| 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 |
1,234.8 |
1,209.3 |
-25.5 |
-2.1% |
1,239.4 |
| High |
1,234.8 |
1,213.5 |
-21.3 |
-1.7% |
1,244.2 |
| Low |
1,205.0 |
1,199.9 |
-5.1 |
-0.4% |
1,220.0 |
| Close |
1,210.2 |
1,201.7 |
-8.5 |
-0.7% |
1,228.7 |
| Range |
29.8 |
13.6 |
-16.2 |
-54.4% |
24.2 |
| ATR |
17.9 |
17.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
1,075 |
1,483 |
408 |
38.0% |
6,930 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.8 |
1,237.4 |
1,209.2 |
|
| R3 |
1,232.2 |
1,223.8 |
1,205.4 |
|
| R2 |
1,218.6 |
1,218.6 |
1,204.2 |
|
| R1 |
1,210.2 |
1,210.2 |
1,202.9 |
1,207.6 |
| PP |
1,205.0 |
1,205.0 |
1,205.0 |
1,203.8 |
| S1 |
1,196.6 |
1,196.6 |
1,200.5 |
1,194.0 |
| S2 |
1,191.4 |
1,191.4 |
1,199.2 |
|
| S3 |
1,177.8 |
1,183.0 |
1,198.0 |
|
| S4 |
1,164.2 |
1,169.4 |
1,194.2 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.6 |
1,290.3 |
1,242.0 |
|
| R3 |
1,279.4 |
1,266.1 |
1,235.4 |
|
| R2 |
1,255.2 |
1,255.2 |
1,233.1 |
|
| R1 |
1,241.9 |
1,241.9 |
1,230.9 |
1,236.5 |
| PP |
1,231.0 |
1,231.0 |
1,231.0 |
1,228.2 |
| S1 |
1,217.7 |
1,217.7 |
1,226.5 |
1,212.3 |
| S2 |
1,206.8 |
1,206.8 |
1,224.3 |
|
| S3 |
1,182.6 |
1,193.5 |
1,222.0 |
|
| S4 |
1,158.4 |
1,169.3 |
1,215.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,237.8 |
1,199.9 |
37.9 |
3.2% |
15.7 |
1.3% |
5% |
False |
True |
1,471 |
| 10 |
1,275.7 |
1,199.9 |
75.8 |
6.3% |
15.5 |
1.3% |
2% |
False |
True |
1,249 |
| 20 |
1,309.0 |
1,199.9 |
109.1 |
9.1% |
17.2 |
1.4% |
2% |
False |
True |
1,458 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
11.3% |
16.2 |
1.3% |
21% |
False |
False |
1,071 |
| 60 |
1,309.0 |
1,147.8 |
161.2 |
13.4% |
15.4 |
1.3% |
33% |
False |
False |
971 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
14.6 |
1.2% |
38% |
False |
False |
825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.3 |
|
2.618 |
1,249.1 |
|
1.618 |
1,235.5 |
|
1.000 |
1,227.1 |
|
0.618 |
1,221.9 |
|
HIGH |
1,213.5 |
|
0.618 |
1,208.3 |
|
0.500 |
1,206.7 |
|
0.382 |
1,205.1 |
|
LOW |
1,199.9 |
|
0.618 |
1,191.5 |
|
1.000 |
1,186.3 |
|
1.618 |
1,177.9 |
|
2.618 |
1,164.3 |
|
4.250 |
1,142.1 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.7 |
1,217.8 |
| PP |
1,205.0 |
1,212.4 |
| S1 |
1,203.4 |
1,207.1 |
|