| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,223.0 |
1,227.5 |
4.5 |
0.4% |
1,235.9 |
| High |
1,234.9 |
1,236.7 |
1.8 |
0.1% |
1,245.9 |
| Low |
1,222.5 |
1,203.3 |
-19.2 |
-1.6% |
1,216.5 |
| Close |
1,227.1 |
1,208.6 |
-18.5 |
-1.5% |
1,227.1 |
| Range |
12.4 |
33.4 |
21.0 |
169.4% |
29.4 |
| ATR |
21.2 |
22.1 |
0.9 |
4.1% |
0.0 |
| Volume |
96,371 |
181,844 |
85,473 |
88.7% |
511,852 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.4 |
1,295.9 |
1,227.0 |
|
| R3 |
1,283.0 |
1,262.5 |
1,217.8 |
|
| R2 |
1,249.6 |
1,249.6 |
1,214.7 |
|
| R1 |
1,229.1 |
1,229.1 |
1,211.7 |
1,222.7 |
| PP |
1,216.2 |
1,216.2 |
1,216.2 |
1,213.0 |
| S1 |
1,195.7 |
1,195.7 |
1,205.5 |
1,189.3 |
| S2 |
1,182.8 |
1,182.8 |
1,202.5 |
|
| S3 |
1,149.4 |
1,162.3 |
1,199.4 |
|
| S4 |
1,116.0 |
1,128.9 |
1,190.2 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.0 |
1,302.0 |
1,243.3 |
|
| R3 |
1,288.6 |
1,272.6 |
1,235.2 |
|
| R2 |
1,259.2 |
1,259.2 |
1,232.5 |
|
| R1 |
1,243.2 |
1,243.2 |
1,229.8 |
1,236.5 |
| PP |
1,229.8 |
1,229.8 |
1,229.8 |
1,226.5 |
| S1 |
1,213.8 |
1,213.8 |
1,224.4 |
1,207.1 |
| S2 |
1,200.4 |
1,200.4 |
1,221.7 |
|
| S3 |
1,171.0 |
1,184.4 |
1,219.0 |
|
| S4 |
1,141.6 |
1,155.0 |
1,210.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,245.9 |
1,203.3 |
42.6 |
3.5% |
19.6 |
1.6% |
12% |
False |
True |
120,209 |
| 10 |
1,286.5 |
1,203.3 |
83.2 |
6.9% |
21.4 |
1.8% |
6% |
False |
True |
133,079 |
| 20 |
1,308.8 |
1,203.3 |
105.5 |
8.7% |
22.5 |
1.9% |
5% |
False |
True |
114,033 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
21.5 |
1.8% |
29% |
False |
False |
62,327 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.7% |
22.0 |
1.8% |
39% |
False |
False |
43,042 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
21.1 |
1.7% |
43% |
False |
False |
33,094 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.3 |
1.6% |
43% |
False |
False |
26,762 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
17.9 |
1.5% |
43% |
False |
False |
22,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,378.7 |
|
2.618 |
1,324.1 |
|
1.618 |
1,290.7 |
|
1.000 |
1,270.1 |
|
0.618 |
1,257.3 |
|
HIGH |
1,236.7 |
|
0.618 |
1,223.9 |
|
0.500 |
1,220.0 |
|
0.382 |
1,216.1 |
|
LOW |
1,203.3 |
|
0.618 |
1,182.7 |
|
1.000 |
1,169.9 |
|
1.618 |
1,149.3 |
|
2.618 |
1,115.9 |
|
4.250 |
1,061.4 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.0 |
1,220.0 |
| PP |
1,216.2 |
1,216.2 |
| S1 |
1,212.4 |
1,212.4 |
|