| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,100.25 |
2,098.00 |
-2.25 |
-0.1% |
2,084.00 |
| High |
2,100.50 |
2,108.00 |
7.50 |
0.4% |
2,100.75 |
| Low |
2,092.50 |
2,095.50 |
3.00 |
0.1% |
2,073.25 |
| Close |
2,099.00 |
2,106.00 |
7.00 |
0.3% |
2,099.50 |
| Range |
8.00 |
12.50 |
4.50 |
56.3% |
27.50 |
| ATR |
24.58 |
23.72 |
-0.86 |
-3.5% |
0.00 |
| Volume |
9,242 |
8,242 |
-1,000 |
-10.8% |
18,371 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.75 |
2,135.75 |
2,113.00 |
|
| R3 |
2,128.25 |
2,123.25 |
2,109.50 |
|
| R2 |
2,115.75 |
2,115.75 |
2,108.25 |
|
| R1 |
2,110.75 |
2,110.75 |
2,107.25 |
2,113.25 |
| PP |
2,103.25 |
2,103.25 |
2,103.25 |
2,104.50 |
| S1 |
2,098.25 |
2,098.25 |
2,104.75 |
2,100.75 |
| S2 |
2,090.75 |
2,090.75 |
2,103.75 |
|
| S3 |
2,078.25 |
2,085.75 |
2,102.50 |
|
| S4 |
2,065.75 |
2,073.25 |
2,099.00 |
|
|
| 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 |
2,108.00 |
2,074.50 |
33.50 |
1.6% |
13.25 |
0.6% |
94% |
True |
False |
6,723 |
| 10 |
2,108.00 |
2,033.75 |
74.25 |
3.5% |
17.50 |
0.8% |
97% |
True |
False |
4,574 |
| 20 |
2,108.00 |
1,966.00 |
142.00 |
6.7% |
26.00 |
1.2% |
99% |
True |
False |
3,895 |
| 40 |
2,108.00 |
1,963.50 |
144.50 |
6.9% |
28.50 |
1.3% |
99% |
True |
False |
3,302 |
| 60 |
2,108.00 |
1,954.25 |
153.75 |
7.3% |
26.50 |
1.3% |
99% |
True |
False |
2,425 |
| 80 |
2,108.00 |
1,946.25 |
161.75 |
7.7% |
23.25 |
1.1% |
99% |
True |
False |
1,891 |
| 100 |
2,108.00 |
1,806.50 |
301.50 |
14.3% |
25.00 |
1.2% |
99% |
True |
False |
1,540 |
| 120 |
2,108.00 |
1,806.50 |
301.50 |
14.3% |
22.75 |
1.1% |
99% |
True |
False |
1,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,140.75 |
|
1.618 |
2,128.25 |
|
1.000 |
2,120.50 |
|
0.618 |
2,115.75 |
|
HIGH |
2,108.00 |
|
0.618 |
2,103.25 |
|
0.500 |
2,101.75 |
|
0.382 |
2,100.25 |
|
LOW |
2,095.50 |
|
0.618 |
2,087.75 |
|
1.000 |
2,083.00 |
|
1.618 |
2,075.25 |
|
2.618 |
2,062.75 |
|
4.250 |
2,042.50 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.50 |
2,101.00 |
| PP |
2,103.25 |
2,096.25 |
| S1 |
2,101.75 |
2,091.25 |
|