| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,233.0 |
11,227.5 |
-5.5 |
0.0% |
10,971.0 |
| High |
11,239.5 |
11,346.5 |
107.0 |
1.0% |
11,164.0 |
| Low |
11,195.0 |
11,208.0 |
13.0 |
0.1% |
10,782.5 |
| Close |
11,228.0 |
11,339.0 |
111.0 |
1.0% |
11,063.5 |
| Range |
44.5 |
138.5 |
94.0 |
211.2% |
381.5 |
| ATR |
158.9 |
157.4 |
-1.5 |
-0.9% |
0.0 |
| Volume |
839 |
1,065 |
226 |
26.9% |
2,655 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,713.3 |
11,664.7 |
11,415.2 |
|
| R3 |
11,574.8 |
11,526.2 |
11,377.1 |
|
| R2 |
11,436.3 |
11,436.3 |
11,364.4 |
|
| R1 |
11,387.7 |
11,387.7 |
11,351.7 |
11,412.0 |
| PP |
11,297.8 |
11,297.8 |
11,297.8 |
11,310.0 |
| S1 |
11,249.2 |
11,249.2 |
11,326.3 |
11,273.5 |
| S2 |
11,159.3 |
11,159.3 |
11,313.6 |
|
| S3 |
11,020.8 |
11,110.7 |
11,300.9 |
|
| S4 |
10,882.3 |
10,972.2 |
11,262.8 |
|
|
| 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 |
11,346.5 |
10,964.5 |
382.0 |
3.4% |
118.6 |
1.0% |
98% |
True |
False |
855 |
| 10 |
11,346.5 |
10,782.5 |
564.0 |
5.0% |
114.6 |
1.0% |
99% |
True |
False |
555 |
| 20 |
11,346.5 |
10,617.0 |
729.5 |
6.4% |
133.2 |
1.2% |
99% |
True |
False |
582 |
| 40 |
11,346.5 |
9,418.5 |
1,928.0 |
17.0% |
178.6 |
1.6% |
100% |
True |
False |
625 |
| 60 |
11,346.5 |
9,251.0 |
2,095.5 |
18.5% |
170.3 |
1.5% |
100% |
True |
False |
456 |
| 80 |
11,346.5 |
9,158.5 |
2,188.0 |
19.3% |
151.7 |
1.3% |
100% |
True |
False |
354 |
| 100 |
11,346.5 |
8,419.0 |
2,927.5 |
25.8% |
149.1 |
1.3% |
100% |
True |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,935.1 |
|
2.618 |
11,709.1 |
|
1.618 |
11,570.6 |
|
1.000 |
11,485.0 |
|
0.618 |
11,432.1 |
|
HIGH |
11,346.5 |
|
0.618 |
11,293.6 |
|
0.500 |
11,277.3 |
|
0.382 |
11,260.9 |
|
LOW |
11,208.0 |
|
0.618 |
11,122.4 |
|
1.000 |
11,069.5 |
|
1.618 |
10,983.9 |
|
2.618 |
10,845.4 |
|
4.250 |
10,619.4 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,318.4 |
11,302.3 |
| PP |
11,297.8 |
11,265.5 |
| S1 |
11,277.3 |
11,228.8 |
|