Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,867.86 |
17,862.14 |
-5.72 |
0.0% |
17,169.99 |
High |
17,897.21 |
17,975.65 |
78.44 |
0.4% |
17,951.09 |
Low |
17,759.65 |
17,862.14 |
102.49 |
0.6% |
17,037.76 |
Close |
17,862.14 |
17,972.38 |
110.24 |
0.6% |
17,824.29 |
Range |
137.56 |
113.51 |
-24.05 |
-17.5% |
913.33 |
ATR |
225.20 |
217.22 |
-7.98 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,277.25 |
18,238.33 |
18,034.81 |
|
R3 |
18,163.74 |
18,124.82 |
18,003.60 |
|
R2 |
18,050.23 |
18,050.23 |
17,993.19 |
|
R1 |
18,011.31 |
18,011.31 |
17,982.79 |
18,030.77 |
PP |
17,936.72 |
17,936.72 |
17,936.72 |
17,946.46 |
S1 |
17,897.80 |
17,897.80 |
17,961.97 |
17,917.26 |
S2 |
17,823.21 |
17,823.21 |
17,951.57 |
|
S3 |
17,709.70 |
17,784.29 |
17,941.16 |
|
S4 |
17,596.19 |
17,670.78 |
17,909.95 |
|
|
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 |
17,975.65 |
17,685.32 |
290.33 |
1.6% |
147.01 |
0.8% |
99% |
True |
False |
|
10 |
17,975.65 |
17,037.76 |
937.89 |
5.2% |
202.02 |
1.1% |
100% |
True |
False |
|
20 |
17,975.65 |
17,037.76 |
937.89 |
5.2% |
227.22 |
1.3% |
100% |
True |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
228.40 |
1.3% |
88% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
198.58 |
1.1% |
88% |
False |
False |
|
80 |
18,103.45 |
16,260.54 |
1,842.91 |
10.3% |
184.47 |
1.0% |
93% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
194.84 |
1.1% |
94% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
179.23 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,458.07 |
2.618 |
18,272.82 |
1.618 |
18,159.31 |
1.000 |
18,089.16 |
0.618 |
18,045.80 |
HIGH |
17,975.65 |
0.618 |
17,932.29 |
0.500 |
17,918.90 |
0.382 |
17,905.50 |
LOW |
17,862.14 |
0.618 |
17,791.99 |
1.000 |
17,748.63 |
1.618 |
17,678.48 |
2.618 |
17,564.97 |
4.250 |
17,379.72 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,954.55 |
17,932.40 |
PP |
17,936.72 |
17,892.42 |
S1 |
17,918.90 |
17,852.45 |
|