| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,965.0 |
10,991.0 |
26.0 |
0.2% |
10,971.0 |
| High |
11,033.0 |
11,164.0 |
131.0 |
1.2% |
11,164.0 |
| Low |
10,888.0 |
10,964.5 |
76.5 |
0.7% |
10,782.5 |
| Close |
11,013.0 |
11,063.5 |
50.5 |
0.5% |
11,063.5 |
| Range |
145.0 |
199.5 |
54.5 |
37.6% |
381.5 |
| ATR |
173.6 |
175.4 |
1.9 |
1.1% |
0.0 |
| Volume |
450 |
1,532 |
1,082 |
240.4% |
2,655 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,662.5 |
11,562.5 |
11,173.2 |
|
| R3 |
11,463.0 |
11,363.0 |
11,118.4 |
|
| R2 |
11,263.5 |
11,263.5 |
11,100.1 |
|
| R1 |
11,163.5 |
11,163.5 |
11,081.8 |
11,213.5 |
| PP |
11,064.0 |
11,064.0 |
11,064.0 |
11,089.0 |
| S1 |
10,964.0 |
10,964.0 |
11,045.2 |
11,014.0 |
| S2 |
10,864.5 |
10,864.5 |
11,026.9 |
|
| S3 |
10,665.0 |
10,764.5 |
11,008.6 |
|
| S4 |
10,465.5 |
10,565.0 |
10,953.8 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,147.8 |
11,987.2 |
11,273.3 |
|
| R3 |
11,766.3 |
11,605.7 |
11,168.4 |
|
| R2 |
11,384.8 |
11,384.8 |
11,133.4 |
|
| R1 |
11,224.2 |
11,224.2 |
11,098.5 |
11,304.5 |
| PP |
11,003.3 |
11,003.3 |
11,003.3 |
11,043.5 |
| S1 |
10,842.7 |
10,842.7 |
11,028.5 |
10,923.0 |
| S2 |
10,621.8 |
10,621.8 |
10,993.6 |
|
| S3 |
10,240.3 |
10,461.2 |
10,958.6 |
|
| S4 |
9,858.8 |
10,079.7 |
10,853.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,164.0 |
10,782.5 |
381.5 |
3.4% |
138.8 |
1.3% |
74% |
True |
False |
531 |
| 10 |
11,164.0 |
10,617.0 |
547.0 |
4.9% |
143.9 |
1.3% |
82% |
True |
False |
424 |
| 20 |
11,164.0 |
10,569.5 |
594.5 |
5.4% |
159.3 |
1.4% |
83% |
True |
False |
587 |
| 40 |
11,164.0 |
9,418.5 |
1,745.5 |
15.8% |
180.4 |
1.6% |
94% |
True |
False |
565 |
| 60 |
11,164.0 |
9,251.0 |
1,913.0 |
17.3% |
167.8 |
1.5% |
95% |
True |
False |
416 |
| 80 |
11,164.0 |
8,928.0 |
2,236.0 |
20.2% |
151.7 |
1.4% |
96% |
True |
False |
324 |
| 100 |
11,164.0 |
8,419.0 |
2,745.0 |
24.8% |
149.2 |
1.3% |
96% |
True |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,011.9 |
|
2.618 |
11,686.3 |
|
1.618 |
11,486.8 |
|
1.000 |
11,363.5 |
|
0.618 |
11,287.3 |
|
HIGH |
11,164.0 |
|
0.618 |
11,087.8 |
|
0.500 |
11,064.3 |
|
0.382 |
11,040.7 |
|
LOW |
10,964.5 |
|
0.618 |
10,841.2 |
|
1.000 |
10,765.0 |
|
1.618 |
10,641.7 |
|
2.618 |
10,442.2 |
|
4.250 |
10,116.6 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,064.3 |
11,051.0 |
| PP |
11,064.0 |
11,038.5 |
| S1 |
11,063.8 |
11,026.0 |
|