| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,037.00 |
2,055.75 |
18.75 |
0.9% |
1,984.50 |
| High |
2,058.00 |
2,071.50 |
13.50 |
0.7% |
2,060.00 |
| Low |
2,033.75 |
2,045.50 |
11.75 |
0.6% |
1,966.00 |
| Close |
2,054.50 |
2,058.00 |
3.50 |
0.2% |
2,045.50 |
| Range |
24.25 |
26.00 |
1.75 |
7.2% |
94.00 |
| ATR |
31.09 |
30.73 |
-0.36 |
-1.2% |
0.00 |
| Volume |
1,223 |
4,338 |
3,115 |
254.7% |
18,398 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.25 |
2,123.25 |
2,072.25 |
|
| R3 |
2,110.25 |
2,097.25 |
2,065.25 |
|
| R2 |
2,084.25 |
2,084.25 |
2,062.75 |
|
| R1 |
2,071.25 |
2,071.25 |
2,060.50 |
2,077.75 |
| PP |
2,058.25 |
2,058.25 |
2,058.25 |
2,061.50 |
| S1 |
2,045.25 |
2,045.25 |
2,055.50 |
2,051.75 |
| S2 |
2,032.25 |
2,032.25 |
2,053.25 |
|
| S3 |
2,006.25 |
2,019.25 |
2,050.75 |
|
| S4 |
1,980.25 |
1,993.25 |
2,043.75 |
|
|
| 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 |
2,071.50 |
2,013.75 |
57.75 |
2.8% |
25.00 |
1.2% |
77% |
True |
False |
2,885 |
| 10 |
2,071.50 |
1,966.00 |
105.50 |
5.1% |
30.25 |
1.5% |
87% |
True |
False |
3,244 |
| 20 |
2,071.50 |
1,963.50 |
108.00 |
5.2% |
33.50 |
1.6% |
88% |
True |
False |
3,408 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
31.00 |
1.5% |
82% |
False |
False |
2,554 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
26.00 |
1.3% |
82% |
False |
False |
1,801 |
| 80 |
2,081.25 |
1,845.00 |
236.25 |
11.5% |
24.50 |
1.2% |
90% |
False |
False |
1,397 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
25.00 |
1.2% |
92% |
False |
False |
1,141 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
22.00 |
1.1% |
92% |
False |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.00 |
|
2.618 |
2,139.50 |
|
1.618 |
2,113.50 |
|
1.000 |
2,097.50 |
|
0.618 |
2,087.50 |
|
HIGH |
2,071.50 |
|
0.618 |
2,061.50 |
|
0.500 |
2,058.50 |
|
0.382 |
2,055.50 |
|
LOW |
2,045.50 |
|
0.618 |
2,029.50 |
|
1.000 |
2,019.50 |
|
1.618 |
2,003.50 |
|
2.618 |
1,977.50 |
|
4.250 |
1,935.00 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.50 |
2,055.50 |
| PP |
2,058.25 |
2,052.75 |
| S1 |
2,058.25 |
2,050.25 |
|