| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
17,985.77 |
18,140.76 |
154.99 |
0.9% |
18,019.80 |
| High |
18,144.29 |
18,141.21 |
-3.08 |
0.0% |
18,144.29 |
| Low |
17,878.37 |
18,054.84 |
176.47 |
1.0% |
17,878.37 |
| Close |
18,140.44 |
18,116.84 |
-23.60 |
-0.1% |
18,140.44 |
| Range |
265.92 |
86.37 |
-179.55 |
-67.5% |
265.92 |
| ATR |
189.80 |
182.41 |
-7.39 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,363.41 |
18,326.49 |
18,164.34 |
|
| R3 |
18,277.04 |
18,240.12 |
18,140.59 |
|
| R2 |
18,190.67 |
18,190.67 |
18,132.67 |
|
| R1 |
18,153.75 |
18,153.75 |
18,124.76 |
18,129.03 |
| PP |
18,104.30 |
18,104.30 |
18,104.30 |
18,091.93 |
| S1 |
18,067.38 |
18,067.38 |
18,108.92 |
18,042.66 |
| S2 |
18,017.93 |
18,017.93 |
18,101.01 |
|
| S3 |
17,931.56 |
17,981.01 |
18,093.09 |
|
| S4 |
17,845.19 |
17,894.64 |
18,069.34 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,852.13 |
18,762.20 |
18,286.70 |
|
| R3 |
18,586.21 |
18,496.28 |
18,213.57 |
|
| R2 |
18,320.29 |
18,320.29 |
18,189.19 |
|
| R1 |
18,230.36 |
18,230.36 |
18,164.82 |
18,275.33 |
| PP |
18,054.37 |
18,054.37 |
18,054.37 |
18,076.85 |
| S1 |
17,964.44 |
17,964.44 |
18,116.06 |
18,009.41 |
| S2 |
17,788.45 |
17,788.45 |
18,091.69 |
|
| S3 |
17,522.53 |
17,698.52 |
18,067.31 |
|
| S4 |
17,256.61 |
17,432.60 |
17,994.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,144.29 |
17,878.37 |
265.92 |
1.5% |
124.69 |
0.7% |
90% |
False |
False |
|
| 10 |
18,144.29 |
17,685.32 |
458.97 |
2.5% |
124.75 |
0.7% |
94% |
False |
False |
|
| 20 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
189.52 |
1.0% |
98% |
False |
False |
|
| 40 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
209.19 |
1.2% |
98% |
False |
False |
|
| 60 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
200.20 |
1.1% |
98% |
False |
False |
|
| 80 |
18,144.29 |
16,825.19 |
1,319.10 |
7.3% |
179.23 |
1.0% |
98% |
False |
False |
|
| 100 |
18,144.29 |
15,855.12 |
2,289.17 |
12.6% |
191.23 |
1.1% |
99% |
False |
False |
|
| 120 |
18,144.29 |
15,855.12 |
2,289.17 |
12.6% |
181.00 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,508.28 |
|
2.618 |
18,367.33 |
|
1.618 |
18,280.96 |
|
1.000 |
18,227.58 |
|
0.618 |
18,194.59 |
|
HIGH |
18,141.21 |
|
0.618 |
18,108.22 |
|
0.500 |
18,098.03 |
|
0.382 |
18,087.83 |
|
LOW |
18,054.84 |
|
0.618 |
18,001.46 |
|
1.000 |
17,968.47 |
|
1.618 |
17,915.09 |
|
2.618 |
17,828.72 |
|
4.250 |
17,687.77 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,110.57 |
18,081.67 |
| PP |
18,104.30 |
18,046.50 |
| S1 |
18,098.03 |
18,011.33 |
|