| 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 |
17,986 |
17,967 |
-19 |
-0.1% |
17,972 |
| High |
18,038 |
18,121 |
83 |
0.5% |
18,121 |
| Low |
17,896 |
17,853 |
-43 |
-0.2% |
17,853 |
| Close |
17,959 |
18,104 |
145 |
0.8% |
18,104 |
| Range |
142 |
268 |
126 |
88.7% |
268 |
| ATR |
223 |
226 |
3 |
1.4% |
0 |
| Volume |
104,132 |
159,649 |
55,517 |
53.3% |
479,079 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,830 |
18,735 |
18,252 |
|
| R3 |
18,562 |
18,467 |
18,178 |
|
| R2 |
18,294 |
18,294 |
18,153 |
|
| R1 |
18,199 |
18,199 |
18,129 |
18,247 |
| PP |
18,026 |
18,026 |
18,026 |
18,050 |
| S1 |
17,931 |
17,931 |
18,080 |
17,979 |
| S2 |
17,758 |
17,758 |
18,055 |
|
| S3 |
17,490 |
17,663 |
18,030 |
|
| S4 |
17,222 |
17,395 |
17,957 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,830 |
18,735 |
18,252 |
|
| R3 |
18,562 |
18,467 |
18,178 |
|
| R2 |
18,294 |
18,294 |
18,153 |
|
| R1 |
18,199 |
18,199 |
18,129 |
18,247 |
| PP |
18,026 |
18,026 |
18,026 |
18,050 |
| S1 |
17,931 |
17,931 |
18,080 |
17,979 |
| S2 |
17,758 |
17,758 |
18,055 |
|
| S3 |
17,490 |
17,663 |
18,030 |
|
| S4 |
17,222 |
17,395 |
17,957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,121 |
17,853 |
268 |
1.5% |
143 |
0.8% |
94% |
True |
True |
114,993 |
| 10 |
18,121 |
17,624 |
497 |
2.7% |
162 |
0.9% |
97% |
True |
False |
120,137 |
| 20 |
18,121 |
16,962 |
1,159 |
6.4% |
242 |
1.3% |
99% |
True |
False |
153,887 |
| 40 |
18,121 |
16,962 |
1,159 |
6.4% |
247 |
1.4% |
99% |
True |
False |
159,306 |
| 60 |
18,121 |
16,962 |
1,159 |
6.4% |
230 |
1.3% |
99% |
True |
False |
133,951 |
| 80 |
18,121 |
16,595 |
1,526 |
8.4% |
202 |
1.1% |
99% |
True |
False |
100,489 |
| 100 |
18,121 |
15,740 |
2,381 |
13.2% |
207 |
1.1% |
99% |
True |
False |
80,395 |
| 120 |
18,121 |
15,740 |
2,381 |
13.2% |
185 |
1.0% |
99% |
True |
False |
66,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,260 |
|
2.618 |
18,823 |
|
1.618 |
18,555 |
|
1.000 |
18,389 |
|
0.618 |
18,287 |
|
HIGH |
18,121 |
|
0.618 |
18,019 |
|
0.500 |
17,987 |
|
0.382 |
17,956 |
|
LOW |
17,853 |
|
0.618 |
17,688 |
|
1.000 |
17,585 |
|
1.618 |
17,420 |
|
2.618 |
17,152 |
|
4.250 |
16,714 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,065 |
18,065 |
| PP |
18,026 |
18,026 |
| S1 |
17,987 |
17,987 |
|