| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,971.0 |
10,846.0 |
-125.0 |
-1.1% |
10,768.0 |
| High |
10,976.0 |
10,955.0 |
-21.0 |
-0.2% |
11,023.0 |
| Low |
10,858.0 |
10,782.5 |
-75.5 |
-0.7% |
10,617.0 |
| Close |
10,939.5 |
10,892.0 |
-47.5 |
-0.4% |
10,985.0 |
| Range |
118.0 |
172.5 |
54.5 |
46.2% |
406.0 |
| ATR |
182.1 |
181.4 |
-0.7 |
-0.4% |
0.0 |
| Volume |
184 |
283 |
99 |
53.8% |
1,588 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,394.0 |
11,315.5 |
10,986.9 |
|
| R3 |
11,221.5 |
11,143.0 |
10,939.4 |
|
| R2 |
11,049.0 |
11,049.0 |
10,923.6 |
|
| R1 |
10,970.5 |
10,970.5 |
10,907.8 |
11,009.8 |
| PP |
10,876.5 |
10,876.5 |
10,876.5 |
10,896.1 |
| S1 |
10,798.0 |
10,798.0 |
10,876.2 |
10,837.3 |
| S2 |
10,704.0 |
10,704.0 |
10,860.4 |
|
| S3 |
10,531.5 |
10,625.5 |
10,844.6 |
|
| S4 |
10,359.0 |
10,453.0 |
10,797.1 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,093.0 |
11,945.0 |
11,208.3 |
|
| R3 |
11,687.0 |
11,539.0 |
11,096.7 |
|
| R2 |
11,281.0 |
11,281.0 |
11,059.4 |
|
| R1 |
11,133.0 |
11,133.0 |
11,022.2 |
11,207.0 |
| PP |
10,875.0 |
10,875.0 |
10,875.0 |
10,912.0 |
| S1 |
10,727.0 |
10,727.0 |
10,947.8 |
10,801.0 |
| S2 |
10,469.0 |
10,469.0 |
10,910.6 |
|
| S3 |
10,063.0 |
10,321.0 |
10,873.4 |
|
| S4 |
9,657.0 |
9,915.0 |
10,761.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,023.0 |
10,716.0 |
307.0 |
2.8% |
133.2 |
1.2% |
57% |
False |
False |
232 |
| 10 |
11,023.0 |
10,617.0 |
406.0 |
3.7% |
139.2 |
1.3% |
68% |
False |
False |
497 |
| 20 |
11,023.0 |
10,170.0 |
853.0 |
7.8% |
172.5 |
1.6% |
85% |
False |
False |
635 |
| 40 |
11,023.0 |
9,418.5 |
1,604.5 |
14.7% |
185.8 |
1.7% |
92% |
False |
False |
529 |
| 60 |
11,023.0 |
9,251.0 |
1,772.0 |
16.3% |
167.3 |
1.5% |
93% |
False |
False |
383 |
| 80 |
11,023.0 |
8,885.0 |
2,138.0 |
19.6% |
149.3 |
1.4% |
94% |
False |
False |
298 |
| 100 |
11,023.0 |
8,419.0 |
2,604.0 |
23.9% |
147.9 |
1.4% |
95% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,688.1 |
|
2.618 |
11,406.6 |
|
1.618 |
11,234.1 |
|
1.000 |
11,127.5 |
|
0.618 |
11,061.6 |
|
HIGH |
10,955.0 |
|
0.618 |
10,889.1 |
|
0.500 |
10,868.8 |
|
0.382 |
10,848.4 |
|
LOW |
10,782.5 |
|
0.618 |
10,675.9 |
|
1.000 |
10,610.0 |
|
1.618 |
10,503.4 |
|
2.618 |
10,330.9 |
|
4.250 |
10,049.4 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,884.3 |
10,902.8 |
| PP |
10,876.5 |
10,899.2 |
| S1 |
10,868.8 |
10,895.6 |
|