| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,063.50 |
2,076.00 |
12.50 |
0.6% |
2,044.50 |
| High |
2,078.00 |
2,087.00 |
9.00 |
0.4% |
2,087.00 |
| Low |
2,051.25 |
2,074.50 |
23.25 |
1.1% |
2,029.00 |
| Close |
2,076.50 |
2,085.75 |
9.25 |
0.4% |
2,085.75 |
| Range |
26.75 |
12.50 |
-14.25 |
-53.3% |
58.00 |
| ATR |
30.44 |
29.16 |
-1.28 |
-4.2% |
0.00 |
| Volume |
2,626 |
1,698 |
-928 |
-35.3% |
11,767 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.00 |
2,115.25 |
2,092.50 |
|
| R3 |
2,107.50 |
2,102.75 |
2,089.25 |
|
| R2 |
2,095.00 |
2,095.00 |
2,088.00 |
|
| R1 |
2,090.25 |
2,090.25 |
2,087.00 |
2,092.50 |
| PP |
2,082.50 |
2,082.50 |
2,082.50 |
2,083.50 |
| S1 |
2,077.75 |
2,077.75 |
2,084.50 |
2,080.00 |
| S2 |
2,070.00 |
2,070.00 |
2,083.50 |
|
| S3 |
2,057.50 |
2,065.25 |
2,082.25 |
|
| S4 |
2,045.00 |
2,052.75 |
2,079.00 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.25 |
2,221.50 |
2,117.75 |
|
| R3 |
2,183.25 |
2,163.50 |
2,101.75 |
|
| R2 |
2,125.25 |
2,125.25 |
2,096.50 |
|
| R1 |
2,105.50 |
2,105.50 |
2,091.00 |
2,115.50 |
| PP |
2,067.25 |
2,067.25 |
2,067.25 |
2,072.25 |
| S1 |
2,047.50 |
2,047.50 |
2,080.50 |
2,057.50 |
| S2 |
2,009.25 |
2,009.25 |
2,075.00 |
|
| S3 |
1,951.25 |
1,989.50 |
2,069.75 |
|
| S4 |
1,893.25 |
1,931.50 |
2,053.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,087.00 |
2,029.00 |
58.00 |
2.8% |
21.00 |
1.0% |
98% |
True |
False |
2,353 |
| 10 |
2,087.00 |
1,966.00 |
121.00 |
5.8% |
27.00 |
1.3% |
99% |
True |
False |
3,016 |
| 20 |
2,087.00 |
1,963.50 |
123.50 |
5.9% |
31.00 |
1.5% |
99% |
True |
False |
3,299 |
| 40 |
2,087.00 |
1,959.00 |
128.00 |
6.1% |
30.00 |
1.4% |
99% |
True |
False |
2,634 |
| 60 |
2,087.00 |
1,954.25 |
132.75 |
6.4% |
26.25 |
1.3% |
99% |
True |
False |
1,854 |
| 80 |
2,087.00 |
1,876.00 |
211.00 |
10.1% |
24.25 |
1.2% |
99% |
True |
False |
1,449 |
| 100 |
2,087.00 |
1,806.50 |
280.50 |
13.4% |
25.00 |
1.2% |
100% |
True |
False |
1,184 |
| 120 |
2,087.00 |
1,806.50 |
280.50 |
13.4% |
22.25 |
1.1% |
100% |
True |
False |
990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.00 |
|
2.618 |
2,119.75 |
|
1.618 |
2,107.25 |
|
1.000 |
2,099.50 |
|
0.618 |
2,094.75 |
|
HIGH |
2,087.00 |
|
0.618 |
2,082.25 |
|
0.500 |
2,080.75 |
|
0.382 |
2,079.25 |
|
LOW |
2,074.50 |
|
0.618 |
2,066.75 |
|
1.000 |
2,062.00 |
|
1.618 |
2,054.25 |
|
2.618 |
2,041.75 |
|
4.250 |
2,021.50 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.00 |
2,079.25 |
| PP |
2,082.50 |
2,072.75 |
| S1 |
2,080.75 |
2,066.25 |
|