| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,750.0 |
10,679.5 |
-70.5 |
-0.7% |
10,699.0 |
| High |
10,779.5 |
10,816.0 |
36.5 |
0.3% |
10,989.5 |
| Low |
10,600.5 |
10,592.5 |
-8.0 |
-0.1% |
10,681.0 |
| Close |
10,680.0 |
10,750.0 |
70.0 |
0.7% |
10,850.0 |
| Range |
179.0 |
223.5 |
44.5 |
24.9% |
308.5 |
| ATR |
214.0 |
214.7 |
0.7 |
0.3% |
0.0 |
| Volume |
121,205 |
81,764 |
-39,441 |
-32.5% |
555,417 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,390.0 |
11,293.5 |
10,872.9 |
|
| R3 |
11,166.5 |
11,070.0 |
10,811.5 |
|
| R2 |
10,943.0 |
10,943.0 |
10,791.0 |
|
| R1 |
10,846.5 |
10,846.5 |
10,770.5 |
10,894.8 |
| PP |
10,719.5 |
10,719.5 |
10,719.5 |
10,743.6 |
| S1 |
10,623.0 |
10,623.0 |
10,729.5 |
10,671.3 |
| S2 |
10,496.0 |
10,496.0 |
10,709.0 |
|
| S3 |
10,272.5 |
10,399.5 |
10,688.5 |
|
| S4 |
10,049.0 |
10,176.0 |
10,627.1 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.7 |
11,616.3 |
11,019.7 |
|
| R3 |
11,457.2 |
11,307.8 |
10,934.8 |
|
| R2 |
11,148.7 |
11,148.7 |
10,906.6 |
|
| R1 |
10,999.3 |
10,999.3 |
10,878.3 |
11,074.0 |
| PP |
10,840.2 |
10,840.2 |
10,840.2 |
10,877.5 |
| S1 |
10,690.8 |
10,690.8 |
10,821.7 |
10,765.5 |
| S2 |
10,531.7 |
10,531.7 |
10,793.4 |
|
| S3 |
10,223.2 |
10,382.3 |
10,765.2 |
|
| S4 |
9,914.7 |
10,073.8 |
10,680.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,942.0 |
10,592.5 |
349.5 |
3.3% |
162.6 |
1.5% |
45% |
False |
True |
104,130 |
| 10 |
10,989.5 |
10,553.0 |
436.5 |
4.1% |
177.4 |
1.6% |
45% |
False |
False |
111,828 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
13.1% |
219.7 |
2.0% |
83% |
False |
False |
133,214 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.4% |
219.1 |
2.0% |
86% |
False |
False |
112,508 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
17.2% |
188.9 |
1.8% |
87% |
False |
False |
75,872 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
189.2 |
1.8% |
91% |
False |
False |
57,051 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
180.3 |
1.7% |
91% |
False |
False |
45,719 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.4% |
160.6 |
1.5% |
91% |
False |
False |
38,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,765.9 |
|
2.618 |
11,401.1 |
|
1.618 |
11,177.6 |
|
1.000 |
11,039.5 |
|
0.618 |
10,954.1 |
|
HIGH |
10,816.0 |
|
0.618 |
10,730.6 |
|
0.500 |
10,704.3 |
|
0.382 |
10,677.9 |
|
LOW |
10,592.5 |
|
0.618 |
10,454.4 |
|
1.000 |
10,369.0 |
|
1.618 |
10,230.9 |
|
2.618 |
10,007.4 |
|
4.250 |
9,642.6 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,734.8 |
10,747.3 |
| PP |
10,719.5 |
10,744.5 |
| S1 |
10,704.3 |
10,741.8 |
|