |
| S2 |
10,594.0 |
10,594.0 |
10,975.9 |
|
| S3 |
10,195.0 |
10,422.5 |
10,939.3 |
|
| S4 |
9,796.0 |
10,023.5 |
10,829.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,164.5 |
10,765.5 |
399.0 |
3.6% |
142.5 |
1.3% |
71% |
True |
False |
91,350 |
| 10 |
11,164.5 |
10,592.5 |
572.0 |
5.2% |
159.8 |
1.4% |
80% |
True |
False |
97,573 |
| 20 |
11,164.5 |
10,486.5 |
678.0 |
6.1% |
178.8 |
1.6% |
83% |
True |
False |
109,111 |
| 40 |
11,164.5 |
9,383.5 |
1,781.0 |
16.1% |
202.6 |
1.8% |
94% |
True |
False |
120,421 |
| 60 |
11,164.5 |
9,227.0 |
1,937.5 |
17.5% |
191.9 |
1.7% |
94% |
True |
False |
86,494 |
| 80 |
11,164.5 |
8,833.5 |
2,331.0 |
21.1% |
181.4 |
1.6% |
95% |
True |
False |
65,191 |
| 100 |
11,164.5 |
8,367.5 |
2,797.0 |
25.3% |
183.8 |
1.7% |
96% |
True |
False |
52,247 |
| 120 |
11,164.5 |
8,367.5 |
2,797.0 |
25.3% |
165.5 |
1.5% |
96% |
True |
False |
43,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,084.6 |
|
2.618 |
11,731.3 |
|
1.618 |
11,514.8 |
|
1.000 |
11,381.0 |
|
0.618 |
11,298.3 |
|
HIGH |
11,164.5 |
|
0.618 |
11,081.8 |
|
0.500 |
11,056.3 |
|
0.382 |
11,030.7 |
|
LOW |
10,948.0 |
|
0.618 |
10,814.2 |
|
1.000 |
10,731.5 |
|
1.618 |
10,597.7 |
|
2.618 |
10,381.2 |
|
4.250 |
10,027.9 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,056.3 |
11,038.8 |
| PP |
11,053.8 |
11,028.7 |
| S1 |
11,051.4 |
11,018.5 |
|