| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
5,809.0 |
5,845.0 |
36.0 |
0.6% |
5,747.0 |
| High |
5,839.0 |
5,877.0 |
38.0 |
0.7% |
5,841.0 |
| Low |
5,793.0 |
5,808.0 |
15.0 |
0.3% |
5,685.0 |
| Close |
5,820.0 |
5,875.0 |
55.0 |
0.9% |
5,822.0 |
| Range |
46.0 |
69.0 |
23.0 |
50.0% |
156.0 |
| ATR |
69.1 |
69.1 |
0.0 |
0.0% |
0.0 |
| Volume |
20,338 |
25,652 |
5,314 |
26.1% |
135,366 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,060.3 |
6,036.7 |
5,913.0 |
|
| R3 |
5,991.3 |
5,967.7 |
5,894.0 |
|
| R2 |
5,922.3 |
5,922.3 |
5,887.7 |
|
| R1 |
5,898.7 |
5,898.7 |
5,881.3 |
5,910.5 |
| PP |
5,853.3 |
5,853.3 |
5,853.3 |
5,859.3 |
| S1 |
5,829.7 |
5,829.7 |
5,868.7 |
5,841.5 |
| S2 |
5,784.3 |
5,784.3 |
5,862.4 |
|
| S3 |
5,715.3 |
5,760.7 |
5,856.0 |
|
| S4 |
5,646.3 |
5,691.7 |
5,837.1 |
|
|
| 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 |
5,877.0 |
5,685.0 |
192.0 |
3.3% |
71.2 |
1.2% |
99% |
True |
False |
25,919 |
| 10 |
5,877.0 |
5,685.0 |
192.0 |
3.3% |
63.5 |
1.1% |
99% |
True |
False |
25,775 |
| 20 |
5,877.0 |
5,277.0 |
600.0 |
10.2% |
61.0 |
1.0% |
100% |
True |
False |
25,299 |
| 40 |
5,877.0 |
5,213.0 |
664.0 |
11.3% |
62.5 |
1.1% |
100% |
True |
False |
23,260 |
| 60 |
5,877.0 |
5,081.0 |
796.0 |
13.5% |
57.2 |
1.0% |
100% |
True |
False |
20,905 |
| 80 |
5,877.0 |
5,081.0 |
796.0 |
13.5% |
43.8 |
0.7% |
100% |
True |
False |
15,687 |
| 100 |
5,877.0 |
5,081.0 |
796.0 |
13.5% |
35.7 |
0.6% |
100% |
True |
False |
12,560 |
| 120 |
5,877.0 |
5,081.0 |
796.0 |
13.5% |
29.7 |
0.5% |
100% |
True |
False |
10,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,170.3 |
|
2.618 |
6,057.6 |
|
1.618 |
5,988.6 |
|
1.000 |
5,946.0 |
|
0.618 |
5,919.6 |
|
HIGH |
5,877.0 |
|
0.618 |
5,850.6 |
|
0.500 |
5,842.5 |
|
0.382 |
5,834.4 |
|
LOW |
5,808.0 |
|
0.618 |
5,765.4 |
|
1.000 |
5,739.0 |
|
1.618 |
5,696.4 |
|
2.618 |
5,627.4 |
|
4.250 |
5,514.8 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,864.2 |
5,860.0 |
| PP |
5,853.3 |
5,845.0 |
| S1 |
5,842.5 |
5,830.0 |
|