| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,266.4 |
1,235.9 |
-30.5 |
-2.4% |
1,283.0 |
| High |
1,269.0 |
1,243.6 |
-25.4 |
-2.0% |
1,286.5 |
| Low |
1,228.2 |
1,234.4 |
6.2 |
0.5% |
1,228.2 |
| Close |
1,234.6 |
1,241.5 |
6.9 |
0.6% |
1,234.6 |
| Range |
40.8 |
9.2 |
-31.6 |
-77.5% |
58.3 |
| ATR |
23.9 |
22.9 |
-1.1 |
-4.4% |
0.0 |
| Volume |
205,095 |
92,651 |
-112,444 |
-54.8% |
756,977 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.4 |
1,263.7 |
1,246.6 |
|
| R3 |
1,258.2 |
1,254.5 |
1,244.0 |
|
| R2 |
1,249.0 |
1,249.0 |
1,243.2 |
|
| R1 |
1,245.3 |
1,245.3 |
1,242.3 |
1,247.2 |
| PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,240.8 |
| S1 |
1,236.1 |
1,236.1 |
1,240.7 |
1,238.0 |
| S2 |
1,230.6 |
1,230.6 |
1,239.8 |
|
| S3 |
1,221.4 |
1,226.9 |
1,239.0 |
|
| S4 |
1,212.2 |
1,217.7 |
1,236.4 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.7 |
1,387.9 |
1,266.7 |
|
| R3 |
1,366.4 |
1,329.6 |
1,250.6 |
|
| R2 |
1,308.1 |
1,308.1 |
1,245.3 |
|
| R1 |
1,271.3 |
1,271.3 |
1,239.9 |
1,260.6 |
| PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,244.4 |
| S1 |
1,213.0 |
1,213.0 |
1,229.3 |
1,202.3 |
| S2 |
1,191.5 |
1,191.5 |
1,223.9 |
|
| S3 |
1,133.2 |
1,154.7 |
1,218.6 |
|
| S4 |
1,074.9 |
1,096.4 |
1,202.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.5 |
1,228.2 |
58.3 |
4.7% |
23.1 |
1.9% |
23% |
False |
False |
145,949 |
| 10 |
1,298.6 |
1,228.2 |
70.4 |
5.7% |
23.5 |
1.9% |
19% |
False |
False |
149,816 |
| 20 |
1,308.8 |
1,218.5 |
90.3 |
7.3% |
23.7 |
1.9% |
25% |
False |
False |
89,524 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.3% |
21.9 |
1.8% |
52% |
False |
False |
47,859 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.3% |
22.0 |
1.8% |
59% |
False |
False |
33,516 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.2% |
20.6 |
1.7% |
62% |
False |
False |
25,668 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.2% |
19.0 |
1.5% |
62% |
False |
False |
20,805 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.2% |
17.3 |
1.4% |
62% |
False |
False |
17,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.7 |
|
2.618 |
1,267.7 |
|
1.618 |
1,258.5 |
|
1.000 |
1,252.8 |
|
0.618 |
1,249.3 |
|
HIGH |
1,243.6 |
|
0.618 |
1,240.1 |
|
0.500 |
1,239.0 |
|
0.382 |
1,237.9 |
|
LOW |
1,234.4 |
|
0.618 |
1,228.7 |
|
1.000 |
1,225.2 |
|
1.618 |
1,219.5 |
|
2.618 |
1,210.3 |
|
4.250 |
1,195.3 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.7 |
1,251.4 |
| PP |
1,239.8 |
1,248.1 |
| S1 |
1,239.0 |
1,244.8 |
|