| 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 |
5,783.0 |
5,757.0 |
-26.0 |
-0.4% |
5,538.0 |
| High |
5,787.0 |
5,760.0 |
-27.0 |
-0.5% |
5,796.0 |
| Low |
5,700.0 |
5,685.0 |
-15.0 |
-0.3% |
5,527.0 |
| Close |
5,724.0 |
5,717.0 |
-7.0 |
-0.1% |
5,752.0 |
| Range |
87.0 |
75.0 |
-12.0 |
-13.8% |
269.0 |
| ATR |
66.8 |
67.4 |
0.6 |
0.9% |
0.0 |
| Volume |
28,143 |
26,800 |
-1,343 |
-4.8% |
143,213 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,945.7 |
5,906.3 |
5,758.3 |
|
| R3 |
5,870.7 |
5,831.3 |
5,737.6 |
|
| R2 |
5,795.7 |
5,795.7 |
5,730.8 |
|
| R1 |
5,756.3 |
5,756.3 |
5,723.9 |
5,738.5 |
| PP |
5,720.7 |
5,720.7 |
5,720.7 |
5,711.8 |
| S1 |
5,681.3 |
5,681.3 |
5,710.1 |
5,663.5 |
| S2 |
5,645.7 |
5,645.7 |
5,703.3 |
|
| S3 |
5,570.7 |
5,606.3 |
5,696.4 |
|
| S4 |
5,495.7 |
5,531.3 |
5,675.8 |
|
|
| 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 |
5,685.0 |
111.0 |
1.9% |
58.0 |
1.0% |
29% |
False |
True |
24,668 |
| 10 |
5,796.0 |
5,527.0 |
269.0 |
4.7% |
61.8 |
1.1% |
71% |
False |
False |
26,733 |
| 20 |
5,796.0 |
5,213.0 |
583.0 |
10.2% |
58.1 |
1.0% |
86% |
False |
False |
25,211 |
| 40 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
61.6 |
1.1% |
89% |
False |
False |
28,409 |
| 60 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
52.8 |
0.9% |
89% |
False |
False |
19,193 |
| 80 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
40.3 |
0.7% |
89% |
False |
False |
14,402 |
| 100 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
32.8 |
0.6% |
89% |
False |
False |
11,532 |
| 120 |
5,796.0 |
5,081.0 |
715.0 |
12.5% |
27.4 |
0.5% |
89% |
False |
False |
9,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,078.8 |
|
2.618 |
5,956.4 |
|
1.618 |
5,881.4 |
|
1.000 |
5,835.0 |
|
0.618 |
5,806.4 |
|
HIGH |
5,760.0 |
|
0.618 |
5,731.4 |
|
0.500 |
5,722.5 |
|
0.382 |
5,713.7 |
|
LOW |
5,685.0 |
|
0.618 |
5,638.7 |
|
1.000 |
5,610.0 |
|
1.618 |
5,563.7 |
|
2.618 |
5,488.7 |
|
4.250 |
5,366.3 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,722.5 |
5,736.0 |
| PP |
5,720.7 |
5,729.7 |
| S1 |
5,718.8 |
5,723.3 |
|