| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,134.5 |
11,134.5 |
0.0 |
0.0% |
10,839.5 |
| High |
11,161.5 |
11,234.5 |
73.0 |
0.7% |
11,164.5 |
| Low |
11,070.0 |
11,090.0 |
20.0 |
0.2% |
10,765.5 |
| Close |
11,119.5 |
11,215.0 |
95.5 |
0.9% |
11,049.0 |
| Range |
91.5 |
144.5 |
53.0 |
57.9% |
399.0 |
| ATR |
188.2 |
185.1 |
-3.1 |
-1.7% |
0.0 |
| Volume |
87,444 |
65,045 |
-22,399 |
-25.6% |
403,158 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,613.3 |
11,558.7 |
11,294.5 |
|
| R3 |
11,468.8 |
11,414.2 |
11,254.7 |
|
| R2 |
11,324.3 |
11,324.3 |
11,241.5 |
|
| R1 |
11,269.7 |
11,269.7 |
11,228.2 |
11,297.0 |
| PP |
11,179.8 |
11,179.8 |
11,179.8 |
11,193.5 |
| S1 |
11,125.2 |
11,125.2 |
11,201.8 |
11,152.5 |
| S2 |
11,035.3 |
11,035.3 |
11,188.5 |
|
| S3 |
10,890.8 |
10,980.7 |
11,175.3 |
|
| S4 |
10,746.3 |
10,836.2 |
11,135.5 |
|
|
| 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 |
11,234.5 |
10,872.5 |
362.0 |
3.2% |
138.2 |
1.2% |
95% |
True |
False |
96,374 |
| 10 |
11,234.5 |
10,592.5 |
642.0 |
5.7% |
152.1 |
1.4% |
97% |
True |
False |
88,920 |
| 20 |
11,234.5 |
10,553.0 |
681.5 |
6.1% |
165.1 |
1.5% |
97% |
True |
False |
103,165 |
| 40 |
11,234.5 |
9,383.5 |
1,851.0 |
16.5% |
197.1 |
1.8% |
99% |
True |
False |
117,441 |
| 60 |
11,234.5 |
9,227.0 |
2,007.5 |
17.9% |
190.3 |
1.7% |
99% |
True |
False |
88,921 |
| 80 |
11,234.5 |
8,843.5 |
2,391.0 |
21.3% |
180.3 |
1.6% |
99% |
True |
False |
67,089 |
| 100 |
11,234.5 |
8,367.5 |
2,867.0 |
25.6% |
182.8 |
1.6% |
99% |
True |
False |
53,768 |
| 120 |
11,234.5 |
8,367.5 |
2,867.0 |
25.6% |
165.7 |
1.5% |
99% |
True |
False |
44,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,848.6 |
|
2.618 |
11,612.8 |
|
1.618 |
11,468.3 |
|
1.000 |
11,379.0 |
|
0.618 |
11,323.8 |
|
HIGH |
11,234.5 |
|
0.618 |
11,179.3 |
|
0.500 |
11,162.3 |
|
0.382 |
11,145.2 |
|
LOW |
11,090.0 |
|
0.618 |
11,000.7 |
|
1.000 |
10,945.5 |
|
1.618 |
10,856.2 |
|
2.618 |
10,711.7 |
|
4.250 |
10,475.9 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,197.4 |
11,173.8 |
| PP |
11,179.8 |
11,132.5 |
| S1 |
11,162.3 |
11,091.3 |
|