| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,076.00 |
2,084.00 |
8.00 |
0.4% |
2,044.50 |
| High |
2,087.00 |
2,091.00 |
4.00 |
0.2% |
2,087.00 |
| Low |
2,074.50 |
2,073.25 |
-1.25 |
-0.1% |
2,029.00 |
| Close |
2,085.75 |
2,088.25 |
2.50 |
0.1% |
2,085.75 |
| Range |
12.50 |
17.75 |
5.25 |
42.0% |
58.00 |
| ATR |
29.16 |
28.35 |
-0.82 |
-2.8% |
0.00 |
| Volume |
1,698 |
2,238 |
540 |
31.8% |
11,767 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.50 |
2,130.50 |
2,098.00 |
|
| R3 |
2,119.75 |
2,112.75 |
2,093.25 |
|
| R2 |
2,102.00 |
2,102.00 |
2,091.50 |
|
| R1 |
2,095.00 |
2,095.00 |
2,090.00 |
2,098.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,086.00 |
| S1 |
2,077.25 |
2,077.25 |
2,086.50 |
2,080.75 |
| S2 |
2,066.50 |
2,066.50 |
2,085.00 |
|
| S3 |
2,048.75 |
2,059.50 |
2,083.25 |
|
| S4 |
2,031.00 |
2,041.75 |
2,078.50 |
|
|
| 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 |
2,091.00 |
2,033.75 |
57.25 |
2.7% |
21.50 |
1.0% |
95% |
True |
False |
2,424 |
| 10 |
2,091.00 |
2,000.50 |
90.50 |
4.3% |
24.50 |
1.2% |
97% |
True |
False |
2,805 |
| 20 |
2,091.00 |
1,966.00 |
125.00 |
6.0% |
29.75 |
1.4% |
98% |
True |
False |
3,052 |
| 40 |
2,091.00 |
1,963.50 |
127.50 |
6.1% |
29.25 |
1.4% |
98% |
True |
False |
2,669 |
| 60 |
2,091.00 |
1,954.25 |
136.75 |
6.5% |
26.25 |
1.3% |
98% |
True |
False |
1,890 |
| 80 |
2,091.00 |
1,906.00 |
185.00 |
8.9% |
24.00 |
1.1% |
99% |
True |
False |
1,476 |
| 100 |
2,091.00 |
1,806.50 |
284.50 |
13.6% |
25.00 |
1.2% |
99% |
True |
False |
1,206 |
| 120 |
2,091.00 |
1,806.50 |
284.50 |
13.6% |
22.25 |
1.1% |
99% |
True |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.50 |
|
2.618 |
2,137.50 |
|
1.618 |
2,119.75 |
|
1.000 |
2,108.75 |
|
0.618 |
2,102.00 |
|
HIGH |
2,091.00 |
|
0.618 |
2,084.25 |
|
0.500 |
2,082.00 |
|
0.382 |
2,080.00 |
|
LOW |
2,073.25 |
|
0.618 |
2,062.25 |
|
1.000 |
2,055.50 |
|
1.618 |
2,044.50 |
|
2.618 |
2,026.75 |
|
4.250 |
1,997.75 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.25 |
2,082.50 |
| PP |
2,084.25 |
2,076.75 |
| S1 |
2,082.00 |
2,071.00 |
|