| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
17,821.49 |
17,736.15 |
-85.34 |
-0.5% |
17,169.99 |
| High |
17,821.49 |
17,890.34 |
68.85 |
0.4% |
17,951.09 |
| Low |
17,685.32 |
17,729.24 |
43.92 |
0.2% |
17,037.76 |
| Close |
17,729.21 |
17,868.76 |
139.55 |
0.8% |
17,824.29 |
| Range |
136.17 |
161.10 |
24.93 |
18.3% |
913.33 |
| ATR |
237.38 |
231.94 |
-5.45 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,312.75 |
18,251.85 |
17,957.37 |
|
| R3 |
18,151.65 |
18,090.75 |
17,913.06 |
|
| R2 |
17,990.55 |
17,990.55 |
17,898.30 |
|
| R1 |
17,929.65 |
17,929.65 |
17,883.53 |
17,960.10 |
| PP |
17,829.45 |
17,829.45 |
17,829.45 |
17,844.67 |
| S1 |
17,768.55 |
17,768.55 |
17,853.99 |
17,799.00 |
| S2 |
17,668.35 |
17,668.35 |
17,839.23 |
|
| S3 |
17,507.25 |
17,607.45 |
17,824.46 |
|
| S4 |
17,346.15 |
17,446.35 |
17,780.16 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,344.37 |
19,997.66 |
18,326.62 |
|
| R3 |
19,431.04 |
19,084.33 |
18,075.46 |
|
| R2 |
18,517.71 |
18,517.71 |
17,991.73 |
|
| R1 |
18,171.00 |
18,171.00 |
17,908.01 |
18,344.36 |
| PP |
17,604.38 |
17,604.38 |
17,604.38 |
17,691.06 |
| S1 |
17,257.67 |
17,257.67 |
17,740.57 |
17,431.03 |
| S2 |
16,691.05 |
16,691.05 |
17,656.85 |
|
| S3 |
15,777.72 |
16,344.34 |
17,573.12 |
|
| S4 |
14,864.39 |
15,431.01 |
17,321.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,951.09 |
17,603.21 |
347.88 |
1.9% |
175.06 |
1.0% |
76% |
False |
False |
|
| 10 |
17,951.09 |
17,037.76 |
913.33 |
5.1% |
236.13 |
1.3% |
91% |
False |
False |
|
| 20 |
17,951.09 |
17,037.76 |
913.33 |
5.1% |
253.11 |
1.4% |
91% |
False |
False |
|
| 40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
237.06 |
1.3% |
78% |
False |
False |
|
| 60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
197.27 |
1.1% |
78% |
False |
False |
|
| 80 |
18,103.45 |
15,935.22 |
2,168.23 |
12.1% |
188.65 |
1.1% |
89% |
False |
False |
|
| 100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
194.37 |
1.1% |
90% |
False |
False |
|
| 120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
178.71 |
1.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,575.02 |
|
2.618 |
18,312.10 |
|
1.618 |
18,151.00 |
|
1.000 |
18,051.44 |
|
0.618 |
17,989.90 |
|
HIGH |
17,890.34 |
|
0.618 |
17,828.80 |
|
0.500 |
17,809.79 |
|
0.382 |
17,790.78 |
|
LOW |
17,729.24 |
|
0.618 |
17,629.68 |
|
1.000 |
17,568.14 |
|
1.618 |
17,468.58 |
|
2.618 |
17,307.48 |
|
4.250 |
17,044.57 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,849.10 |
17,851.91 |
| PP |
17,829.45 |
17,835.06 |
| S1 |
17,809.79 |
17,818.21 |
|