| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,235.9 |
1,238.3 |
2.4 |
0.2% |
1,283.0 |
| High |
1,243.6 |
1,245.9 |
2.3 |
0.2% |
1,286.5 |
| Low |
1,234.4 |
1,230.6 |
-3.8 |
-0.3% |
1,228.2 |
| Close |
1,241.5 |
1,232.2 |
-9.3 |
-0.7% |
1,234.6 |
| Range |
9.2 |
15.3 |
6.1 |
66.3% |
58.3 |
| ATR |
22.9 |
22.3 |
-0.5 |
-2.4% |
0.0 |
| Volume |
92,651 |
97,143 |
4,492 |
4.8% |
756,977 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.1 |
1,272.5 |
1,240.6 |
|
| R3 |
1,266.8 |
1,257.2 |
1,236.4 |
|
| R2 |
1,251.5 |
1,251.5 |
1,235.0 |
|
| R1 |
1,241.9 |
1,241.9 |
1,233.6 |
1,239.1 |
| PP |
1,236.2 |
1,236.2 |
1,236.2 |
1,234.8 |
| S1 |
1,226.6 |
1,226.6 |
1,230.8 |
1,223.8 |
| S2 |
1,220.9 |
1,220.9 |
1,229.4 |
|
| S3 |
1,205.6 |
1,211.3 |
1,228.0 |
|
| S4 |
1,190.3 |
1,196.0 |
1,223.8 |
|
|
| 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 |
1,274.6 |
1,228.2 |
46.4 |
3.8% |
20.0 |
1.6% |
9% |
False |
False |
128,979 |
| 10 |
1,294.6 |
1,228.2 |
66.4 |
5.4% |
22.5 |
1.8% |
6% |
False |
False |
150,527 |
| 20 |
1,308.8 |
1,225.8 |
83.0 |
6.7% |
23.5 |
1.9% |
8% |
False |
False |
93,468 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.4% |
21.9 |
1.8% |
45% |
False |
False |
50,218 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.4% |
22.1 |
1.8% |
54% |
False |
False |
35,018 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
20.5 |
1.7% |
57% |
False |
False |
26,876 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
19.0 |
1.5% |
57% |
False |
False |
21,758 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.3% |
17.4 |
1.4% |
57% |
False |
False |
18,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.9 |
|
2.618 |
1,286.0 |
|
1.618 |
1,270.7 |
|
1.000 |
1,261.2 |
|
0.618 |
1,255.4 |
|
HIGH |
1,245.9 |
|
0.618 |
1,240.1 |
|
0.500 |
1,238.3 |
|
0.382 |
1,236.4 |
|
LOW |
1,230.6 |
|
0.618 |
1,221.1 |
|
1.000 |
1,215.3 |
|
1.618 |
1,205.8 |
|
2.618 |
1,190.5 |
|
4.250 |
1,165.6 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.3 |
1,248.6 |
| PP |
1,236.2 |
1,243.1 |
| S1 |
1,234.2 |
1,237.7 |
|