| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,138.0 |
11,233.0 |
95.0 |
0.9% |
10,971.0 |
| High |
11,246.5 |
11,239.5 |
-7.0 |
-0.1% |
11,164.0 |
| Low |
11,111.0 |
11,195.0 |
84.0 |
0.8% |
10,782.5 |
| Close |
11,229.5 |
11,228.0 |
-1.5 |
0.0% |
11,063.5 |
| Range |
135.5 |
44.5 |
-91.0 |
-67.2% |
381.5 |
| ATR |
167.7 |
158.9 |
-8.8 |
-5.2% |
0.0 |
| Volume |
562 |
839 |
277 |
49.3% |
2,655 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,354.3 |
11,335.7 |
11,252.5 |
|
| R3 |
11,309.8 |
11,291.2 |
11,240.2 |
|
| R2 |
11,265.3 |
11,265.3 |
11,236.2 |
|
| R1 |
11,246.7 |
11,246.7 |
11,232.1 |
11,233.8 |
| PP |
11,220.8 |
11,220.8 |
11,220.8 |
11,214.4 |
| S1 |
11,202.2 |
11,202.2 |
11,223.9 |
11,189.3 |
| S2 |
11,176.3 |
11,176.3 |
11,219.8 |
|
| S3 |
11,131.8 |
11,157.7 |
11,215.8 |
|
| S4 |
11,087.3 |
11,113.2 |
11,203.5 |
|
|
| 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% |
119.9 |
1.1% |
95% |
False |
False |
732 |
| 10 |
11,246.5 |
10,757.0 |
489.5 |
4.4% |
124.0 |
1.1% |
96% |
False |
False |
489 |
| 20 |
11,246.5 |
10,600.0 |
646.5 |
5.8% |
138.3 |
1.2% |
97% |
False |
False |
569 |
| 40 |
11,246.5 |
9,418.5 |
1,828.0 |
16.3% |
178.6 |
1.6% |
99% |
False |
False |
601 |
| 60 |
11,246.5 |
9,251.0 |
1,995.5 |
17.8% |
168.8 |
1.5% |
99% |
False |
False |
438 |
| 80 |
11,246.5 |
8,976.0 |
2,270.5 |
20.2% |
152.4 |
1.4% |
99% |
False |
False |
342 |
| 100 |
11,246.5 |
8,419.0 |
2,827.5 |
25.2% |
149.8 |
1.3% |
99% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,428.6 |
|
2.618 |
11,356.0 |
|
1.618 |
11,311.5 |
|
1.000 |
11,284.0 |
|
0.618 |
11,267.0 |
|
HIGH |
11,239.5 |
|
0.618 |
11,222.5 |
|
0.500 |
11,217.3 |
|
0.382 |
11,212.0 |
|
LOW |
11,195.0 |
|
0.618 |
11,167.5 |
|
1.000 |
11,150.5 |
|
1.618 |
11,123.0 |
|
2.618 |
11,078.5 |
|
4.250 |
11,005.9 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,224.4 |
11,208.1 |
| PP |
11,220.8 |
11,188.2 |
| S1 |
11,217.3 |
11,168.3 |
|