| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,055.75 |
2,063.50 |
7.75 |
0.4% |
1,984.50 |
| High |
2,071.50 |
2,078.00 |
6.50 |
0.3% |
2,060.00 |
| Low |
2,045.50 |
2,051.25 |
5.75 |
0.3% |
1,966.00 |
| Close |
2,058.00 |
2,076.50 |
18.50 |
0.9% |
2,045.50 |
| Range |
26.00 |
26.75 |
0.75 |
2.9% |
94.00 |
| ATR |
30.73 |
30.44 |
-0.28 |
-0.9% |
0.00 |
| Volume |
4,338 |
2,626 |
-1,712 |
-39.5% |
18,398 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.75 |
2,139.50 |
2,091.25 |
|
| R3 |
2,122.00 |
2,112.75 |
2,083.75 |
|
| R2 |
2,095.25 |
2,095.25 |
2,081.50 |
|
| R1 |
2,086.00 |
2,086.00 |
2,079.00 |
2,090.50 |
| PP |
2,068.50 |
2,068.50 |
2,068.50 |
2,071.00 |
| S1 |
2,059.25 |
2,059.25 |
2,074.00 |
2,064.00 |
| S2 |
2,041.75 |
2,041.75 |
2,071.50 |
|
| S3 |
2,015.00 |
2,032.50 |
2,069.25 |
|
| S4 |
1,988.25 |
2,005.75 |
2,061.75 |
|
|
| 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 |
2,078.00 |
2,029.00 |
49.00 |
2.4% |
23.00 |
1.1% |
97% |
True |
False |
2,605 |
| 10 |
2,078.00 |
1,966.00 |
112.00 |
5.4% |
29.25 |
1.4% |
99% |
True |
False |
3,163 |
| 20 |
2,078.00 |
1,963.50 |
114.50 |
5.5% |
32.75 |
1.6% |
99% |
True |
False |
3,430 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
31.00 |
1.5% |
96% |
False |
False |
2,607 |
| 60 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
26.25 |
1.3% |
96% |
False |
False |
1,835 |
| 80 |
2,081.25 |
1,859.00 |
222.25 |
10.7% |
24.50 |
1.2% |
98% |
False |
False |
1,429 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.2% |
25.00 |
1.2% |
98% |
False |
False |
1,167 |
| 120 |
2,081.25 |
1,806.50 |
274.75 |
13.2% |
22.25 |
1.1% |
98% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.75 |
|
2.618 |
2,148.00 |
|
1.618 |
2,121.25 |
|
1.000 |
2,104.75 |
|
0.618 |
2,094.50 |
|
HIGH |
2,078.00 |
|
0.618 |
2,067.75 |
|
0.500 |
2,064.50 |
|
0.382 |
2,061.50 |
|
LOW |
2,051.25 |
|
0.618 |
2,034.75 |
|
1.000 |
2,024.50 |
|
1.618 |
2,008.00 |
|
2.618 |
1,981.25 |
|
4.250 |
1,937.50 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.50 |
2,069.50 |
| PP |
2,068.50 |
2,062.75 |
| S1 |
2,064.50 |
2,056.00 |
|