| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,771.0 |
10,787.5 |
16.5 |
0.2% |
10,699.0 |
| High |
10,800.0 |
10,978.5 |
178.5 |
1.7% |
10,989.5 |
| Low |
10,698.0 |
10,732.0 |
34.0 |
0.3% |
10,681.0 |
| Close |
10,756.5 |
10,912.0 |
155.5 |
1.4% |
10,850.0 |
| Range |
102.0 |
246.5 |
144.5 |
141.7% |
308.5 |
| ATR |
206.6 |
209.5 |
2.8 |
1.4% |
0.0 |
| Volume |
113,567 |
84,635 |
-28,932 |
-25.5% |
555,417 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,613.7 |
11,509.3 |
11,047.6 |
|
| R3 |
11,367.2 |
11,262.8 |
10,979.8 |
|
| R2 |
11,120.7 |
11,120.7 |
10,957.2 |
|
| R1 |
11,016.3 |
11,016.3 |
10,934.6 |
11,068.5 |
| PP |
10,874.2 |
10,874.2 |
10,874.2 |
10,900.3 |
| S1 |
10,769.8 |
10,769.8 |
10,889.4 |
10,822.0 |
| S2 |
10,627.7 |
10,627.7 |
10,866.8 |
|
| S3 |
10,381.2 |
10,523.3 |
10,844.2 |
|
| S4 |
10,134.7 |
10,276.8 |
10,776.4 |
|
|
| 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 |
10,978.5 |
10,592.5 |
386.0 |
3.5% |
177.0 |
1.6% |
83% |
True |
False |
103,796 |
| 10 |
10,989.5 |
10,592.5 |
397.0 |
3.6% |
168.6 |
1.5% |
80% |
False |
False |
107,586 |
| 20 |
10,989.5 |
9,582.5 |
1,407.0 |
12.9% |
215.5 |
2.0% |
94% |
False |
False |
123,712 |
| 40 |
10,989.5 |
9,227.0 |
1,762.5 |
16.2% |
219.3 |
2.0% |
96% |
False |
False |
117,034 |
| 60 |
10,989.5 |
9,145.5 |
1,844.0 |
16.9% |
190.9 |
1.7% |
96% |
False |
False |
79,157 |
| 80 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
187.0 |
1.7% |
97% |
False |
False |
59,516 |
| 100 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
182.5 |
1.7% |
97% |
False |
False |
47,693 |
| 120 |
10,989.5 |
8,367.5 |
2,622.0 |
24.0% |
162.5 |
1.5% |
97% |
False |
False |
39,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,026.1 |
|
2.618 |
11,623.8 |
|
1.618 |
11,377.3 |
|
1.000 |
11,225.0 |
|
0.618 |
11,130.8 |
|
HIGH |
10,978.5 |
|
0.618 |
10,884.3 |
|
0.500 |
10,855.3 |
|
0.382 |
10,826.2 |
|
LOW |
10,732.0 |
|
0.618 |
10,579.7 |
|
1.000 |
10,485.5 |
|
1.618 |
10,333.2 |
|
2.618 |
10,086.7 |
|
4.250 |
9,684.4 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,893.1 |
10,869.8 |
| PP |
10,874.2 |
10,827.7 |
| S1 |
10,855.3 |
10,785.5 |
|