| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
18,112.57 |
18,208.67 |
96.10 |
0.5% |
18,019.80 |
| High |
18,231.09 |
18,244.38 |
13.29 |
0.1% |
18,144.29 |
| Low |
18,098.73 |
18,182.76 |
84.03 |
0.5% |
17,878.37 |
| Close |
18,209.19 |
18,224.57 |
15.38 |
0.1% |
18,140.44 |
| Range |
132.36 |
61.62 |
-70.74 |
-53.4% |
265.92 |
| ATR |
178.84 |
170.47 |
-8.37 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,402.10 |
18,374.95 |
18,258.46 |
|
| R3 |
18,340.48 |
18,313.33 |
18,241.52 |
|
| R2 |
18,278.86 |
18,278.86 |
18,235.87 |
|
| R1 |
18,251.71 |
18,251.71 |
18,230.22 |
18,265.29 |
| PP |
18,217.24 |
18,217.24 |
18,217.24 |
18,224.02 |
| S1 |
18,190.09 |
18,190.09 |
18,218.92 |
18,203.67 |
| S2 |
18,155.62 |
18,155.62 |
18,213.27 |
|
| S3 |
18,094.00 |
18,128.47 |
18,207.62 |
|
| S4 |
18,032.38 |
18,066.85 |
18,190.68 |
|
|
| 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 |
18,244.38 |
17,878.37 |
366.01 |
2.0% |
130.07 |
0.7% |
95% |
True |
False |
|
| 10 |
18,244.38 |
17,759.65 |
484.73 |
2.7% |
114.42 |
0.6% |
96% |
True |
False |
|
| 20 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
175.27 |
1.0% |
98% |
True |
False |
|
| 40 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
210.95 |
1.2% |
98% |
True |
False |
|
| 60 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
201.65 |
1.1% |
98% |
True |
False |
|
| 80 |
18,244.38 |
16,920.76 |
1,323.62 |
7.3% |
177.26 |
1.0% |
99% |
True |
False |
|
| 100 |
18,244.38 |
15,855.12 |
2,389.26 |
13.1% |
189.24 |
1.0% |
99% |
True |
False |
|
| 120 |
18,244.38 |
15,855.12 |
2,389.26 |
13.1% |
180.98 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,506.27 |
|
2.618 |
18,405.70 |
|
1.618 |
18,344.08 |
|
1.000 |
18,306.00 |
|
0.618 |
18,282.46 |
|
HIGH |
18,244.38 |
|
0.618 |
18,220.84 |
|
0.500 |
18,213.57 |
|
0.382 |
18,206.30 |
|
LOW |
18,182.76 |
|
0.618 |
18,144.68 |
|
1.000 |
18,121.14 |
|
1.618 |
18,083.06 |
|
2.618 |
18,021.44 |
|
4.250 |
17,920.88 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,220.90 |
18,199.58 |
| PP |
18,217.24 |
18,174.60 |
| S1 |
18,213.57 |
18,149.61 |
|