| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.7 |
1,213.3 |
3.6 |
0.3% |
1,237.0 |
| High |
1,214.0 |
1,223.7 |
9.7 |
0.8% |
1,246.5 |
| Low |
1,197.9 |
1,206.5 |
8.6 |
0.7% |
1,218.0 |
| Close |
1,201.0 |
1,208.4 |
7.4 |
0.6% |
1,227.9 |
| Range |
16.1 |
17.2 |
1.1 |
6.8% |
28.5 |
| ATR |
21.0 |
21.1 |
0.1 |
0.6% |
0.0 |
| Volume |
2,650 |
3,768 |
1,118 |
42.2% |
16,053 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.5 |
1,253.6 |
1,217.9 |
|
| R3 |
1,247.3 |
1,236.4 |
1,213.1 |
|
| R2 |
1,230.1 |
1,230.1 |
1,211.6 |
|
| R1 |
1,219.2 |
1,219.2 |
1,210.0 |
1,216.1 |
| PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,211.3 |
| S1 |
1,202.0 |
1,202.0 |
1,206.8 |
1,198.9 |
| S2 |
1,195.7 |
1,195.7 |
1,205.2 |
|
| S3 |
1,178.5 |
1,184.8 |
1,203.7 |
|
| S4 |
1,161.3 |
1,167.6 |
1,198.9 |
|
|
| 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 |
1,236.0 |
1,197.9 |
38.1 |
3.2% |
18.2 |
1.5% |
28% |
False |
False |
3,038 |
| 10 |
1,275.0 |
1,197.9 |
77.1 |
6.4% |
19.2 |
1.6% |
14% |
False |
False |
3,292 |
| 20 |
1,309.0 |
1,197.9 |
111.1 |
9.2% |
21.0 |
1.7% |
9% |
False |
False |
4,534 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
20.7 |
1.7% |
28% |
False |
False |
3,622 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.7% |
21.0 |
1.7% |
39% |
False |
False |
3,486 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.8 |
1.7% |
42% |
False |
False |
3,332 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.1 |
1.6% |
42% |
False |
False |
2,860 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
17.5 |
1.4% |
42% |
False |
False |
2,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.8 |
|
2.618 |
1,268.7 |
|
1.618 |
1,251.5 |
|
1.000 |
1,240.9 |
|
0.618 |
1,234.3 |
|
HIGH |
1,223.7 |
|
0.618 |
1,217.1 |
|
0.500 |
1,215.1 |
|
0.382 |
1,213.1 |
|
LOW |
1,206.5 |
|
0.618 |
1,195.9 |
|
1.000 |
1,189.3 |
|
1.618 |
1,178.7 |
|
2.618 |
1,161.5 |
|
4.250 |
1,133.4 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,215.1 |
1,217.0 |
| PP |
1,212.9 |
1,214.1 |
| S1 |
1,210.6 |
1,211.3 |
|