| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,044.50 |
2,037.00 |
-7.50 |
-0.4% |
1,984.50 |
| High |
2,044.50 |
2,058.00 |
13.50 |
0.7% |
2,060.00 |
| Low |
2,029.00 |
2,033.75 |
4.75 |
0.2% |
1,966.00 |
| Close |
2,034.75 |
2,054.50 |
19.75 |
1.0% |
2,045.50 |
| Range |
15.50 |
24.25 |
8.75 |
56.5% |
94.00 |
| ATR |
31.62 |
31.09 |
-0.53 |
-1.7% |
0.00 |
| Volume |
1,882 |
1,223 |
-659 |
-35.0% |
18,398 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.50 |
2,112.25 |
2,067.75 |
|
| R3 |
2,097.25 |
2,088.00 |
2,061.25 |
|
| R2 |
2,073.00 |
2,073.00 |
2,059.00 |
|
| R1 |
2,063.75 |
2,063.75 |
2,056.75 |
2,068.50 |
| PP |
2,048.75 |
2,048.75 |
2,048.75 |
2,051.00 |
| S1 |
2,039.50 |
2,039.50 |
2,052.25 |
2,044.00 |
| S2 |
2,024.50 |
2,024.50 |
2,050.00 |
|
| S3 |
2,000.25 |
2,015.25 |
2,047.75 |
|
| S4 |
1,976.00 |
1,991.00 |
2,041.25 |
|
|
| 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 |
2,013.75 |
46.25 |
2.3% |
25.00 |
1.2% |
88% |
False |
False |
2,705 |
| 10 |
2,060.00 |
1,966.00 |
94.00 |
4.6% |
33.00 |
1.6% |
94% |
False |
False |
3,214 |
| 20 |
2,060.00 |
1,963.50 |
96.50 |
4.7% |
34.50 |
1.7% |
94% |
False |
False |
3,270 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
31.25 |
1.5% |
79% |
False |
False |
2,448 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
25.75 |
1.3% |
79% |
False |
False |
1,734 |
| 80 |
2,081.25 |
1,809.50 |
271.75 |
13.2% |
24.75 |
1.2% |
90% |
False |
False |
1,353 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
24.75 |
1.2% |
90% |
False |
False |
1,100 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.75 |
1.1% |
90% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,121.50 |
|
1.618 |
2,097.25 |
|
1.000 |
2,082.25 |
|
0.618 |
2,073.00 |
|
HIGH |
2,058.00 |
|
0.618 |
2,048.75 |
|
0.500 |
2,046.00 |
|
0.382 |
2,043.00 |
|
LOW |
2,033.75 |
|
0.618 |
2,018.75 |
|
1.000 |
2,009.50 |
|
1.618 |
1,994.50 |
|
2.618 |
1,970.25 |
|
4.250 |
1,930.75 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.50 |
2,051.25 |
| PP |
2,048.75 |
2,047.75 |
| S1 |
2,046.00 |
2,044.50 |
|