| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,224.1 |
1,232.4 |
8.3 |
0.7% |
1,237.0 |
| High |
1,235.2 |
1,236.0 |
0.8 |
0.1% |
1,246.5 |
| Low |
1,223.5 |
1,204.1 |
-19.4 |
-1.6% |
1,218.0 |
| Close |
1,227.9 |
1,209.4 |
-18.5 |
-1.5% |
1,227.9 |
| Range |
11.7 |
31.9 |
20.2 |
172.6% |
28.5 |
| ATR |
20.5 |
21.3 |
0.8 |
4.0% |
0.0 |
| Volume |
3,129 |
2,780 |
-349 |
-11.2% |
16,053 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.2 |
1,292.7 |
1,226.9 |
|
| R3 |
1,280.3 |
1,260.8 |
1,218.2 |
|
| R2 |
1,248.4 |
1,248.4 |
1,215.2 |
|
| R1 |
1,228.9 |
1,228.9 |
1,212.3 |
1,222.7 |
| PP |
1,216.5 |
1,216.5 |
1,216.5 |
1,213.4 |
| S1 |
1,197.0 |
1,197.0 |
1,206.5 |
1,190.8 |
| S2 |
1,184.6 |
1,184.6 |
1,203.6 |
|
| S3 |
1,152.7 |
1,165.1 |
1,200.6 |
|
| S4 |
1,120.8 |
1,133.2 |
1,191.9 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.3 |
1,300.6 |
1,243.6 |
|
| R3 |
1,287.8 |
1,272.1 |
1,235.7 |
|
| R2 |
1,259.3 |
1,259.3 |
1,233.1 |
|
| R1 |
1,243.6 |
1,243.6 |
1,230.5 |
1,237.2 |
| PP |
1,230.8 |
1,230.8 |
1,230.8 |
1,227.6 |
| S1 |
1,215.1 |
1,215.1 |
1,225.3 |
1,208.7 |
| S2 |
1,202.3 |
1,202.3 |
1,222.7 |
|
| S3 |
1,173.8 |
1,186.6 |
1,220.1 |
|
| S4 |
1,145.3 |
1,158.1 |
1,212.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.5 |
1,204.1 |
42.4 |
3.5% |
18.7 |
1.5% |
13% |
False |
True |
2,930 |
| 10 |
1,286.5 |
1,204.1 |
82.4 |
6.8% |
20.4 |
1.7% |
6% |
False |
True |
3,129 |
| 20 |
1,309.0 |
1,204.1 |
104.9 |
8.7% |
21.7 |
1.8% |
5% |
False |
True |
4,497 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
20.5 |
1.7% |
29% |
False |
False |
3,601 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.7% |
21.2 |
1.8% |
40% |
False |
False |
3,491 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.6 |
1.7% |
43% |
False |
False |
3,276 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.0 |
1.6% |
43% |
False |
False |
2,811 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
17.2 |
1.4% |
43% |
False |
False |
2,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.6 |
|
2.618 |
1,319.5 |
|
1.618 |
1,287.6 |
|
1.000 |
1,267.9 |
|
0.618 |
1,255.7 |
|
HIGH |
1,236.0 |
|
0.618 |
1,223.8 |
|
0.500 |
1,220.1 |
|
0.382 |
1,216.3 |
|
LOW |
1,204.1 |
|
0.618 |
1,184.4 |
|
1.000 |
1,172.2 |
|
1.618 |
1,152.5 |
|
2.618 |
1,120.6 |
|
4.250 |
1,068.5 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.1 |
1,220.1 |
| PP |
1,216.5 |
1,216.5 |
| S1 |
1,213.0 |
1,213.0 |
|