| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,204.0 |
1,209.9 |
5.9 |
0.5% |
1,234.8 |
| High |
1,212.0 |
1,221.0 |
9.0 |
0.7% |
1,234.8 |
| Low |
1,202.6 |
1,208.1 |
5.5 |
0.5% |
1,199.9 |
| Close |
1,202.9 |
1,211.7 |
8.8 |
0.7% |
1,206.4 |
| Range |
9.4 |
12.9 |
3.5 |
37.2% |
34.9 |
| ATR |
16.5 |
16.6 |
0.1 |
0.7% |
0.0 |
| Volume |
1,482 |
1,191 |
-291 |
-19.6% |
7,275 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,244.9 |
1,218.8 |
|
| R3 |
1,239.4 |
1,232.0 |
1,215.2 |
|
| R2 |
1,226.5 |
1,226.5 |
1,214.1 |
|
| R1 |
1,219.1 |
1,219.1 |
1,212.9 |
1,222.8 |
| PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,215.5 |
| S1 |
1,206.2 |
1,206.2 |
1,210.5 |
1,209.9 |
| S2 |
1,200.7 |
1,200.7 |
1,209.3 |
|
| S3 |
1,187.8 |
1,193.3 |
1,208.2 |
|
| S4 |
1,174.9 |
1,180.4 |
1,204.6 |
|
|
| 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 |
1,221.0 |
1,193.9 |
27.1 |
2.2% |
12.1 |
1.0% |
66% |
True |
False |
1,601 |
| 10 |
1,235.7 |
1,193.9 |
41.8 |
3.4% |
13.4 |
1.1% |
43% |
False |
False |
1,562 |
| 20 |
1,286.0 |
1,193.9 |
92.1 |
7.6% |
16.2 |
1.3% |
19% |
False |
False |
1,463 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
11.2% |
16.4 |
1.4% |
28% |
False |
False |
1,284 |
| 60 |
1,309.0 |
1,147.8 |
161.2 |
13.3% |
15.7 |
1.3% |
40% |
False |
False |
1,079 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.3% |
14.9 |
1.2% |
44% |
False |
False |
937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.8 |
|
2.618 |
1,254.8 |
|
1.618 |
1,241.9 |
|
1.000 |
1,233.9 |
|
0.618 |
1,229.0 |
|
HIGH |
1,221.0 |
|
0.618 |
1,216.1 |
|
0.500 |
1,214.6 |
|
0.382 |
1,213.0 |
|
LOW |
1,208.1 |
|
0.618 |
1,200.1 |
|
1.000 |
1,195.2 |
|
1.618 |
1,187.2 |
|
2.618 |
1,174.3 |
|
4.250 |
1,153.3 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.6 |
1,210.3 |
| PP |
1,213.6 |
1,208.9 |
| S1 |
1,212.7 |
1,207.5 |
|