| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,991.0 |
11,143.0 |
152.0 |
1.4% |
10,971.0 |
| High |
11,164.0 |
11,165.0 |
1.0 |
0.0% |
11,164.0 |
| Low |
10,964.5 |
11,090.0 |
125.5 |
1.1% |
10,782.5 |
| Close |
11,063.5 |
11,134.5 |
71.0 |
0.6% |
11,063.5 |
| Range |
199.5 |
75.0 |
-124.5 |
-62.4% |
381.5 |
| ATR |
175.4 |
170.2 |
-5.3 |
-3.0% |
0.0 |
| Volume |
1,532 |
280 |
-1,252 |
-81.7% |
2,655 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,354.8 |
11,319.7 |
11,175.8 |
|
| R3 |
11,279.8 |
11,244.7 |
11,155.1 |
|
| R2 |
11,204.8 |
11,204.8 |
11,148.3 |
|
| R1 |
11,169.7 |
11,169.7 |
11,141.4 |
11,149.8 |
| PP |
11,129.8 |
11,129.8 |
11,129.8 |
11,119.9 |
| S1 |
11,094.7 |
11,094.7 |
11,127.6 |
11,074.8 |
| S2 |
11,054.8 |
11,054.8 |
11,120.8 |
|
| S3 |
10,979.8 |
11,019.7 |
11,113.9 |
|
| S4 |
10,904.8 |
10,944.7 |
11,093.3 |
|
|
| 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 |
11,165.0 |
10,782.5 |
382.5 |
3.4% |
130.2 |
1.2% |
92% |
True |
False |
550 |
| 10 |
11,165.0 |
10,622.5 |
542.5 |
4.9% |
134.7 |
1.2% |
94% |
True |
False |
397 |
| 20 |
11,165.0 |
10,569.5 |
595.5 |
5.3% |
150.2 |
1.3% |
95% |
True |
False |
567 |
| 40 |
11,165.0 |
9,418.5 |
1,746.5 |
15.7% |
179.7 |
1.6% |
98% |
True |
False |
569 |
| 60 |
11,165.0 |
9,251.0 |
1,914.0 |
17.2% |
167.9 |
1.5% |
98% |
True |
False |
420 |
| 80 |
11,165.0 |
8,976.0 |
2,189.0 |
19.7% |
152.1 |
1.4% |
99% |
True |
False |
325 |
| 100 |
11,165.0 |
8,419.0 |
2,746.0 |
24.7% |
150.0 |
1.3% |
99% |
True |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,483.8 |
|
2.618 |
11,361.4 |
|
1.618 |
11,286.4 |
|
1.000 |
11,240.0 |
|
0.618 |
11,211.4 |
|
HIGH |
11,165.0 |
|
0.618 |
11,136.4 |
|
0.500 |
11,127.5 |
|
0.382 |
11,118.7 |
|
LOW |
11,090.0 |
|
0.618 |
11,043.7 |
|
1.000 |
11,015.0 |
|
1.618 |
10,968.7 |
|
2.618 |
10,893.7 |
|
4.250 |
10,771.3 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,132.2 |
11,098.5 |
| PP |
11,129.8 |
11,062.5 |
| S1 |
11,127.5 |
11,026.5 |
|