| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.3 |
1,212.5 |
3.2 |
0.3% |
1,235.9 |
| High |
1,213.4 |
1,222.9 |
9.5 |
0.8% |
1,245.9 |
| Low |
1,197.2 |
1,205.2 |
8.0 |
0.7% |
1,216.5 |
| Close |
1,200.2 |
1,207.6 |
7.4 |
0.6% |
1,227.1 |
| Range |
16.2 |
17.7 |
1.5 |
9.3% |
29.4 |
| ATR |
21.7 |
21.8 |
0.1 |
0.3% |
0.0 |
| Volume |
121,125 |
115,723 |
-5,402 |
-4.5% |
511,852 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.0 |
1,254.0 |
1,217.3 |
|
| R3 |
1,247.3 |
1,236.3 |
1,212.5 |
|
| R2 |
1,229.6 |
1,229.6 |
1,210.8 |
|
| R1 |
1,218.6 |
1,218.6 |
1,209.2 |
1,215.3 |
| PP |
1,211.9 |
1,211.9 |
1,211.9 |
1,210.2 |
| S1 |
1,200.9 |
1,200.9 |
1,206.0 |
1,197.6 |
| S2 |
1,194.2 |
1,194.2 |
1,204.4 |
|
| S3 |
1,176.5 |
1,183.2 |
1,202.7 |
|
| S4 |
1,158.8 |
1,165.5 |
1,197.9 |
|
|
| 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 |
1,236.7 |
1,197.2 |
39.5 |
3.3% |
18.9 |
1.6% |
26% |
False |
False |
124,895 |
| 10 |
1,274.6 |
1,197.2 |
77.4 |
6.4% |
20.1 |
1.7% |
13% |
False |
False |
124,946 |
| 20 |
1,308.8 |
1,197.2 |
111.6 |
9.2% |
21.9 |
1.8% |
9% |
False |
False |
123,641 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
21.6 |
1.8% |
28% |
False |
False |
67,975 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.7% |
21.8 |
1.8% |
39% |
False |
False |
46,886 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
21.2 |
1.8% |
43% |
False |
False |
36,008 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.4 |
1.6% |
43% |
False |
False |
29,111 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
18.0 |
1.5% |
43% |
False |
False |
24,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.1 |
|
2.618 |
1,269.2 |
|
1.618 |
1,251.5 |
|
1.000 |
1,240.6 |
|
0.618 |
1,233.8 |
|
HIGH |
1,222.9 |
|
0.618 |
1,216.1 |
|
0.500 |
1,214.1 |
|
0.382 |
1,212.0 |
|
LOW |
1,205.2 |
|
0.618 |
1,194.3 |
|
1.000 |
1,187.5 |
|
1.618 |
1,176.6 |
|
2.618 |
1,158.9 |
|
4.250 |
1,130.0 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.1 |
1,217.0 |
| PP |
1,211.9 |
1,213.8 |
| S1 |
1,209.8 |
1,210.7 |
|