| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,098.00 |
2,106.25 |
8.25 |
0.4% |
2,084.00 |
| High |
2,108.00 |
2,109.75 |
1.75 |
0.1% |
2,100.75 |
| Low |
2,095.50 |
2,100.00 |
4.50 |
0.2% |
2,073.25 |
| Close |
2,106.00 |
2,102.50 |
-3.50 |
-0.2% |
2,099.50 |
| Range |
12.50 |
9.75 |
-2.75 |
-22.0% |
27.50 |
| ATR |
23.72 |
22.72 |
-1.00 |
-4.2% |
0.00 |
| Volume |
8,242 |
5,034 |
-3,208 |
-38.9% |
18,371 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.25 |
2,127.75 |
2,107.75 |
|
| R3 |
2,123.50 |
2,118.00 |
2,105.25 |
|
| R2 |
2,113.75 |
2,113.75 |
2,104.25 |
|
| R1 |
2,108.25 |
2,108.25 |
2,103.50 |
2,106.00 |
| PP |
2,104.00 |
2,104.00 |
2,104.00 |
2,103.00 |
| S1 |
2,098.50 |
2,098.50 |
2,101.50 |
2,096.50 |
| S2 |
2,094.25 |
2,094.25 |
2,100.75 |
|
| S3 |
2,084.50 |
2,088.75 |
2,099.75 |
|
| S4 |
2,074.75 |
2,079.00 |
2,097.25 |
|
|
| 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 |
2,109.75 |
2,074.50 |
35.25 |
1.7% |
13.50 |
0.6% |
79% |
True |
False |
7,007 |
| 10 |
2,109.75 |
2,045.50 |
64.25 |
3.1% |
16.00 |
0.8% |
89% |
True |
False |
4,955 |
| 20 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
24.50 |
1.2% |
95% |
True |
False |
4,084 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
28.50 |
1.4% |
95% |
True |
False |
3,393 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.50 |
1.3% |
95% |
True |
False |
2,508 |
| 80 |
2,109.75 |
1,946.25 |
163.50 |
7.8% |
23.25 |
1.1% |
96% |
True |
False |
1,952 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
24.75 |
1.2% |
98% |
True |
False |
1,590 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
22.75 |
1.1% |
98% |
True |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.25 |
|
2.618 |
2,135.25 |
|
1.618 |
2,125.50 |
|
1.000 |
2,119.50 |
|
0.618 |
2,115.75 |
|
HIGH |
2,109.75 |
|
0.618 |
2,106.00 |
|
0.500 |
2,105.00 |
|
0.382 |
2,103.75 |
|
LOW |
2,100.00 |
|
0.618 |
2,094.00 |
|
1.000 |
2,090.25 |
|
1.618 |
2,084.25 |
|
2.618 |
2,074.50 |
|
4.250 |
2,058.50 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.00 |
2,102.00 |
| PP |
2,104.00 |
2,101.50 |
| S1 |
2,103.25 |
2,101.00 |
|