| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
18,510 |
18,690 |
180 |
1.0% |
18,065 |
| High |
18,715 |
18,695 |
-20 |
-0.1% |
18,570 |
| Low |
18,455 |
18,570 |
115 |
0.6% |
17,920 |
| Close |
18,680 |
18,635 |
-45 |
-0.2% |
18,540 |
| Range |
260 |
125 |
-135 |
-51.9% |
650 |
| ATR |
301 |
289 |
-13 |
-4.2% |
0 |
| Volume |
10,043 |
7,503 |
-2,540 |
-25.3% |
43,689 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,008 |
18,947 |
18,704 |
|
| R3 |
18,883 |
18,822 |
18,670 |
|
| R2 |
18,758 |
18,758 |
18,658 |
|
| R1 |
18,697 |
18,697 |
18,647 |
18,665 |
| PP |
18,633 |
18,633 |
18,633 |
18,618 |
| S1 |
18,572 |
18,572 |
18,624 |
18,540 |
| S2 |
18,508 |
18,508 |
18,612 |
|
| S3 |
18,383 |
18,447 |
18,601 |
|
| S4 |
18,258 |
18,322 |
18,566 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,293 |
20,067 |
18,898 |
|
| R3 |
19,643 |
19,417 |
18,719 |
|
| R2 |
18,993 |
18,993 |
18,659 |
|
| R1 |
18,767 |
18,767 |
18,600 |
18,880 |
| PP |
18,343 |
18,343 |
18,343 |
18,400 |
| S1 |
18,117 |
18,117 |
18,481 |
18,230 |
| S2 |
17,693 |
17,693 |
18,421 |
|
| S3 |
17,043 |
17,467 |
18,361 |
|
| S4 |
16,393 |
16,817 |
18,183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,715 |
18,235 |
480 |
2.6% |
191 |
1.0% |
83% |
False |
False |
8,856 |
| 10 |
18,715 |
17,725 |
990 |
5.3% |
236 |
1.3% |
92% |
False |
False |
9,949 |
| 20 |
18,715 |
17,305 |
1,410 |
7.6% |
278 |
1.5% |
94% |
False |
False |
11,627 |
| 40 |
18,715 |
16,580 |
2,135 |
11.5% |
353 |
1.9% |
96% |
False |
False |
15,587 |
| 60 |
18,715 |
16,525 |
2,190 |
11.8% |
359 |
1.9% |
96% |
False |
False |
15,401 |
| 80 |
18,715 |
15,755 |
2,960 |
15.9% |
346 |
1.9% |
97% |
False |
False |
11,668 |
| 100 |
18,715 |
14,600 |
4,115 |
22.1% |
306 |
1.6% |
98% |
False |
False |
9,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,226 |
|
2.618 |
19,022 |
|
1.618 |
18,897 |
|
1.000 |
18,820 |
|
0.618 |
18,772 |
|
HIGH |
18,695 |
|
0.618 |
18,647 |
|
0.500 |
18,633 |
|
0.382 |
18,618 |
|
LOW |
18,570 |
|
0.618 |
18,493 |
|
1.000 |
18,445 |
|
1.618 |
18,368 |
|
2.618 |
18,243 |
|
4.250 |
18,039 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,634 |
18,613 |
| PP |
18,633 |
18,592 |
| S1 |
18,633 |
18,570 |
|