| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,223.0 |
11,229.5 |
6.5 |
0.1% |
10,839.5 |
| High |
11,233.0 |
11,335.5 |
102.5 |
0.9% |
11,164.5 |
| Low |
11,177.0 |
11,189.0 |
12.0 |
0.1% |
10,765.5 |
| Close |
11,213.5 |
11,324.5 |
111.0 |
1.0% |
11,049.0 |
| Range |
56.0 |
146.5 |
90.5 |
161.6% |
399.0 |
| ATR |
175.9 |
173.8 |
-2.1 |
-1.2% |
0.0 |
| Volume |
88,461 |
91,250 |
2,789 |
3.2% |
403,158 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,722.5 |
11,670.0 |
11,405.1 |
|
| R3 |
11,576.0 |
11,523.5 |
11,364.8 |
|
| R2 |
11,429.5 |
11,429.5 |
11,351.4 |
|
| R1 |
11,377.0 |
11,377.0 |
11,337.9 |
11,403.3 |
| PP |
11,283.0 |
11,283.0 |
11,283.0 |
11,296.1 |
| S1 |
11,230.5 |
11,230.5 |
11,311.1 |
11,256.8 |
| S2 |
11,136.5 |
11,136.5 |
11,297.6 |
|
| S3 |
10,990.0 |
11,084.0 |
11,284.2 |
|
| S4 |
10,843.5 |
10,937.5 |
11,243.9 |
|
|
| 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 |
11,335.5 |
10,948.0 |
387.5 |
3.4% |
131.0 |
1.2% |
97% |
True |
False |
82,299 |
| 10 |
11,335.5 |
10,732.0 |
603.5 |
5.3% |
139.8 |
1.2% |
98% |
True |
False |
87,358 |
| 20 |
11,335.5 |
10,592.5 |
743.0 |
6.6% |
153.5 |
1.4% |
99% |
True |
False |
99,273 |
| 40 |
11,335.5 |
9,383.5 |
1,952.0 |
17.2% |
196.8 |
1.7% |
99% |
True |
False |
118,480 |
| 60 |
11,335.5 |
9,227.0 |
2,108.5 |
18.6% |
189.4 |
1.7% |
99% |
True |
False |
91,862 |
| 80 |
11,335.5 |
8,910.0 |
2,425.5 |
21.4% |
177.7 |
1.6% |
100% |
True |
False |
69,326 |
| 100 |
11,335.5 |
8,367.5 |
2,968.0 |
26.2% |
182.5 |
1.6% |
100% |
True |
False |
55,562 |
| 120 |
11,335.5 |
8,367.5 |
2,968.0 |
26.2% |
167.1 |
1.5% |
100% |
True |
False |
46,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,958.1 |
|
2.618 |
11,719.0 |
|
1.618 |
11,572.5 |
|
1.000 |
11,482.0 |
|
0.618 |
11,426.0 |
|
HIGH |
11,335.5 |
|
0.618 |
11,279.5 |
|
0.500 |
11,262.3 |
|
0.382 |
11,245.0 |
|
LOW |
11,189.0 |
|
0.618 |
11,098.5 |
|
1.000 |
11,042.5 |
|
1.618 |
10,952.0 |
|
2.618 |
10,805.5 |
|
4.250 |
10,566.4 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,303.8 |
11,287.3 |
| PP |
11,283.0 |
11,250.0 |
| S1 |
11,262.3 |
11,212.8 |
|