| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.25 |
2,102.25 |
-4.00 |
-0.2% |
2,084.00 |
| High |
2,109.75 |
2,107.00 |
-2.75 |
-0.1% |
2,100.75 |
| Low |
2,100.00 |
2,093.75 |
-6.25 |
-0.3% |
2,073.25 |
| Close |
2,102.50 |
2,102.25 |
-0.25 |
0.0% |
2,099.50 |
| Range |
9.75 |
13.25 |
3.50 |
35.9% |
27.50 |
| ATR |
22.72 |
22.04 |
-0.68 |
-3.0% |
0.00 |
| Volume |
5,034 |
4,153 |
-881 |
-17.5% |
18,371 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.75 |
2,134.75 |
2,109.50 |
|
| R3 |
2,127.50 |
2,121.50 |
2,106.00 |
|
| R2 |
2,114.25 |
2,114.25 |
2,104.75 |
|
| R1 |
2,108.25 |
2,108.25 |
2,103.50 |
2,109.00 |
| PP |
2,101.00 |
2,101.00 |
2,101.00 |
2,101.25 |
| S1 |
2,095.00 |
2,095.00 |
2,101.00 |
2,095.50 |
| S2 |
2,087.75 |
2,087.75 |
2,099.75 |
|
| S3 |
2,074.50 |
2,081.75 |
2,098.50 |
|
| S4 |
2,061.25 |
2,068.50 |
2,095.00 |
|
|
| 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 |
2,109.75 |
2,074.50 |
35.25 |
1.7% |
14.00 |
0.7% |
79% |
False |
False |
7,504 |
| 10 |
2,109.75 |
2,051.25 |
58.50 |
2.8% |
14.75 |
0.7% |
87% |
False |
False |
4,936 |
| 20 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
22.50 |
1.1% |
95% |
False |
False |
4,090 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
28.50 |
1.4% |
95% |
False |
False |
3,445 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.50 |
1.3% |
95% |
False |
False |
2,564 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
23.00 |
1.1% |
95% |
False |
False |
1,996 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
24.75 |
1.2% |
98% |
False |
False |
1,630 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
22.75 |
1.1% |
98% |
False |
False |
1,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.25 |
|
2.618 |
2,141.75 |
|
1.618 |
2,128.50 |
|
1.000 |
2,120.25 |
|
0.618 |
2,115.25 |
|
HIGH |
2,107.00 |
|
0.618 |
2,102.00 |
|
0.500 |
2,100.50 |
|
0.382 |
2,098.75 |
|
LOW |
2,093.75 |
|
0.618 |
2,085.50 |
|
1.000 |
2,080.50 |
|
1.618 |
2,072.25 |
|
2.618 |
2,059.00 |
|
4.250 |
2,037.50 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.50 |
2,102.00 |
| PP |
2,101.00 |
2,102.00 |
| S1 |
2,100.50 |
2,101.75 |
|