| 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 |
17,972 |
18,009 |
37 |
0.2% |
17,770 |
| High |
18,024 |
18,028 |
4 |
0.0% |
18,009 |
| Low |
17,891 |
17,953 |
62 |
0.3% |
17,624 |
| Close |
18,001 |
17,993 |
-8 |
0.0% |
17,982 |
| Range |
133 |
75 |
-58 |
-43.6% |
385 |
| ATR |
241 |
229 |
-12 |
-4.9% |
0 |
| Volume |
125,742 |
89,556 |
-36,186 |
-28.8% |
575,131 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,216 |
18,180 |
18,034 |
|
| R3 |
18,141 |
18,105 |
18,014 |
|
| R2 |
18,066 |
18,066 |
18,007 |
|
| R1 |
18,030 |
18,030 |
18,000 |
18,011 |
| PP |
17,991 |
17,991 |
17,991 |
17,982 |
| S1 |
17,955 |
17,955 |
17,986 |
17,936 |
| S2 |
17,916 |
17,916 |
17,979 |
|
| S3 |
17,841 |
17,880 |
17,973 |
|
| S4 |
17,766 |
17,805 |
17,952 |
|
|
| 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 |
18,028 |
17,719 |
309 |
1.7% |
141 |
0.8% |
89% |
True |
False |
110,716 |
| 10 |
18,028 |
17,492 |
536 |
3.0% |
175 |
1.0% |
93% |
True |
False |
124,575 |
| 20 |
18,028 |
16,962 |
1,066 |
5.9% |
250 |
1.4% |
97% |
True |
False |
159,022 |
| 40 |
18,051 |
16,962 |
1,089 |
6.1% |
245 |
1.4% |
95% |
False |
False |
159,221 |
| 60 |
18,051 |
16,962 |
1,089 |
6.1% |
229 |
1.3% |
95% |
False |
False |
129,571 |
| 80 |
18,051 |
16,297 |
1,754 |
9.7% |
202 |
1.1% |
97% |
False |
False |
97,192 |
| 100 |
18,051 |
15,740 |
2,311 |
12.8% |
207 |
1.1% |
97% |
False |
False |
77,758 |
| 120 |
18,051 |
15,740 |
2,311 |
12.8% |
182 |
1.0% |
97% |
False |
False |
64,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,347 |
|
2.618 |
18,224 |
|
1.618 |
18,149 |
|
1.000 |
18,103 |
|
0.618 |
18,074 |
|
HIGH |
18,028 |
|
0.618 |
17,999 |
|
0.500 |
17,991 |
|
0.382 |
17,982 |
|
LOW |
17,953 |
|
0.618 |
17,907 |
|
1.000 |
17,878 |
|
1.618 |
17,832 |
|
2.618 |
17,757 |
|
4.250 |
17,634 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,992 |
17,982 |
| PP |
17,991 |
17,971 |
| S1 |
17,991 |
17,960 |
|