Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,862.14 |
17,968.65 |
106.51 |
0.6% |
17,821.49 |
High |
17,975.65 |
18,037.41 |
61.76 |
0.3% |
18,037.41 |
Low |
17,862.14 |
17,961.76 |
99.62 |
0.6% |
17,685.32 |
Close |
17,972.38 |
18,019.35 |
46.97 |
0.3% |
18,019.35 |
Range |
113.51 |
75.65 |
-37.86 |
-33.4% |
352.09 |
ATR |
217.22 |
207.11 |
-10.11 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,233.12 |
18,201.89 |
18,060.96 |
|
R3 |
18,157.47 |
18,126.24 |
18,040.15 |
|
R2 |
18,081.82 |
18,081.82 |
18,033.22 |
|
R1 |
18,050.59 |
18,050.59 |
18,026.28 |
18,066.21 |
PP |
18,006.17 |
18,006.17 |
18,006.17 |
18,013.98 |
S1 |
17,974.94 |
17,974.94 |
18,012.42 |
17,990.56 |
S2 |
17,930.52 |
17,930.52 |
18,005.48 |
|
S3 |
17,854.87 |
17,899.29 |
17,998.55 |
|
S4 |
17,779.22 |
17,823.64 |
17,977.74 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,970.30 |
18,846.91 |
18,213.00 |
|
R3 |
18,618.21 |
18,494.82 |
18,116.17 |
|
R2 |
18,266.12 |
18,266.12 |
18,083.90 |
|
R1 |
18,142.73 |
18,142.73 |
18,051.62 |
18,204.43 |
PP |
17,914.03 |
17,914.03 |
17,914.03 |
17,944.87 |
S1 |
17,790.64 |
17,790.64 |
17,987.08 |
17,852.34 |
S2 |
17,561.94 |
17,561.94 |
17,954.80 |
|
S3 |
17,209.85 |
17,438.55 |
17,922.53 |
|
S4 |
16,857.76 |
17,086.46 |
17,825.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,037.41 |
17,685.32 |
352.09 |
2.0% |
124.80 |
0.7% |
95% |
True |
False |
|
10 |
18,037.41 |
17,037.76 |
999.65 |
5.5% |
183.27 |
1.0% |
98% |
True |
False |
|
20 |
18,037.41 |
17,037.76 |
999.65 |
5.5% |
220.03 |
1.2% |
98% |
True |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
221.30 |
1.2% |
92% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
198.70 |
1.1% |
92% |
False |
False |
|
80 |
18,103.45 |
16,405.77 |
1,697.68 |
9.4% |
183.66 |
1.0% |
95% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
194.41 |
1.1% |
96% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
179.19 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,358.92 |
2.618 |
18,235.46 |
1.618 |
18,159.81 |
1.000 |
18,113.06 |
0.618 |
18,084.16 |
HIGH |
18,037.41 |
0.618 |
18,008.51 |
0.500 |
17,999.59 |
0.382 |
17,990.66 |
LOW |
17,961.76 |
0.618 |
17,915.01 |
1.000 |
17,886.11 |
1.618 |
17,839.36 |
2.618 |
17,763.71 |
4.250 |
17,640.25 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,012.76 |
17,979.08 |
PP |
18,006.17 |
17,938.80 |
S1 |
17,999.59 |
17,898.53 |
|