| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
18,190 |
18,190 |
0 |
0.0% |
17,972 |
| High |
18,219 |
18,228 |
9 |
0.0% |
18,121 |
| Low |
18,159 |
18,143 |
-16 |
-0.1% |
17,853 |
| Close |
18,194 |
18,203 |
9 |
0.0% |
18,104 |
| Range |
60 |
85 |
25 |
41.7% |
268 |
| ATR |
199 |
191 |
-8 |
-4.1% |
0 |
| Volume |
75,917 |
96,883 |
20,966 |
27.6% |
479,079 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,446 |
18,410 |
18,250 |
|
| R3 |
18,361 |
18,325 |
18,227 |
|
| R2 |
18,276 |
18,276 |
18,219 |
|
| R1 |
18,240 |
18,240 |
18,211 |
18,258 |
| PP |
18,191 |
18,191 |
18,191 |
18,201 |
| S1 |
18,155 |
18,155 |
18,195 |
18,173 |
| S2 |
18,106 |
18,106 |
18,188 |
|
| S3 |
18,021 |
18,070 |
18,180 |
|
| S4 |
17,936 |
17,985 |
18,156 |
|
|
| 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 |
18,228 |
17,853 |
375 |
2.1% |
125 |
0.7% |
93% |
True |
False |
99,371 |
| 10 |
18,228 |
17,778 |
450 |
2.5% |
124 |
0.7% |
94% |
True |
False |
102,961 |
| 20 |
18,228 |
16,962 |
1,266 |
7.0% |
198 |
1.1% |
98% |
True |
False |
136,732 |
| 40 |
18,228 |
16,962 |
1,266 |
7.0% |
247 |
1.4% |
98% |
True |
False |
163,452 |
| 60 |
18,228 |
16,962 |
1,266 |
7.0% |
231 |
1.3% |
98% |
True |
False |
139,544 |
| 80 |
18,228 |
16,962 |
1,266 |
7.0% |
198 |
1.1% |
98% |
True |
False |
104,703 |
| 100 |
18,228 |
15,740 |
2,488 |
13.7% |
204 |
1.1% |
99% |
True |
False |
83,767 |
| 120 |
18,228 |
15,740 |
2,488 |
13.7% |
187 |
1.0% |
99% |
True |
False |
69,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,589 |
|
2.618 |
18,451 |
|
1.618 |
18,366 |
|
1.000 |
18,313 |
|
0.618 |
18,281 |
|
HIGH |
18,228 |
|
0.618 |
18,196 |
|
0.500 |
18,186 |
|
0.382 |
18,176 |
|
LOW |
18,143 |
|
0.618 |
18,091 |
|
1.000 |
18,058 |
|
1.618 |
18,006 |
|
2.618 |
17,921 |
|
4.250 |
17,782 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,197 |
18,186 |
| PP |
18,191 |
18,169 |
| S1 |
18,186 |
18,152 |
|