| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
17,929 |
17,972 |
43 |
0.2% |
17,770 |
| High |
18,009 |
18,024 |
15 |
0.1% |
18,009 |
| Low |
17,913 |
17,891 |
-22 |
-0.1% |
17,624 |
| Close |
17,982 |
18,001 |
19 |
0.1% |
17,982 |
| Range |
96 |
133 |
37 |
38.5% |
385 |
| ATR |
249 |
241 |
-8 |
-3.3% |
0 |
| Volume |
95,889 |
125,742 |
29,853 |
31.1% |
575,131 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,371 |
18,319 |
18,074 |
|
| R3 |
18,238 |
18,186 |
18,038 |
|
| R2 |
18,105 |
18,105 |
18,026 |
|
| R1 |
18,053 |
18,053 |
18,013 |
18,079 |
| PP |
17,972 |
17,972 |
17,972 |
17,985 |
| S1 |
17,920 |
17,920 |
17,989 |
17,946 |
| S2 |
17,839 |
17,839 |
17,977 |
|
| S3 |
17,706 |
17,787 |
17,965 |
|
| S4 |
17,573 |
17,654 |
17,928 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,027 |
18,889 |
18,194 |
|
| R3 |
18,642 |
18,504 |
18,088 |
|
| R2 |
18,257 |
18,257 |
18,053 |
|
| R1 |
18,119 |
18,119 |
18,017 |
18,188 |
| PP |
17,872 |
17,872 |
17,872 |
17,906 |
| S1 |
17,734 |
17,734 |
17,947 |
17,803 |
| S2 |
17,487 |
17,487 |
17,912 |
|
| S3 |
17,102 |
17,349 |
17,876 |
|
| S4 |
16,717 |
16,964 |
17,770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,024 |
17,658 |
366 |
2.0% |
160 |
0.9% |
94% |
True |
False |
116,088 |
| 10 |
18,024 |
17,214 |
810 |
4.5% |
206 |
1.1% |
97% |
True |
False |
134,025 |
| 20 |
18,024 |
16,962 |
1,062 |
5.9% |
260 |
1.4% |
98% |
True |
False |
166,117 |
| 40 |
18,051 |
16,962 |
1,089 |
6.0% |
255 |
1.4% |
95% |
False |
False |
162,451 |
| 60 |
18,051 |
16,962 |
1,089 |
6.0% |
229 |
1.3% |
95% |
False |
False |
128,083 |
| 80 |
18,051 |
16,297 |
1,754 |
9.7% |
204 |
1.1% |
97% |
False |
False |
96,073 |
| 100 |
18,051 |
15,740 |
2,311 |
12.8% |
207 |
1.2% |
98% |
False |
False |
76,862 |
| 120 |
18,051 |
15,740 |
2,311 |
12.8% |
181 |
1.0% |
98% |
False |
False |
64,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,589 |
|
2.618 |
18,372 |
|
1.618 |
18,239 |
|
1.000 |
18,157 |
|
0.618 |
18,106 |
|
HIGH |
18,024 |
|
0.618 |
17,973 |
|
0.500 |
17,958 |
|
0.382 |
17,942 |
|
LOW |
17,891 |
|
0.618 |
17,809 |
|
1.000 |
17,758 |
|
1.618 |
17,676 |
|
2.618 |
17,543 |
|
4.250 |
17,326 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,987 |
17,968 |
| PP |
17,972 |
17,934 |
| S1 |
17,958 |
17,901 |
|