| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,049.25 |
2,044.50 |
-4.75 |
-0.2% |
1,984.50 |
| High |
2,060.00 |
2,044.50 |
-15.50 |
-0.8% |
2,060.00 |
| Low |
2,037.75 |
2,029.00 |
-8.75 |
-0.4% |
1,966.00 |
| Close |
2,045.50 |
2,034.75 |
-10.75 |
-0.5% |
2,045.50 |
| Range |
22.25 |
15.50 |
-6.75 |
-30.3% |
94.00 |
| ATR |
32.78 |
31.62 |
-1.16 |
-3.5% |
0.00 |
| Volume |
2,957 |
1,882 |
-1,075 |
-36.4% |
18,398 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.50 |
2,074.25 |
2,043.25 |
|
| R3 |
2,067.00 |
2,058.75 |
2,039.00 |
|
| R2 |
2,051.50 |
2,051.50 |
2,037.50 |
|
| R1 |
2,043.25 |
2,043.25 |
2,036.25 |
2,039.50 |
| PP |
2,036.00 |
2,036.00 |
2,036.00 |
2,034.25 |
| S1 |
2,027.75 |
2,027.75 |
2,033.25 |
2,024.00 |
| S2 |
2,020.50 |
2,020.50 |
2,032.00 |
|
| S3 |
2,005.00 |
2,012.25 |
2,030.50 |
|
| S4 |
1,989.50 |
1,996.75 |
2,026.25 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.75 |
2,269.75 |
2,097.25 |
|
| R3 |
2,211.75 |
2,175.75 |
2,071.25 |
|
| R2 |
2,117.75 |
2,117.75 |
2,062.75 |
|
| R1 |
2,081.75 |
2,081.75 |
2,054.00 |
2,099.75 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,033.00 |
| S1 |
1,987.75 |
1,987.75 |
2,037.00 |
2,005.75 |
| S2 |
1,929.75 |
1,929.75 |
2,028.25 |
|
| S3 |
1,835.75 |
1,893.75 |
2,019.75 |
|
| S4 |
1,741.75 |
1,799.75 |
1,993.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.00 |
2,000.50 |
59.50 |
2.9% |
27.25 |
1.3% |
58% |
False |
False |
3,186 |
| 10 |
2,060.00 |
1,966.00 |
94.00 |
4.6% |
34.75 |
1.7% |
73% |
False |
False |
3,216 |
| 20 |
2,060.00 |
1,963.50 |
96.50 |
4.7% |
35.00 |
1.7% |
74% |
False |
False |
3,321 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
31.50 |
1.5% |
63% |
False |
False |
2,422 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
25.50 |
1.3% |
63% |
False |
False |
1,715 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
25.25 |
1.2% |
83% |
False |
False |
1,338 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
24.50 |
1.2% |
83% |
False |
False |
1,088 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.5% |
21.75 |
1.1% |
83% |
False |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,110.50 |
|
2.618 |
2,085.00 |
|
1.618 |
2,069.50 |
|
1.000 |
2,060.00 |
|
0.618 |
2,054.00 |
|
HIGH |
2,044.50 |
|
0.618 |
2,038.50 |
|
0.500 |
2,036.75 |
|
0.382 |
2,035.00 |
|
LOW |
2,029.00 |
|
0.618 |
2,019.50 |
|
1.000 |
2,013.50 |
|
1.618 |
2,004.00 |
|
2.618 |
1,988.50 |
|
4.250 |
1,963.00 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.75 |
2,037.00 |
| PP |
2,036.00 |
2,036.25 |
| S1 |
2,035.50 |
2,035.50 |
|