| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,846.0 |
10,949.5 |
103.5 |
1.0% |
10,768.0 |
| High |
10,955.0 |
10,995.0 |
40.0 |
0.4% |
11,023.0 |
| Low |
10,782.5 |
10,936.0 |
153.5 |
1.4% |
10,617.0 |
| Close |
10,892.0 |
10,969.0 |
77.0 |
0.7% |
10,985.0 |
| Range |
172.5 |
59.0 |
-113.5 |
-65.8% |
406.0 |
| ATR |
181.4 |
175.8 |
-5.6 |
-3.1% |
0.0 |
| Volume |
283 |
206 |
-77 |
-27.2% |
1,588 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,143.7 |
11,115.3 |
11,001.5 |
|
| R3 |
11,084.7 |
11,056.3 |
10,985.2 |
|
| R2 |
11,025.7 |
11,025.7 |
10,979.8 |
|
| R1 |
10,997.3 |
10,997.3 |
10,974.4 |
11,011.5 |
| PP |
10,966.7 |
10,966.7 |
10,966.7 |
10,973.8 |
| S1 |
10,938.3 |
10,938.3 |
10,963.6 |
10,952.5 |
| S2 |
10,907.7 |
10,907.7 |
10,958.2 |
|
| S3 |
10,848.7 |
10,879.3 |
10,952.8 |
|
| S4 |
10,789.7 |
10,820.3 |
10,936.6 |
|
|
| 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 |
10,757.0 |
266.0 |
2.4% |
128.1 |
1.2% |
80% |
False |
False |
246 |
| 10 |
11,023.0 |
10,617.0 |
406.0 |
3.7% |
132.9 |
1.2% |
87% |
False |
False |
317 |
| 20 |
11,023.0 |
10,267.0 |
756.0 |
6.9% |
167.7 |
1.5% |
93% |
False |
False |
570 |
| 40 |
11,023.0 |
9,418.5 |
1,604.5 |
14.6% |
181.7 |
1.7% |
97% |
False |
False |
532 |
| 60 |
11,023.0 |
9,251.0 |
1,772.0 |
16.2% |
167.0 |
1.5% |
97% |
False |
False |
385 |
| 80 |
11,023.0 |
8,928.0 |
2,095.0 |
19.1% |
149.2 |
1.4% |
97% |
False |
False |
301 |
| 100 |
11,023.0 |
8,419.0 |
2,604.0 |
23.7% |
147.7 |
1.3% |
98% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,245.8 |
|
2.618 |
11,149.5 |
|
1.618 |
11,090.5 |
|
1.000 |
11,054.0 |
|
0.618 |
11,031.5 |
|
HIGH |
10,995.0 |
|
0.618 |
10,972.5 |
|
0.500 |
10,965.5 |
|
0.382 |
10,958.5 |
|
LOW |
10,936.0 |
|
0.618 |
10,899.5 |
|
1.000 |
10,877.0 |
|
1.618 |
10,840.5 |
|
2.618 |
10,781.5 |
|
4.250 |
10,685.3 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,967.8 |
10,942.3 |
| PP |
10,966.7 |
10,915.5 |
| S1 |
10,965.5 |
10,888.8 |
|