| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
5,871.0 |
5,879.0 |
8.0 |
0.1% |
5,843.0 |
| High |
5,880.0 |
5,899.0 |
19.0 |
0.3% |
5,914.0 |
| Low |
5,825.0 |
5,848.0 |
23.0 |
0.4% |
5,783.0 |
| Close |
5,862.0 |
5,885.0 |
23.0 |
0.4% |
5,845.0 |
| Range |
55.0 |
51.0 |
-4.0 |
-7.3% |
131.0 |
| ATR |
67.4 |
66.2 |
-1.2 |
-1.7% |
0.0 |
| Volume |
16,893 |
24,163 |
7,270 |
43.0% |
104,938 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,030.3 |
6,008.7 |
5,913.1 |
|
| R3 |
5,979.3 |
5,957.7 |
5,899.0 |
|
| R2 |
5,928.3 |
5,928.3 |
5,894.4 |
|
| R1 |
5,906.7 |
5,906.7 |
5,889.7 |
5,917.5 |
| PP |
5,877.3 |
5,877.3 |
5,877.3 |
5,882.8 |
| S1 |
5,855.7 |
5,855.7 |
5,880.3 |
5,866.5 |
| S2 |
5,826.3 |
5,826.3 |
5,875.7 |
|
| S3 |
5,775.3 |
5,804.7 |
5,871.0 |
|
| S4 |
5,724.3 |
5,753.7 |
5,857.0 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,240.3 |
6,173.7 |
5,917.1 |
|
| R3 |
6,109.3 |
6,042.7 |
5,881.0 |
|
| R2 |
5,978.3 |
5,978.3 |
5,869.0 |
|
| R1 |
5,911.7 |
5,911.7 |
5,857.0 |
5,945.0 |
| PP |
5,847.3 |
5,847.3 |
5,847.3 |
5,864.0 |
| S1 |
5,780.7 |
5,780.7 |
5,833.0 |
5,814.0 |
| S2 |
5,716.3 |
5,716.3 |
5,821.0 |
|
| S3 |
5,585.3 |
5,649.7 |
5,809.0 |
|
| S4 |
5,454.3 |
5,518.7 |
5,773.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,914.0 |
5,808.0 |
106.0 |
1.8% |
60.6 |
1.0% |
73% |
False |
False |
21,201 |
| 10 |
5,914.0 |
5,685.0 |
229.0 |
3.9% |
67.7 |
1.2% |
87% |
False |
False |
23,809 |
| 20 |
5,914.0 |
5,456.0 |
458.0 |
7.8% |
62.5 |
1.1% |
94% |
False |
False |
24,859 |
| 40 |
5,914.0 |
5,213.0 |
701.0 |
11.9% |
60.1 |
1.0% |
96% |
False |
False |
23,145 |
| 60 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
61.1 |
1.0% |
97% |
False |
False |
22,242 |
| 80 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
46.6 |
0.8% |
97% |
False |
False |
16,690 |
| 100 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
38.0 |
0.6% |
97% |
False |
False |
13,363 |
| 120 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
31.7 |
0.5% |
97% |
False |
False |
11,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,115.8 |
|
2.618 |
6,032.5 |
|
1.618 |
5,981.5 |
|
1.000 |
5,950.0 |
|
0.618 |
5,930.5 |
|
HIGH |
5,899.0 |
|
0.618 |
5,879.5 |
|
0.500 |
5,873.5 |
|
0.382 |
5,867.5 |
|
LOW |
5,848.0 |
|
0.618 |
5,816.5 |
|
1.000 |
5,797.0 |
|
1.618 |
5,765.5 |
|
2.618 |
5,714.5 |
|
4.250 |
5,631.3 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,881.2 |
5,877.3 |
| PP |
5,877.3 |
5,869.7 |
| S1 |
5,873.5 |
5,862.0 |
|