| 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 |
1,209.3 |
1,216.6 |
7.3 |
0.6% |
1,239.4 |
| High |
1,213.5 |
1,221.2 |
7.7 |
0.6% |
1,244.2 |
| Low |
1,199.9 |
1,208.5 |
8.6 |
0.7% |
1,220.0 |
| Close |
1,201.7 |
1,209.1 |
7.4 |
0.6% |
1,228.7 |
| Range |
13.6 |
12.7 |
-0.9 |
-6.6% |
24.2 |
| ATR |
17.6 |
17.8 |
0.1 |
0.8% |
0.0 |
| Volume |
1,483 |
1,817 |
334 |
22.5% |
6,930 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.0 |
1,242.8 |
1,216.1 |
|
| R3 |
1,238.3 |
1,230.1 |
1,212.6 |
|
| R2 |
1,225.6 |
1,225.6 |
1,211.4 |
|
| R1 |
1,217.4 |
1,217.4 |
1,210.3 |
1,215.2 |
| PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,211.8 |
| S1 |
1,204.7 |
1,204.7 |
1,207.9 |
1,202.5 |
| S2 |
1,200.2 |
1,200.2 |
1,206.8 |
|
| S3 |
1,187.5 |
1,192.0 |
1,205.6 |
|
| S4 |
1,174.8 |
1,179.3 |
1,202.1 |
|
|
| 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 |
1,235.7 |
1,199.9 |
35.8 |
3.0% |
14.7 |
1.2% |
26% |
False |
False |
1,523 |
| 10 |
1,275.7 |
1,199.9 |
75.8 |
6.3% |
15.7 |
1.3% |
12% |
False |
False |
1,302 |
| 20 |
1,307.3 |
1,199.9 |
107.4 |
8.9% |
17.0 |
1.4% |
9% |
False |
False |
1,490 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
11.2% |
16.4 |
1.4% |
26% |
False |
False |
1,111 |
| 60 |
1,309.0 |
1,147.8 |
161.2 |
13.3% |
15.3 |
1.3% |
38% |
False |
False |
995 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.5 |
1.2% |
42% |
False |
False |
842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.2 |
|
2.618 |
1,254.4 |
|
1.618 |
1,241.7 |
|
1.000 |
1,233.9 |
|
0.618 |
1,229.0 |
|
HIGH |
1,221.2 |
|
0.618 |
1,216.3 |
|
0.500 |
1,214.9 |
|
0.382 |
1,213.4 |
|
LOW |
1,208.5 |
|
0.618 |
1,200.7 |
|
1.000 |
1,195.8 |
|
1.618 |
1,188.0 |
|
2.618 |
1,175.3 |
|
4.250 |
1,154.5 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.9 |
1,217.4 |
| PP |
1,212.9 |
1,214.6 |
| S1 |
1,211.0 |
1,211.9 |
|