| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
4,373.50 |
4,384.50 |
11.00 |
0.3% |
4,226.50 |
| High |
4,388.50 |
4,393.50 |
5.00 |
0.1% |
4,382.00 |
| Low |
4,364.50 |
4,373.75 |
9.25 |
0.2% |
4,201.50 |
| Close |
4,381.75 |
4,386.00 |
4.25 |
0.1% |
4,377.00 |
| Range |
24.00 |
19.75 |
-4.25 |
-17.7% |
180.50 |
| ATR |
64.86 |
61.64 |
-3.22 |
-5.0% |
0.00 |
| Volume |
194,620 |
146,465 |
-48,155 |
-24.7% |
1,040,785 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,443.75 |
4,434.50 |
4,396.75 |
|
| R3 |
4,424.00 |
4,414.75 |
4,391.50 |
|
| R2 |
4,404.25 |
4,404.25 |
4,389.50 |
|
| R1 |
4,395.00 |
4,395.00 |
4,387.75 |
4,399.50 |
| PP |
4,384.50 |
4,384.50 |
4,384.50 |
4,386.75 |
| S1 |
4,375.25 |
4,375.25 |
4,384.25 |
4,380.00 |
| S2 |
4,364.75 |
4,364.75 |
4,382.50 |
|
| S3 |
4,345.00 |
4,355.50 |
4,380.50 |
|
| S4 |
4,325.25 |
4,335.75 |
4,375.25 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,861.75 |
4,799.75 |
4,476.25 |
|
| R3 |
4,681.25 |
4,619.25 |
4,426.75 |
|
| R2 |
4,500.75 |
4,500.75 |
4,410.00 |
|
| R1 |
4,438.75 |
4,438.75 |
4,393.50 |
4,469.75 |
| PP |
4,320.25 |
4,320.25 |
4,320.25 |
4,335.50 |
| S1 |
4,258.25 |
4,258.25 |
4,360.50 |
4,289.25 |
| S2 |
4,139.75 |
4,139.75 |
4,344.00 |
|
| S3 |
3,959.25 |
4,077.75 |
4,327.25 |
|
| S4 |
3,778.75 |
3,897.25 |
4,277.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,393.50 |
4,271.00 |
122.50 |
2.8% |
39.25 |
0.9% |
94% |
True |
False |
191,571 |
| 10 |
4,393.50 |
4,181.50 |
212.00 |
4.8% |
48.75 |
1.1% |
96% |
True |
False |
210,527 |
| 20 |
4,393.50 |
4,085.50 |
308.00 |
7.0% |
66.00 |
1.5% |
98% |
True |
False |
262,698 |
| 40 |
4,393.50 |
4,041.50 |
352.00 |
8.0% |
66.25 |
1.5% |
98% |
True |
False |
266,128 |
| 60 |
4,393.50 |
4,041.50 |
352.00 |
8.0% |
64.00 |
1.5% |
98% |
True |
False |
222,415 |
| 80 |
4,393.50 |
3,937.25 |
456.25 |
10.4% |
58.50 |
1.3% |
98% |
True |
False |
166,915 |
| 100 |
4,393.50 |
3,687.00 |
706.50 |
16.1% |
61.75 |
1.4% |
99% |
True |
False |
133,587 |
| 120 |
4,393.50 |
3,687.00 |
706.50 |
16.1% |
56.50 |
1.3% |
99% |
True |
False |
111,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,477.50 |
|
2.618 |
4,445.25 |
|
1.618 |
4,425.50 |
|
1.000 |
4,413.25 |
|
0.618 |
4,405.75 |
|
HIGH |
4,393.50 |
|
0.618 |
4,386.00 |
|
0.500 |
4,383.50 |
|
0.382 |
4,381.25 |
|
LOW |
4,373.75 |
|
0.618 |
4,361.50 |
|
1.000 |
4,354.00 |
|
1.618 |
4,341.75 |
|
2.618 |
4,322.00 |
|
4.250 |
4,289.75 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,385.25 |
4,379.75 |
| PP |
4,384.50 |
4,373.50 |
| S1 |
4,383.50 |
4,367.00 |
|