| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
18,009 |
17,986 |
-23 |
-0.1% |
17,770 |
| High |
18,028 |
18,038 |
10 |
0.1% |
18,009 |
| Low |
17,953 |
17,896 |
-57 |
-0.3% |
17,624 |
| Close |
17,993 |
17,959 |
-34 |
-0.2% |
17,982 |
| Range |
75 |
142 |
67 |
89.3% |
385 |
| ATR |
229 |
223 |
-6 |
-2.7% |
0 |
| Volume |
89,556 |
104,132 |
14,576 |
16.3% |
575,131 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,390 |
18,317 |
18,037 |
|
| R3 |
18,248 |
18,175 |
17,998 |
|
| R2 |
18,106 |
18,106 |
17,985 |
|
| R1 |
18,033 |
18,033 |
17,972 |
17,999 |
| PP |
17,964 |
17,964 |
17,964 |
17,947 |
| S1 |
17,891 |
17,891 |
17,946 |
17,857 |
| S2 |
17,822 |
17,822 |
17,933 |
|
| S3 |
17,680 |
17,749 |
17,920 |
|
| S4 |
17,538 |
17,607 |
17,881 |
|
|
| 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 |
18,038 |
17,778 |
260 |
1.4% |
123 |
0.7% |
70% |
True |
False |
106,552 |
| 10 |
18,038 |
17,492 |
546 |
3.0% |
168 |
0.9% |
86% |
True |
False |
117,386 |
| 20 |
18,038 |
16,962 |
1,076 |
6.0% |
247 |
1.4% |
93% |
True |
False |
155,278 |
| 40 |
18,051 |
16,962 |
1,089 |
6.1% |
245 |
1.4% |
92% |
False |
False |
157,674 |
| 60 |
18,051 |
16,962 |
1,089 |
6.1% |
229 |
1.3% |
92% |
False |
False |
131,300 |
| 80 |
18,051 |
16,475 |
1,576 |
8.8% |
201 |
1.1% |
94% |
False |
False |
98,494 |
| 100 |
18,051 |
15,740 |
2,311 |
12.9% |
205 |
1.1% |
96% |
False |
False |
78,799 |
| 120 |
18,051 |
15,740 |
2,311 |
12.9% |
183 |
1.0% |
96% |
False |
False |
65,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,642 |
|
2.618 |
18,410 |
|
1.618 |
18,268 |
|
1.000 |
18,180 |
|
0.618 |
18,126 |
|
HIGH |
18,038 |
|
0.618 |
17,984 |
|
0.500 |
17,967 |
|
0.382 |
17,950 |
|
LOW |
17,896 |
|
0.618 |
17,808 |
|
1.000 |
17,754 |
|
1.618 |
17,666 |
|
2.618 |
17,524 |
|
4.250 |
17,293 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,967 |
17,965 |
| PP |
17,964 |
17,963 |
| S1 |
17,962 |
17,961 |
|