| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,976.0 |
11,134.5 |
158.5 |
1.4% |
10,839.5 |
| High |
11,164.5 |
11,161.5 |
-3.0 |
0.0% |
11,164.5 |
| Low |
10,948.0 |
11,070.0 |
122.0 |
1.1% |
10,765.5 |
| Close |
11,049.0 |
11,119.5 |
70.5 |
0.6% |
11,049.0 |
| Range |
216.5 |
91.5 |
-125.0 |
-57.7% |
399.0 |
| ATR |
194.0 |
188.2 |
-5.8 |
-3.0% |
0.0 |
| Volume |
79,297 |
87,444 |
8,147 |
10.3% |
403,158 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,391.5 |
11,347.0 |
11,169.8 |
|
| R3 |
11,300.0 |
11,255.5 |
11,144.7 |
|
| R2 |
11,208.5 |
11,208.5 |
11,136.3 |
|
| R1 |
11,164.0 |
11,164.0 |
11,127.9 |
11,140.5 |
| PP |
11,117.0 |
11,117.0 |
11,117.0 |
11,105.3 |
| S1 |
11,072.5 |
11,072.5 |
11,111.1 |
11,049.0 |
| S2 |
11,025.5 |
11,025.5 |
11,102.7 |
|
| S3 |
10,934.0 |
10,981.0 |
11,094.3 |
|
| S4 |
10,842.5 |
10,889.5 |
11,069.2 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,190.0 |
12,018.5 |
11,268.5 |
|
| R3 |
11,791.0 |
11,619.5 |
11,158.7 |
|
| R2 |
11,392.0 |
11,392.0 |
11,122.2 |
|
| R1 |
11,220.5 |
11,220.5 |
11,085.6 |
11,306.3 |
| PP |
10,993.0 |
10,993.0 |
10,993.0 |
11,035.9 |
| S1 |
10,821.5 |
10,821.5 |
11,012.4 |
10,907.3 |
| S2 |
10,594.0 |
10,594.0 |
10,975.9 |
|
| S3 |
10,195.0 |
10,422.5 |
10,939.3 |
|
| S4 |
9,796.0 |
10,023.5 |
10,829.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,164.5 |
10,765.5 |
399.0 |
3.6% |
146.0 |
1.3% |
89% |
False |
False |
98,120 |
| 10 |
11,164.5 |
10,592.5 |
572.0 |
5.1% |
155.5 |
1.4% |
92% |
False |
False |
94,536 |
| 20 |
11,164.5 |
10,553.0 |
611.5 |
5.5% |
172.2 |
1.5% |
93% |
False |
False |
106,769 |
| 40 |
11,164.5 |
9,383.5 |
1,781.0 |
16.0% |
199.3 |
1.8% |
97% |
False |
False |
119,211 |
| 60 |
11,164.5 |
9,227.0 |
1,937.5 |
17.4% |
191.6 |
1.7% |
98% |
False |
False |
87,920 |
| 80 |
11,164.5 |
8,843.5 |
2,321.0 |
20.9% |
179.5 |
1.6% |
98% |
False |
False |
66,279 |
| 100 |
11,164.5 |
8,367.5 |
2,797.0 |
25.2% |
182.3 |
1.6% |
98% |
False |
False |
53,120 |
| 120 |
11,164.5 |
8,367.5 |
2,797.0 |
25.2% |
165.4 |
1.5% |
98% |
False |
False |
44,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,550.4 |
|
2.618 |
11,401.0 |
|
1.618 |
11,309.5 |
|
1.000 |
11,253.0 |
|
0.618 |
11,218.0 |
|
HIGH |
11,161.5 |
|
0.618 |
11,126.5 |
|
0.500 |
11,115.8 |
|
0.382 |
11,105.0 |
|
LOW |
11,070.0 |
|
0.618 |
11,013.5 |
|
1.000 |
10,978.5 |
|
1.618 |
10,922.0 |
|
2.618 |
10,830.5 |
|
4.250 |
10,681.1 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,118.3 |
11,085.8 |
| PP |
11,117.0 |
11,052.2 |
| S1 |
11,115.8 |
11,018.5 |
|