| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,088.50 |
2,086.75 |
-1.75 |
-0.1% |
2,044.50 |
| High |
2,090.25 |
2,091.25 |
1.00 |
0.0% |
2,087.00 |
| Low |
2,081.25 |
2,080.25 |
-1.00 |
0.0% |
2,029.00 |
| Close |
2,087.75 |
2,087.75 |
0.00 |
0.0% |
2,085.75 |
| Range |
9.00 |
11.00 |
2.00 |
22.2% |
58.00 |
| ATR |
26.96 |
25.82 |
-1.14 |
-4.2% |
0.00 |
| Volume |
3,615 |
1,669 |
-1,946 |
-53.8% |
11,767 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.50 |
2,114.50 |
2,093.75 |
|
| R3 |
2,108.50 |
2,103.50 |
2,090.75 |
|
| R2 |
2,097.50 |
2,097.50 |
2,089.75 |
|
| R1 |
2,092.50 |
2,092.50 |
2,088.75 |
2,095.00 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,087.50 |
| S1 |
2,081.50 |
2,081.50 |
2,086.75 |
2,084.00 |
| S2 |
2,075.50 |
2,075.50 |
2,085.75 |
|
| S3 |
2,064.50 |
2,070.50 |
2,084.75 |
|
| S4 |
2,053.50 |
2,059.50 |
2,081.75 |
|
|
| 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 |
2,091.25 |
2,051.25 |
40.00 |
1.9% |
15.50 |
0.7% |
91% |
True |
False |
2,369 |
| 10 |
2,091.25 |
2,013.75 |
77.50 |
3.7% |
20.25 |
1.0% |
95% |
True |
False |
2,627 |
| 20 |
2,091.25 |
1,966.00 |
125.25 |
6.0% |
28.00 |
1.3% |
97% |
True |
False |
2,968 |
| 40 |
2,091.25 |
1,963.50 |
127.75 |
6.1% |
28.00 |
1.3% |
97% |
True |
False |
2,740 |
| 60 |
2,091.25 |
1,954.25 |
137.00 |
6.6% |
26.25 |
1.3% |
97% |
True |
False |
1,974 |
| 80 |
2,091.25 |
1,918.00 |
173.25 |
8.3% |
23.50 |
1.1% |
98% |
True |
False |
1,541 |
| 100 |
2,091.25 |
1,806.50 |
284.75 |
13.6% |
24.75 |
1.2% |
99% |
True |
False |
1,258 |
| 120 |
2,091.25 |
1,806.50 |
284.75 |
13.6% |
22.50 |
1.1% |
99% |
True |
False |
1,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.00 |
|
2.618 |
2,120.00 |
|
1.618 |
2,109.00 |
|
1.000 |
2,102.25 |
|
0.618 |
2,098.00 |
|
HIGH |
2,091.25 |
|
0.618 |
2,087.00 |
|
0.500 |
2,085.75 |
|
0.382 |
2,084.50 |
|
LOW |
2,080.25 |
|
0.618 |
2,073.50 |
|
1.000 |
2,069.25 |
|
1.618 |
2,062.50 |
|
2.618 |
2,051.50 |
|
4.250 |
2,033.50 |
|
|
| Fisher Pivots for day following 19-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 |
2,082.25 |
|