| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,219.1 |
1,224.1 |
5.0 |
0.4% |
1,237.0 |
| High |
1,233.3 |
1,235.2 |
1.9 |
0.2% |
1,246.5 |
| Low |
1,219.1 |
1,223.5 |
4.4 |
0.4% |
1,218.0 |
| Close |
1,221.4 |
1,227.9 |
6.5 |
0.5% |
1,227.9 |
| Range |
14.2 |
11.7 |
-2.5 |
-17.6% |
28.5 |
| ATR |
21.0 |
20.5 |
-0.5 |
-2.5% |
0.0 |
| Volume |
2,864 |
3,129 |
265 |
9.3% |
16,053 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.0 |
1,257.6 |
1,234.3 |
|
| R3 |
1,252.3 |
1,245.9 |
1,231.1 |
|
| R2 |
1,240.6 |
1,240.6 |
1,230.0 |
|
| R1 |
1,234.2 |
1,234.2 |
1,229.0 |
1,237.4 |
| PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,230.5 |
| S1 |
1,222.5 |
1,222.5 |
1,226.8 |
1,225.7 |
| S2 |
1,217.2 |
1,217.2 |
1,225.8 |
|
| S3 |
1,205.5 |
1,210.8 |
1,224.7 |
|
| S4 |
1,193.8 |
1,199.1 |
1,221.5 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.3 |
1,300.6 |
1,243.6 |
|
| R3 |
1,287.8 |
1,272.1 |
1,235.7 |
|
| R2 |
1,259.3 |
1,259.3 |
1,233.1 |
|
| R1 |
1,243.6 |
1,243.6 |
1,230.5 |
1,237.2 |
| PP |
1,230.8 |
1,230.8 |
1,230.8 |
1,227.6 |
| S1 |
1,215.1 |
1,215.1 |
1,225.3 |
1,208.7 |
| S2 |
1,202.3 |
1,202.3 |
1,222.7 |
|
| S3 |
1,173.8 |
1,186.6 |
1,220.1 |
|
| S4 |
1,145.3 |
1,158.1 |
1,212.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.5 |
1,218.0 |
28.5 |
2.3% |
14.0 |
1.1% |
35% |
False |
False |
3,210 |
| 10 |
1,286.5 |
1,218.0 |
68.5 |
5.6% |
18.9 |
1.5% |
14% |
False |
False |
3,564 |
| 20 |
1,309.0 |
1,218.0 |
91.0 |
7.4% |
21.4 |
1.7% |
11% |
False |
False |
4,616 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.4% |
20.1 |
1.6% |
42% |
False |
False |
3,607 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.5% |
21.0 |
1.7% |
51% |
False |
False |
3,498 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
20.3 |
1.7% |
54% |
False |
False |
3,244 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
18.8 |
1.5% |
54% |
False |
False |
2,793 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.2% |
17.0 |
1.4% |
54% |
False |
False |
2,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.9 |
|
2.618 |
1,265.8 |
|
1.618 |
1,254.1 |
|
1.000 |
1,246.9 |
|
0.618 |
1,242.4 |
|
HIGH |
1,235.2 |
|
0.618 |
1,230.7 |
|
0.500 |
1,229.4 |
|
0.382 |
1,228.0 |
|
LOW |
1,223.5 |
|
0.618 |
1,216.3 |
|
1.000 |
1,211.8 |
|
1.618 |
1,204.6 |
|
2.618 |
1,192.9 |
|
4.250 |
1,173.8 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.4 |
1,228.5 |
| PP |
1,228.9 |
1,228.3 |
| S1 |
1,228.4 |
1,228.1 |
|