| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.2 |
1,203.0 |
-6.2 |
-0.5% |
1,232.4 |
| High |
1,215.8 |
1,210.1 |
-5.7 |
-0.5% |
1,236.0 |
| Low |
1,199.2 |
1,192.5 |
-6.7 |
-0.6% |
1,197.9 |
| Close |
1,205.7 |
1,201.6 |
-4.1 |
-0.3% |
1,205.7 |
| Range |
16.6 |
17.6 |
1.0 |
6.0% |
38.1 |
| ATR |
20.8 |
20.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
3,674 |
1,646 |
-2,028 |
-55.2% |
12,872 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.2 |
1,245.5 |
1,211.3 |
|
| R3 |
1,236.6 |
1,227.9 |
1,206.4 |
|
| R2 |
1,219.0 |
1,219.0 |
1,204.8 |
|
| R1 |
1,210.3 |
1,210.3 |
1,203.2 |
1,205.9 |
| PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,199.2 |
| S1 |
1,192.7 |
1,192.7 |
1,200.0 |
1,188.3 |
| S2 |
1,183.8 |
1,183.8 |
1,198.4 |
|
| S3 |
1,166.2 |
1,175.1 |
1,196.8 |
|
| S4 |
1,148.6 |
1,157.5 |
1,191.9 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.5 |
1,304.7 |
1,226.7 |
|
| R3 |
1,289.4 |
1,266.6 |
1,216.2 |
|
| R2 |
1,251.3 |
1,251.3 |
1,212.7 |
|
| R1 |
1,228.5 |
1,228.5 |
1,209.2 |
1,220.9 |
| PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,209.4 |
| S1 |
1,190.4 |
1,190.4 |
1,202.2 |
1,182.8 |
| S2 |
1,175.1 |
1,175.1 |
1,198.7 |
|
| S3 |
1,137.0 |
1,152.3 |
1,195.2 |
|
| S4 |
1,098.9 |
1,114.2 |
1,184.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,236.0 |
1,192.5 |
43.5 |
3.6% |
19.9 |
1.7% |
21% |
False |
True |
2,903 |
| 10 |
1,246.5 |
1,192.5 |
54.0 |
4.5% |
16.9 |
1.4% |
17% |
False |
True |
3,057 |
| 20 |
1,300.6 |
1,192.5 |
108.1 |
9.0% |
20.5 |
1.7% |
8% |
False |
True |
4,164 |
| 40 |
1,309.0 |
1,169.0 |
140.0 |
11.7% |
20.4 |
1.7% |
23% |
False |
False |
3,727 |
| 60 |
1,309.0 |
1,143.2 |
165.8 |
13.8% |
21.1 |
1.8% |
35% |
False |
False |
3,482 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
21.1 |
1.8% |
39% |
False |
False |
3,372 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.2 |
1.6% |
39% |
False |
False |
2,899 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
17.7 |
1.5% |
39% |
False |
False |
2,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.9 |
|
2.618 |
1,256.2 |
|
1.618 |
1,238.6 |
|
1.000 |
1,227.7 |
|
0.618 |
1,221.0 |
|
HIGH |
1,210.1 |
|
0.618 |
1,203.4 |
|
0.500 |
1,201.3 |
|
0.382 |
1,199.2 |
|
LOW |
1,192.5 |
|
0.618 |
1,181.6 |
|
1.000 |
1,174.9 |
|
1.618 |
1,164.0 |
|
2.618 |
1,146.4 |
|
4.250 |
1,117.7 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.5 |
1,208.1 |
| PP |
1,201.4 |
1,205.9 |
| S1 |
1,201.3 |
1,203.8 |
|