| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
5,760.0 |
5,783.0 |
23.0 |
0.4% |
5,538.0 |
| High |
5,767.0 |
5,787.0 |
20.0 |
0.3% |
5,796.0 |
| Low |
5,723.0 |
5,700.0 |
-23.0 |
-0.4% |
5,527.0 |
| Close |
5,753.0 |
5,724.0 |
-29.0 |
-0.5% |
5,752.0 |
| Range |
44.0 |
87.0 |
43.0 |
97.7% |
269.0 |
| ATR |
65.3 |
66.8 |
1.6 |
2.4% |
0.0 |
| Volume |
24,083 |
28,143 |
4,060 |
16.9% |
143,213 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,998.0 |
5,948.0 |
5,771.9 |
|
| R3 |
5,911.0 |
5,861.0 |
5,747.9 |
|
| R2 |
5,824.0 |
5,824.0 |
5,740.0 |
|
| R1 |
5,774.0 |
5,774.0 |
5,732.0 |
5,755.5 |
| PP |
5,737.0 |
5,737.0 |
5,737.0 |
5,727.8 |
| S1 |
5,687.0 |
5,687.0 |
5,716.0 |
5,668.5 |
| S2 |
5,650.0 |
5,650.0 |
5,708.1 |
|
| S3 |
5,563.0 |
5,600.0 |
5,700.1 |
|
| S4 |
5,476.0 |
5,513.0 |
5,676.2 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,498.7 |
6,394.3 |
5,900.0 |
|
| R3 |
6,229.7 |
6,125.3 |
5,826.0 |
|
| R2 |
5,960.7 |
5,960.7 |
5,801.3 |
|
| R1 |
5,856.3 |
5,856.3 |
5,776.7 |
5,908.5 |
| PP |
5,691.7 |
5,691.7 |
5,691.7 |
5,717.8 |
| S1 |
5,587.3 |
5,587.3 |
5,727.3 |
5,639.5 |
| S2 |
5,422.7 |
5,422.7 |
5,702.7 |
|
| S3 |
5,153.7 |
5,318.3 |
5,678.0 |
|
| S4 |
4,884.7 |
5,049.3 |
5,604.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,796.0 |
5,700.0 |
96.0 |
1.7% |
55.8 |
1.0% |
25% |
False |
True |
25,631 |
| 10 |
5,796.0 |
5,456.0 |
340.0 |
5.9% |
61.3 |
1.1% |
79% |
False |
False |
26,721 |
| 20 |
5,796.0 |
5,213.0 |
583.0 |
10.2% |
57.7 |
1.0% |
88% |
False |
False |
25,240 |
| 40 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
60.9 |
1.1% |
90% |
False |
False |
27,926 |
| 60 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
51.5 |
0.9% |
90% |
False |
False |
18,747 |
| 80 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
39.4 |
0.7% |
90% |
False |
False |
14,067 |
| 100 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
32.1 |
0.6% |
90% |
False |
False |
11,264 |
| 120 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
26.7 |
0.5% |
90% |
False |
False |
9,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,156.8 |
|
2.618 |
6,014.8 |
|
1.618 |
5,927.8 |
|
1.000 |
5,874.0 |
|
0.618 |
5,840.8 |
|
HIGH |
5,787.0 |
|
0.618 |
5,753.8 |
|
0.500 |
5,743.5 |
|
0.382 |
5,733.2 |
|
LOW |
5,700.0 |
|
0.618 |
5,646.2 |
|
1.000 |
5,613.0 |
|
1.618 |
5,559.2 |
|
2.618 |
5,472.2 |
|
4.250 |
5,330.3 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,743.5 |
5,743.5 |
| PP |
5,737.0 |
5,737.0 |
| S1 |
5,730.5 |
5,730.5 |
|