| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,232.4 |
1,209.7 |
-22.7 |
-1.8% |
1,237.0 |
| High |
1,236.0 |
1,214.0 |
-22.0 |
-1.8% |
1,246.5 |
| Low |
1,204.1 |
1,197.9 |
-6.2 |
-0.5% |
1,218.0 |
| Close |
1,209.4 |
1,201.0 |
-8.4 |
-0.7% |
1,227.9 |
| Range |
31.9 |
16.1 |
-15.8 |
-49.5% |
28.5 |
| ATR |
21.3 |
21.0 |
-0.4 |
-1.8% |
0.0 |
| Volume |
2,780 |
2,650 |
-130 |
-4.7% |
16,053 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.6 |
1,242.9 |
1,209.9 |
|
| R3 |
1,236.5 |
1,226.8 |
1,205.4 |
|
| R2 |
1,220.4 |
1,220.4 |
1,204.0 |
|
| R1 |
1,210.7 |
1,210.7 |
1,202.5 |
1,207.5 |
| PP |
1,204.3 |
1,204.3 |
1,204.3 |
1,202.7 |
| S1 |
1,194.6 |
1,194.6 |
1,199.5 |
1,191.4 |
| S2 |
1,188.2 |
1,188.2 |
1,198.0 |
|
| S3 |
1,172.1 |
1,178.5 |
1,196.6 |
|
| S4 |
1,156.0 |
1,162.4 |
1,192.1 |
|
|
| 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 |
1,239.0 |
1,197.9 |
41.1 |
3.4% |
19.0 |
1.6% |
8% |
False |
True |
2,884 |
| 10 |
1,275.0 |
1,197.9 |
77.1 |
6.4% |
19.1 |
1.6% |
4% |
False |
True |
3,195 |
| 20 |
1,309.0 |
1,197.9 |
111.1 |
9.3% |
21.3 |
1.8% |
3% |
False |
True |
4,480 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.7% |
20.4 |
1.7% |
23% |
False |
False |
3,590 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.8% |
21.0 |
1.8% |
35% |
False |
False |
3,455 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
20.7 |
1.7% |
38% |
False |
False |
3,296 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.1 |
1.6% |
38% |
False |
False |
2,828 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
17.4 |
1.4% |
38% |
False |
False |
2,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.4 |
|
2.618 |
1,256.1 |
|
1.618 |
1,240.0 |
|
1.000 |
1,230.1 |
|
0.618 |
1,223.9 |
|
HIGH |
1,214.0 |
|
0.618 |
1,207.8 |
|
0.500 |
1,206.0 |
|
0.382 |
1,204.1 |
|
LOW |
1,197.9 |
|
0.618 |
1,188.0 |
|
1.000 |
1,181.8 |
|
1.618 |
1,171.9 |
|
2.618 |
1,155.8 |
|
4.250 |
1,129.5 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.0 |
1,217.0 |
| PP |
1,204.3 |
1,211.6 |
| S1 |
1,202.7 |
1,206.3 |
|