| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
4,390.25 |
4,416.25 |
26.00 |
0.6% |
4,373.50 |
| High |
4,417.25 |
4,445.00 |
27.75 |
0.6% |
4,445.00 |
| Low |
4,376.00 |
4,396.00 |
20.00 |
0.5% |
4,364.50 |
| Close |
4,413.25 |
4,438.00 |
24.75 |
0.6% |
4,438.00 |
| Range |
41.25 |
49.00 |
7.75 |
18.8% |
80.50 |
| ATR |
60.18 |
59.38 |
-0.80 |
-1.3% |
0.00 |
| Volume |
168,236 |
235,154 |
66,918 |
39.8% |
744,475 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,573.25 |
4,554.75 |
4,465.00 |
|
| R3 |
4,524.25 |
4,505.75 |
4,451.50 |
|
| R2 |
4,475.25 |
4,475.25 |
4,447.00 |
|
| R1 |
4,456.75 |
4,456.75 |
4,442.50 |
4,466.00 |
| PP |
4,426.25 |
4,426.25 |
4,426.25 |
4,431.00 |
| S1 |
4,407.75 |
4,407.75 |
4,433.50 |
4,417.00 |
| S2 |
4,377.25 |
4,377.25 |
4,429.00 |
|
| S3 |
4,328.25 |
4,358.75 |
4,424.50 |
|
| S4 |
4,279.25 |
4,309.75 |
4,411.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,657.25 |
4,628.25 |
4,482.25 |
|
| R3 |
4,576.75 |
4,547.75 |
4,460.25 |
|
| R2 |
4,496.25 |
4,496.25 |
4,452.75 |
|
| R1 |
4,467.25 |
4,467.25 |
4,445.50 |
4,481.75 |
| PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,423.00 |
| S1 |
4,386.75 |
4,386.75 |
4,430.50 |
4,401.25 |
| S2 |
4,335.25 |
4,335.25 |
4,423.25 |
|
| S3 |
4,254.75 |
4,306.25 |
4,415.75 |
|
| S4 |
4,174.25 |
4,225.75 |
4,393.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,445.00 |
4,340.75 |
104.25 |
2.3% |
35.00 |
0.8% |
93% |
True |
False |
186,972 |
| 10 |
4,445.00 |
4,201.50 |
243.50 |
5.5% |
45.00 |
1.0% |
97% |
True |
False |
203,859 |
| 20 |
4,445.00 |
4,085.50 |
359.50 |
8.1% |
62.00 |
1.4% |
98% |
True |
False |
249,590 |
| 40 |
4,445.00 |
4,041.50 |
403.50 |
9.1% |
66.75 |
1.5% |
98% |
True |
False |
264,839 |
| 60 |
4,445.00 |
4,041.50 |
403.50 |
9.1% |
64.00 |
1.4% |
98% |
True |
False |
229,099 |
| 80 |
4,445.00 |
4,003.50 |
441.50 |
9.9% |
58.00 |
1.3% |
98% |
True |
False |
171,952 |
| 100 |
4,445.00 |
3,687.00 |
758.00 |
17.1% |
61.50 |
1.4% |
99% |
True |
False |
137,619 |
| 120 |
4,445.00 |
3,687.00 |
758.00 |
17.1% |
57.25 |
1.3% |
99% |
True |
False |
114,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,653.25 |
|
2.618 |
4,573.25 |
|
1.618 |
4,524.25 |
|
1.000 |
4,494.00 |
|
0.618 |
4,475.25 |
|
HIGH |
4,445.00 |
|
0.618 |
4,426.25 |
|
0.500 |
4,420.50 |
|
0.382 |
4,414.75 |
|
LOW |
4,396.00 |
|
0.618 |
4,365.75 |
|
1.000 |
4,347.00 |
|
1.618 |
4,316.75 |
|
2.618 |
4,267.75 |
|
4.250 |
4,187.75 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,432.25 |
4,428.50 |
| PP |
4,426.25 |
4,419.00 |
| S1 |
4,420.50 |
4,409.50 |
|