| 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 |
1,200.8 |
1,203.9 |
3.1 |
0.3% |
1,227.5 |
| High |
1,211.7 |
1,219.9 |
8.2 |
0.7% |
1,236.7 |
| Low |
1,200.7 |
1,203.4 |
2.7 |
0.2% |
1,197.2 |
| Close |
1,201.5 |
1,210.1 |
8.6 |
0.7% |
1,204.9 |
| Range |
11.0 |
16.5 |
5.5 |
50.0% |
39.5 |
| ATR |
20.4 |
20.2 |
-0.1 |
-0.7% |
0.0 |
| Volume |
106,078 |
137,276 |
31,198 |
29.4% |
527,940 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.6 |
1,251.9 |
1,219.2 |
|
| R3 |
1,244.1 |
1,235.4 |
1,214.6 |
|
| R2 |
1,227.6 |
1,227.6 |
1,213.1 |
|
| R1 |
1,218.9 |
1,218.9 |
1,211.6 |
1,223.3 |
| PP |
1,211.1 |
1,211.1 |
1,211.1 |
1,213.3 |
| S1 |
1,202.4 |
1,202.4 |
1,208.6 |
1,206.8 |
| S2 |
1,194.6 |
1,194.6 |
1,207.1 |
|
| S3 |
1,178.1 |
1,185.9 |
1,205.6 |
|
| S4 |
1,161.6 |
1,169.4 |
1,201.0 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.4 |
1,307.7 |
1,226.6 |
|
| R3 |
1,291.9 |
1,268.2 |
1,215.8 |
|
| R2 |
1,252.4 |
1,252.4 |
1,212.1 |
|
| R1 |
1,228.7 |
1,228.7 |
1,208.5 |
1,220.8 |
| PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,209.0 |
| S1 |
1,189.2 |
1,189.2 |
1,201.3 |
1,181.3 |
| S2 |
1,173.4 |
1,173.4 |
1,197.7 |
|
| S3 |
1,133.9 |
1,149.7 |
1,194.0 |
|
| S4 |
1,094.4 |
1,110.2 |
1,183.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.9 |
1,190.0 |
29.9 |
2.5% |
15.8 |
1.3% |
67% |
True |
False |
116,886 |
| 10 |
1,236.7 |
1,190.0 |
46.7 |
3.9% |
17.4 |
1.4% |
43% |
False |
False |
120,890 |
| 20 |
1,286.6 |
1,190.0 |
96.6 |
8.0% |
20.3 |
1.7% |
21% |
False |
False |
133,974 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
21.3 |
1.8% |
30% |
False |
False |
82,265 |
| 60 |
1,308.8 |
1,143.4 |
165.4 |
13.7% |
21.8 |
1.8% |
40% |
False |
False |
56,119 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
21.5 |
1.8% |
44% |
False |
False |
43,198 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.7 |
1.6% |
44% |
False |
False |
34,880 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
18.3 |
1.5% |
44% |
False |
False |
29,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.0 |
|
2.618 |
1,263.1 |
|
1.618 |
1,246.6 |
|
1.000 |
1,236.4 |
|
0.618 |
1,230.1 |
|
HIGH |
1,219.9 |
|
0.618 |
1,213.6 |
|
0.500 |
1,211.7 |
|
0.382 |
1,209.7 |
|
LOW |
1,203.4 |
|
0.618 |
1,193.2 |
|
1.000 |
1,186.9 |
|
1.618 |
1,176.7 |
|
2.618 |
1,160.2 |
|
4.250 |
1,133.3 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,211.7 |
1,208.4 |
| PP |
1,211.1 |
1,206.7 |
| S1 |
1,210.6 |
1,205.0 |
|