| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,134.5 |
11,223.0 |
88.5 |
0.8% |
10,839.5 |
| High |
11,234.5 |
11,233.0 |
-1.5 |
0.0% |
11,164.5 |
| Low |
11,090.0 |
11,177.0 |
87.0 |
0.8% |
10,765.5 |
| Close |
11,215.0 |
11,213.5 |
-1.5 |
0.0% |
11,049.0 |
| Range |
144.5 |
56.0 |
-88.5 |
-61.2% |
399.0 |
| ATR |
185.1 |
175.9 |
-9.2 |
-5.0% |
0.0 |
| Volume |
65,045 |
88,461 |
23,416 |
36.0% |
403,158 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,375.8 |
11,350.7 |
11,244.3 |
|
| R3 |
11,319.8 |
11,294.7 |
11,228.9 |
|
| R2 |
11,263.8 |
11,263.8 |
11,223.8 |
|
| R1 |
11,238.7 |
11,238.7 |
11,218.6 |
11,223.3 |
| PP |
11,207.8 |
11,207.8 |
11,207.8 |
11,200.1 |
| S1 |
11,182.7 |
11,182.7 |
11,208.4 |
11,167.3 |
| S2 |
11,151.8 |
11,151.8 |
11,203.2 |
|
| S3 |
11,095.8 |
11,126.7 |
11,198.1 |
|
| S4 |
11,039.8 |
11,070.7 |
11,182.7 |
|
|
| 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% |
132.2 |
1.2% |
94% |
False |
False |
90,781 |
| 10 |
11,234.5 |
10,698.0 |
536.5 |
4.8% |
135.3 |
1.2% |
96% |
False |
False |
89,590 |
| 20 |
11,234.5 |
10,553.0 |
681.5 |
6.1% |
156.3 |
1.4% |
97% |
False |
False |
100,709 |
| 40 |
11,234.5 |
9,383.5 |
1,851.0 |
16.5% |
195.3 |
1.7% |
99% |
False |
False |
118,095 |
| 60 |
11,234.5 |
9,227.0 |
2,007.5 |
17.9% |
189.2 |
1.7% |
99% |
False |
False |
90,368 |
| 80 |
11,234.5 |
8,910.0 |
2,324.5 |
20.7% |
177.8 |
1.6% |
99% |
False |
False |
68,189 |
| 100 |
11,234.5 |
8,367.5 |
2,867.0 |
25.6% |
181.9 |
1.6% |
99% |
False |
False |
54,651 |
| 120 |
11,234.5 |
8,367.5 |
2,867.0 |
25.6% |
166.2 |
1.5% |
99% |
False |
False |
45,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,471.0 |
|
2.618 |
11,379.6 |
|
1.618 |
11,323.6 |
|
1.000 |
11,289.0 |
|
0.618 |
11,267.6 |
|
HIGH |
11,233.0 |
|
0.618 |
11,211.6 |
|
0.500 |
11,205.0 |
|
0.382 |
11,198.4 |
|
LOW |
11,177.0 |
|
0.618 |
11,142.4 |
|
1.000 |
11,121.0 |
|
1.618 |
11,086.4 |
|
2.618 |
11,030.4 |
|
4.250 |
10,939.0 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,210.7 |
11,193.1 |
| PP |
11,207.8 |
11,172.7 |
| S1 |
11,205.0 |
11,152.3 |
|