| 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 |
3,551.0 |
3,549.0 |
-2.0 |
-0.1% |
3,397.0 |
| High |
3,554.0 |
3,578.0 |
24.0 |
0.7% |
3,539.0 |
| Low |
3,529.0 |
3,537.0 |
8.0 |
0.2% |
3,381.0 |
| Close |
3,543.0 |
3,572.0 |
29.0 |
0.8% |
3,491.0 |
| Range |
25.0 |
41.0 |
16.0 |
64.0% |
158.0 |
| ATR |
64.0 |
62.4 |
-1.6 |
-2.6% |
0.0 |
| Volume |
941,546 |
1,038,252 |
96,706 |
10.3% |
4,393,830 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,685.3 |
3,669.7 |
3,594.6 |
|
| R3 |
3,644.3 |
3,628.7 |
3,583.3 |
|
| R2 |
3,603.3 |
3,603.3 |
3,579.5 |
|
| R1 |
3,587.7 |
3,587.7 |
3,575.8 |
3,595.5 |
| PP |
3,562.3 |
3,562.3 |
3,562.3 |
3,566.3 |
| S1 |
3,546.7 |
3,546.7 |
3,568.2 |
3,554.5 |
| S2 |
3,521.3 |
3,521.3 |
3,564.5 |
|
| S3 |
3,480.3 |
3,505.7 |
3,560.7 |
|
| S4 |
3,439.3 |
3,464.7 |
3,549.5 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,944.3 |
3,875.7 |
3,577.9 |
|
| R3 |
3,786.3 |
3,717.7 |
3,534.5 |
|
| R2 |
3,628.3 |
3,628.3 |
3,520.0 |
|
| R1 |
3,559.7 |
3,559.7 |
3,505.5 |
3,594.0 |
| PP |
3,470.3 |
3,470.3 |
3,470.3 |
3,487.5 |
| S1 |
3,401.7 |
3,401.7 |
3,476.5 |
3,436.0 |
| S2 |
3,312.3 |
3,312.3 |
3,462.0 |
|
| S3 |
3,154.3 |
3,243.7 |
3,447.6 |
|
| S4 |
2,996.3 |
3,085.7 |
3,404.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,578.0 |
3,454.0 |
124.0 |
3.5% |
46.6 |
1.3% |
95% |
True |
False |
901,130 |
| 10 |
3,578.0 |
3,363.0 |
215.0 |
6.0% |
51.4 |
1.4% |
97% |
True |
False |
956,807 |
| 20 |
3,578.0 |
3,309.0 |
269.0 |
7.5% |
55.2 |
1.5% |
98% |
True |
False |
997,014 |
| 40 |
3,578.0 |
2,981.0 |
597.0 |
16.7% |
70.1 |
2.0% |
99% |
True |
False |
1,192,348 |
| 60 |
3,578.0 |
2,913.0 |
665.0 |
18.6% |
68.4 |
1.9% |
99% |
True |
False |
983,297 |
| 80 |
3,578.0 |
2,913.0 |
665.0 |
18.6% |
64.5 |
1.8% |
99% |
True |
False |
742,543 |
| 100 |
3,578.0 |
2,768.0 |
810.0 |
22.7% |
66.2 |
1.9% |
99% |
True |
False |
596,458 |
| 120 |
3,578.0 |
2,768.0 |
810.0 |
22.7% |
61.3 |
1.7% |
99% |
True |
False |
497,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,752.3 |
|
2.618 |
3,685.3 |
|
1.618 |
3,644.3 |
|
1.000 |
3,619.0 |
|
0.618 |
3,603.3 |
|
HIGH |
3,578.0 |
|
0.618 |
3,562.3 |
|
0.500 |
3,557.5 |
|
0.382 |
3,552.7 |
|
LOW |
3,537.0 |
|
0.618 |
3,511.7 |
|
1.000 |
3,496.0 |
|
1.618 |
3,470.7 |
|
2.618 |
3,429.7 |
|
4.250 |
3,362.8 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,567.2 |
3,562.8 |
| PP |
3,562.3 |
3,553.7 |
| S1 |
3,557.5 |
3,544.5 |
|