| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,143.0 |
11,138.0 |
-5.0 |
0.0% |
10,971.0 |
| High |
11,165.0 |
11,246.5 |
81.5 |
0.7% |
11,164.0 |
| Low |
11,090.0 |
11,111.0 |
21.0 |
0.2% |
10,782.5 |
| Close |
11,134.5 |
11,229.5 |
95.0 |
0.9% |
11,063.5 |
| Range |
75.0 |
135.5 |
60.5 |
80.7% |
381.5 |
| ATR |
170.2 |
167.7 |
-2.5 |
-1.5% |
0.0 |
| Volume |
280 |
562 |
282 |
100.7% |
2,655 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,602.2 |
11,551.3 |
11,304.0 |
|
| R3 |
11,466.7 |
11,415.8 |
11,266.8 |
|
| R2 |
11,331.2 |
11,331.2 |
11,254.3 |
|
| R1 |
11,280.3 |
11,280.3 |
11,241.9 |
11,305.8 |
| PP |
11,195.7 |
11,195.7 |
11,195.7 |
11,208.4 |
| S1 |
11,144.8 |
11,144.8 |
11,217.1 |
11,170.3 |
| S2 |
11,060.2 |
11,060.2 |
11,204.7 |
|
| S3 |
10,924.7 |
11,009.3 |
11,192.2 |
|
| S4 |
10,789.2 |
10,873.8 |
11,155.0 |
|
|
| 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 |
11,246.5 |
10,888.0 |
358.5 |
3.2% |
122.8 |
1.1% |
95% |
True |
False |
606 |
| 10 |
11,246.5 |
10,716.0 |
530.5 |
4.7% |
128.0 |
1.1% |
97% |
True |
False |
419 |
| 20 |
11,246.5 |
10,569.5 |
677.0 |
6.0% |
146.1 |
1.3% |
97% |
True |
False |
547 |
| 40 |
11,246.5 |
9,418.5 |
1,828.0 |
16.3% |
181.2 |
1.6% |
99% |
True |
False |
582 |
| 60 |
11,246.5 |
9,251.0 |
1,995.5 |
17.8% |
168.9 |
1.5% |
99% |
True |
False |
426 |
| 80 |
11,246.5 |
8,976.0 |
2,270.5 |
20.2% |
152.7 |
1.4% |
99% |
True |
False |
332 |
| 100 |
11,246.5 |
8,419.0 |
2,827.5 |
25.2% |
150.5 |
1.3% |
99% |
True |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,822.4 |
|
2.618 |
11,601.2 |
|
1.618 |
11,465.7 |
|
1.000 |
11,382.0 |
|
0.618 |
11,330.2 |
|
HIGH |
11,246.5 |
|
0.618 |
11,194.7 |
|
0.500 |
11,178.8 |
|
0.382 |
11,162.8 |
|
LOW |
11,111.0 |
|
0.618 |
11,027.3 |
|
1.000 |
10,975.5 |
|
1.618 |
10,891.8 |
|
2.618 |
10,756.3 |
|
4.250 |
10,535.1 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,212.6 |
11,188.2 |
| PP |
11,195.7 |
11,146.8 |
| S1 |
11,178.8 |
11,105.5 |
|