| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,084.00 |
2,088.50 |
4.50 |
0.2% |
2,044.50 |
| High |
2,091.00 |
2,090.25 |
-0.75 |
0.0% |
2,087.00 |
| Low |
2,073.25 |
2,081.25 |
8.00 |
0.4% |
2,029.00 |
| Close |
2,088.25 |
2,087.75 |
-0.50 |
0.0% |
2,085.75 |
| Range |
17.75 |
9.00 |
-8.75 |
-49.3% |
58.00 |
| ATR |
28.35 |
26.96 |
-1.38 |
-4.9% |
0.00 |
| Volume |
2,238 |
3,615 |
1,377 |
61.5% |
11,767 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.50 |
2,109.50 |
2,092.75 |
|
| R3 |
2,104.50 |
2,100.50 |
2,090.25 |
|
| R2 |
2,095.50 |
2,095.50 |
2,089.50 |
|
| R1 |
2,091.50 |
2,091.50 |
2,088.50 |
2,089.00 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,085.00 |
| S1 |
2,082.50 |
2,082.50 |
2,087.00 |
2,080.00 |
| S2 |
2,077.50 |
2,077.50 |
2,086.00 |
|
| S3 |
2,068.50 |
2,073.50 |
2,085.25 |
|
| S4 |
2,059.50 |
2,064.50 |
2,082.75 |
|
|
| 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 |
2,045.50 |
45.50 |
2.2% |
18.50 |
0.9% |
93% |
False |
False |
2,903 |
| 10 |
2,091.00 |
2,013.75 |
77.25 |
3.7% |
21.75 |
1.0% |
96% |
False |
False |
2,804 |
| 20 |
2,091.00 |
1,966.00 |
125.00 |
6.0% |
28.75 |
1.4% |
97% |
False |
False |
3,008 |
| 40 |
2,091.00 |
1,963.50 |
127.50 |
6.1% |
28.00 |
1.3% |
97% |
False |
False |
2,725 |
| 60 |
2,091.00 |
1,954.25 |
136.75 |
6.6% |
26.25 |
1.3% |
98% |
False |
False |
1,948 |
| 80 |
2,091.00 |
1,910.50 |
180.50 |
8.6% |
23.75 |
1.1% |
98% |
False |
False |
1,521 |
| 100 |
2,091.00 |
1,806.50 |
284.50 |
13.6% |
25.00 |
1.2% |
99% |
False |
False |
1,242 |
| 120 |
2,091.00 |
1,806.50 |
284.50 |
13.6% |
22.50 |
1.1% |
99% |
False |
False |
1,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.50 |
|
2.618 |
2,113.75 |
|
1.618 |
2,104.75 |
|
1.000 |
2,099.25 |
|
0.618 |
2,095.75 |
|
HIGH |
2,090.25 |
|
0.618 |
2,086.75 |
|
0.500 |
2,085.75 |
|
0.382 |
2,084.75 |
|
LOW |
2,081.25 |
|
0.618 |
2,075.75 |
|
1.000 |
2,072.25 |
|
1.618 |
2,066.75 |
|
2.618 |
2,057.75 |
|
4.250 |
2,043.00 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,086.00 |
| PP |
2,086.50 |
2,084.00 |
| S1 |
2,085.75 |
2,082.00 |
|