Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,881.54 |
17,821.49 |
-60.05 |
-0.3% |
17,169.99 |
High |
17,951.09 |
17,821.49 |
-129.60 |
-0.7% |
17,951.09 |
Low |
17,764.40 |
17,685.32 |
-79.08 |
-0.4% |
17,037.76 |
Close |
17,824.29 |
17,729.21 |
-95.08 |
-0.5% |
17,824.29 |
Range |
186.69 |
136.17 |
-50.52 |
-27.1% |
913.33 |
ATR |
244.96 |
237.38 |
-7.57 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,153.85 |
18,077.70 |
17,804.10 |
|
R3 |
18,017.68 |
17,941.53 |
17,766.66 |
|
R2 |
17,881.51 |
17,881.51 |
17,754.17 |
|
R1 |
17,805.36 |
17,805.36 |
17,741.69 |
17,775.35 |
PP |
17,745.34 |
17,745.34 |
17,745.34 |
17,730.34 |
S1 |
17,669.19 |
17,669.19 |
17,716.73 |
17,639.18 |
S2 |
17,609.17 |
17,609.17 |
17,704.25 |
|
S3 |
17,473.00 |
17,533.02 |
17,691.76 |
|
S4 |
17,336.83 |
17,396.85 |
17,654.32 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,344.37 |
19,997.66 |
18,326.62 |
|
R3 |
19,431.04 |
19,084.33 |
18,075.46 |
|
R2 |
18,517.71 |
18,517.71 |
17,991.73 |
|
R1 |
18,171.00 |
18,171.00 |
17,908.01 |
18,344.36 |
PP |
17,604.38 |
17,604.38 |
17,604.38 |
17,691.06 |
S1 |
17,257.67 |
17,257.67 |
17,740.57 |
17,431.03 |
S2 |
16,691.05 |
16,691.05 |
17,656.85 |
|
S3 |
15,777.72 |
16,344.34 |
17,573.12 |
|
S4 |
14,864.39 |
15,431.01 |
17,321.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,951.09 |
17,369.97 |
581.12 |
3.3% |
203.00 |
1.1% |
62% |
False |
False |
|
10 |
17,951.09 |
17,037.76 |
913.33 |
5.2% |
255.04 |
1.4% |
76% |
False |
False |
|
20 |
17,951.09 |
17,037.76 |
913.33 |
5.2% |
256.17 |
1.4% |
76% |
False |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
238.64 |
1.3% |
65% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
196.09 |
1.1% |
65% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
192.36 |
1.1% |
83% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
194.08 |
1.1% |
83% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
178.12 |
1.0% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,400.21 |
2.618 |
18,177.98 |
1.618 |
18,041.81 |
1.000 |
17,957.66 |
0.618 |
17,905.64 |
HIGH |
17,821.49 |
0.618 |
17,769.47 |
0.500 |
17,753.41 |
0.382 |
17,737.34 |
LOW |
17,685.32 |
0.618 |
17,601.17 |
1.000 |
17,549.15 |
1.618 |
17,465.00 |
2.618 |
17,328.83 |
4.250 |
17,106.60 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,753.41 |
17,814.18 |
PP |
17,745.34 |
17,785.85 |
S1 |
17,737.28 |
17,757.53 |
|