| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
5,757.0 |
5,755.0 |
-2.0 |
0.0% |
5,747.0 |
| High |
5,760.0 |
5,841.0 |
81.0 |
1.4% |
5,841.0 |
| Low |
5,685.0 |
5,738.0 |
53.0 |
0.9% |
5,685.0 |
| Close |
5,717.0 |
5,822.0 |
105.0 |
1.8% |
5,822.0 |
| Range |
75.0 |
103.0 |
28.0 |
37.3% |
156.0 |
| ATR |
67.4 |
71.5 |
4.0 |
6.0% |
0.0 |
| Volume |
26,800 |
37,160 |
10,360 |
38.7% |
135,366 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,109.3 |
6,068.7 |
5,878.7 |
|
| R3 |
6,006.3 |
5,965.7 |
5,850.3 |
|
| R2 |
5,903.3 |
5,903.3 |
5,840.9 |
|
| R1 |
5,862.7 |
5,862.7 |
5,831.4 |
5,883.0 |
| PP |
5,800.3 |
5,800.3 |
5,800.3 |
5,810.5 |
| S1 |
5,759.7 |
5,759.7 |
5,812.6 |
5,780.0 |
| S2 |
5,697.3 |
5,697.3 |
5,803.1 |
|
| S3 |
5,594.3 |
5,656.7 |
5,793.7 |
|
| S4 |
5,491.3 |
5,553.7 |
5,765.4 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,250.7 |
6,192.3 |
5,907.8 |
|
| R3 |
6,094.7 |
6,036.3 |
5,864.9 |
|
| R2 |
5,938.7 |
5,938.7 |
5,850.6 |
|
| R1 |
5,880.3 |
5,880.3 |
5,836.3 |
5,909.5 |
| PP |
5,782.7 |
5,782.7 |
5,782.7 |
5,797.3 |
| S1 |
5,724.3 |
5,724.3 |
5,807.7 |
5,753.5 |
| S2 |
5,626.7 |
5,626.7 |
5,793.4 |
|
| S3 |
5,470.7 |
5,568.3 |
5,779.1 |
|
| S4 |
5,314.7 |
5,412.3 |
5,736.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,841.0 |
5,685.0 |
156.0 |
2.7% |
69.2 |
1.2% |
88% |
True |
False |
27,073 |
| 10 |
5,841.0 |
5,527.0 |
314.0 |
5.4% |
67.8 |
1.2% |
94% |
True |
False |
27,857 |
| 20 |
5,841.0 |
5,213.0 |
628.0 |
10.8% |
61.1 |
1.0% |
97% |
True |
False |
25,760 |
| 40 |
5,841.0 |
5,081.0 |
760.0 |
13.1% |
62.6 |
1.1% |
98% |
True |
False |
27,822 |
| 60 |
5,841.0 |
5,081.0 |
760.0 |
13.1% |
54.5 |
0.9% |
98% |
True |
False |
19,812 |
| 80 |
5,841.0 |
5,081.0 |
760.0 |
13.1% |
41.6 |
0.7% |
98% |
True |
False |
14,866 |
| 100 |
5,841.0 |
5,081.0 |
760.0 |
13.1% |
33.9 |
0.6% |
98% |
True |
False |
11,903 |
| 120 |
5,841.0 |
5,081.0 |
760.0 |
13.1% |
28.2 |
0.5% |
98% |
True |
False |
9,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,278.8 |
|
2.618 |
6,110.7 |
|
1.618 |
6,007.7 |
|
1.000 |
5,944.0 |
|
0.618 |
5,904.7 |
|
HIGH |
5,841.0 |
|
0.618 |
5,801.7 |
|
0.500 |
5,789.5 |
|
0.382 |
5,777.3 |
|
LOW |
5,738.0 |
|
0.618 |
5,674.3 |
|
1.000 |
5,635.0 |
|
1.618 |
5,571.3 |
|
2.618 |
5,468.3 |
|
4.250 |
5,300.3 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,811.2 |
5,802.3 |
| PP |
5,800.3 |
5,782.7 |
| S1 |
5,789.5 |
5,763.0 |
|