| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,200.0 |
1,204.6 |
4.6 |
0.4% |
1,234.8 |
| High |
1,208.3 |
1,204.6 |
-3.7 |
-0.3% |
1,234.8 |
| Low |
1,194.3 |
1,193.9 |
-0.4 |
0.0% |
1,199.9 |
| Close |
1,202.2 |
1,198.7 |
-3.5 |
-0.3% |
1,206.4 |
| Range |
14.0 |
10.7 |
-3.3 |
-23.6% |
34.9 |
| ATR |
17.2 |
16.8 |
-0.5 |
-2.7% |
0.0 |
| Volume |
766 |
1,669 |
903 |
117.9% |
7,275 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.2 |
1,225.6 |
1,204.6 |
|
| R3 |
1,220.5 |
1,214.9 |
1,201.6 |
|
| R2 |
1,209.8 |
1,209.8 |
1,200.7 |
|
| R1 |
1,204.2 |
1,204.2 |
1,199.7 |
1,201.7 |
| PP |
1,199.1 |
1,199.1 |
1,199.1 |
1,197.8 |
| S1 |
1,193.5 |
1,193.5 |
1,197.7 |
1,191.0 |
| S2 |
1,188.4 |
1,188.4 |
1,196.7 |
|
| S3 |
1,177.7 |
1,182.8 |
1,195.8 |
|
| S4 |
1,167.0 |
1,172.1 |
1,192.8 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.4 |
1,297.3 |
1,225.6 |
|
| R3 |
1,283.5 |
1,262.4 |
1,216.0 |
|
| R2 |
1,248.6 |
1,248.6 |
1,212.8 |
|
| R1 |
1,227.5 |
1,227.5 |
1,209.6 |
1,220.6 |
| PP |
1,213.7 |
1,213.7 |
1,213.7 |
1,210.3 |
| S1 |
1,192.6 |
1,192.6 |
1,203.2 |
1,185.7 |
| S2 |
1,178.8 |
1,178.8 |
1,200.0 |
|
| S3 |
1,143.9 |
1,157.7 |
1,196.8 |
|
| S4 |
1,109.0 |
1,122.8 |
1,187.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.2 |
1,193.9 |
27.3 |
2.3% |
12.9 |
1.1% |
18% |
False |
True |
1,727 |
| 10 |
1,240.4 |
1,193.9 |
46.5 |
3.9% |
13.7 |
1.1% |
10% |
False |
True |
1,540 |
| 20 |
1,297.4 |
1,193.9 |
103.5 |
8.6% |
16.3 |
1.4% |
5% |
False |
True |
1,490 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
11.3% |
16.5 |
1.4% |
19% |
False |
False |
1,223 |
| 60 |
1,309.0 |
1,147.8 |
161.2 |
13.4% |
15.7 |
1.3% |
32% |
False |
False |
1,070 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
15.0 |
1.3% |
36% |
False |
False |
904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.1 |
|
2.618 |
1,232.6 |
|
1.618 |
1,221.9 |
|
1.000 |
1,215.3 |
|
0.618 |
1,211.2 |
|
HIGH |
1,204.6 |
|
0.618 |
1,200.5 |
|
0.500 |
1,199.3 |
|
0.382 |
1,198.0 |
|
LOW |
1,193.9 |
|
0.618 |
1,187.3 |
|
1.000 |
1,183.2 |
|
1.618 |
1,176.6 |
|
2.618 |
1,165.9 |
|
4.250 |
1,148.4 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.3 |
1,204.0 |
| PP |
1,199.1 |
1,202.2 |
| S1 |
1,198.9 |
1,200.5 |
|