| 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 |
10,949.5 |
10,965.0 |
15.5 |
0.1% |
10,768.0 |
| High |
10,995.0 |
11,033.0 |
38.0 |
0.3% |
11,023.0 |
| Low |
10,936.0 |
10,888.0 |
-48.0 |
-0.4% |
10,617.0 |
| Close |
10,969.0 |
11,013.0 |
44.0 |
0.4% |
10,985.0 |
| Range |
59.0 |
145.0 |
86.0 |
145.8% |
406.0 |
| ATR |
175.8 |
173.6 |
-2.2 |
-1.3% |
0.0 |
| Volume |
206 |
450 |
244 |
118.4% |
1,588 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,413.0 |
11,358.0 |
11,092.8 |
|
| R3 |
11,268.0 |
11,213.0 |
11,052.9 |
|
| R2 |
11,123.0 |
11,123.0 |
11,039.6 |
|
| R1 |
11,068.0 |
11,068.0 |
11,026.3 |
11,095.5 |
| PP |
10,978.0 |
10,978.0 |
10,978.0 |
10,991.8 |
| S1 |
10,923.0 |
10,923.0 |
10,999.7 |
10,950.5 |
| S2 |
10,833.0 |
10,833.0 |
10,986.4 |
|
| S3 |
10,688.0 |
10,778.0 |
10,973.1 |
|
| S4 |
10,543.0 |
10,633.0 |
10,933.3 |
|
|
| 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 |
11,033.0 |
10,782.5 |
250.5 |
2.3% |
110.5 |
1.0% |
92% |
True |
False |
255 |
| 10 |
11,033.0 |
10,617.0 |
416.0 |
3.8% |
134.8 |
1.2% |
95% |
True |
False |
287 |
| 20 |
11,033.0 |
10,505.0 |
528.0 |
4.8% |
160.3 |
1.5% |
96% |
True |
False |
551 |
| 40 |
11,033.0 |
9,418.5 |
1,614.5 |
14.7% |
180.9 |
1.6% |
99% |
True |
False |
531 |
| 60 |
11,033.0 |
9,251.0 |
1,782.0 |
16.2% |
167.7 |
1.5% |
99% |
True |
False |
391 |
| 80 |
11,033.0 |
8,928.0 |
2,105.0 |
19.1% |
149.8 |
1.4% |
99% |
True |
False |
306 |
| 100 |
11,033.0 |
8,419.0 |
2,614.0 |
23.7% |
147.3 |
1.3% |
99% |
True |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,649.3 |
|
2.618 |
11,412.6 |
|
1.618 |
11,267.6 |
|
1.000 |
11,178.0 |
|
0.618 |
11,122.6 |
|
HIGH |
11,033.0 |
|
0.618 |
10,977.6 |
|
0.500 |
10,960.5 |
|
0.382 |
10,943.4 |
|
LOW |
10,888.0 |
|
0.618 |
10,798.4 |
|
1.000 |
10,743.0 |
|
1.618 |
10,653.4 |
|
2.618 |
10,508.4 |
|
4.250 |
10,271.8 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,995.5 |
10,977.9 |
| PP |
10,978.0 |
10,942.8 |
| S1 |
10,960.5 |
10,907.8 |
|