| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,086.75 |
2,088.00 |
1.25 |
0.1% |
2,084.00 |
| High |
2,091.25 |
2,100.75 |
9.50 |
0.5% |
2,100.75 |
| Low |
2,080.25 |
2,074.50 |
-5.75 |
-0.3% |
2,073.25 |
| Close |
2,087.75 |
2,099.50 |
11.75 |
0.6% |
2,099.50 |
| Range |
11.00 |
26.25 |
15.25 |
138.6% |
27.50 |
| ATR |
25.82 |
25.85 |
0.03 |
0.1% |
0.00 |
| Volume |
1,669 |
10,849 |
9,180 |
550.0% |
18,371 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.25 |
2,161.25 |
2,114.00 |
|
| R3 |
2,144.00 |
2,135.00 |
2,106.75 |
|
| R2 |
2,117.75 |
2,117.75 |
2,104.25 |
|
| R1 |
2,108.75 |
2,108.75 |
2,102.00 |
2,113.25 |
| PP |
2,091.50 |
2,091.50 |
2,091.50 |
2,094.00 |
| S1 |
2,082.50 |
2,082.50 |
2,097.00 |
2,087.00 |
| S2 |
2,065.25 |
2,065.25 |
2,094.75 |
|
| S3 |
2,039.00 |
2,056.25 |
2,092.25 |
|
| S4 |
2,012.75 |
2,030.00 |
2,085.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.75 |
2,164.00 |
2,114.50 |
|
| R3 |
2,146.25 |
2,136.50 |
2,107.00 |
|
| R2 |
2,118.75 |
2,118.75 |
2,104.50 |
|
| R1 |
2,109.00 |
2,109.00 |
2,102.00 |
2,114.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,093.50 |
| S1 |
2,081.50 |
2,081.50 |
2,097.00 |
2,086.50 |
| S2 |
2,063.75 |
2,063.75 |
2,094.50 |
|
| S3 |
2,036.25 |
2,054.00 |
2,092.00 |
|
| S4 |
2,008.75 |
2,026.50 |
2,084.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,100.75 |
2,073.25 |
27.50 |
1.3% |
15.25 |
0.7% |
95% |
True |
False |
4,013 |
| 10 |
2,100.75 |
2,029.00 |
71.75 |
3.4% |
19.00 |
0.9% |
98% |
True |
False |
3,309 |
| 20 |
2,100.75 |
1,966.00 |
134.75 |
6.4% |
27.50 |
1.3% |
99% |
True |
False |
3,381 |
| 40 |
2,100.75 |
1,963.50 |
137.25 |
6.5% |
28.25 |
1.4% |
99% |
True |
False |
2,988 |
| 60 |
2,100.75 |
1,954.25 |
146.50 |
7.0% |
26.25 |
1.3% |
99% |
True |
False |
2,144 |
| 80 |
2,100.75 |
1,930.00 |
170.75 |
8.1% |
23.50 |
1.1% |
99% |
True |
False |
1,674 |
| 100 |
2,100.75 |
1,806.50 |
294.25 |
14.0% |
25.00 |
1.2% |
100% |
True |
False |
1,366 |
| 120 |
2,100.75 |
1,806.50 |
294.25 |
14.0% |
22.75 |
1.1% |
100% |
True |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.25 |
|
2.618 |
2,169.50 |
|
1.618 |
2,143.25 |
|
1.000 |
2,127.00 |
|
0.618 |
2,117.00 |
|
HIGH |
2,100.75 |
|
0.618 |
2,090.75 |
|
0.500 |
2,087.50 |
|
0.382 |
2,084.50 |
|
LOW |
2,074.50 |
|
0.618 |
2,058.25 |
|
1.000 |
2,048.25 |
|
1.618 |
2,032.00 |
|
2.618 |
2,005.75 |
|
4.250 |
1,963.00 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.50 |
2,095.50 |
| PP |
2,091.50 |
2,091.50 |
| S1 |
2,087.50 |
2,087.50 |
|