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 |
17,968.65 |
18,019.80 |
51.15 |
0.3% |
17,821.49 |
High |
18,037.41 |
18,052.01 |
14.60 |
0.1% |
18,037.41 |
Low |
17,961.76 |
17,951.41 |
-10.35 |
-0.1% |
17,685.32 |
Close |
18,019.35 |
18,047.58 |
28.23 |
0.2% |
18,019.35 |
Range |
75.65 |
100.60 |
24.95 |
33.0% |
352.09 |
ATR |
207.11 |
199.50 |
-7.61 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,318.80 |
18,283.79 |
18,102.91 |
|
R3 |
18,218.20 |
18,183.19 |
18,075.25 |
|
R2 |
18,117.60 |
18,117.60 |
18,066.02 |
|
R1 |
18,082.59 |
18,082.59 |
18,056.80 |
18,100.10 |
PP |
18,017.00 |
18,017.00 |
18,017.00 |
18,025.75 |
S1 |
17,981.99 |
17,981.99 |
18,038.36 |
17,999.50 |
S2 |
17,916.40 |
17,916.40 |
18,029.14 |
|
S3 |
17,815.80 |
17,881.39 |
18,019.92 |
|
S4 |
17,715.20 |
17,780.79 |
17,992.25 |
|
|
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 |
18,052.01 |
17,729.24 |
322.77 |
1.8% |
117.68 |
0.7% |
99% |
True |
False |
|
10 |
18,052.01 |
17,369.97 |
682.04 |
3.8% |
160.34 |
0.9% |
99% |
True |
False |
|
20 |
18,052.01 |
17,037.76 |
1,014.25 |
5.6% |
210.82 |
1.2% |
100% |
True |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
215.81 |
1.2% |
95% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
198.82 |
1.1% |
95% |
False |
False |
|
80 |
18,103.45 |
16,459.85 |
1,643.60 |
9.1% |
182.23 |
1.0% |
97% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
194.25 |
1.1% |
98% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
179.09 |
1.0% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,479.56 |
2.618 |
18,315.38 |
1.618 |
18,214.78 |
1.000 |
18,152.61 |
0.618 |
18,114.18 |
HIGH |
18,052.01 |
0.618 |
18,013.58 |
0.500 |
18,001.71 |
0.382 |
17,989.84 |
LOW |
17,951.41 |
0.618 |
17,889.24 |
1.000 |
17,850.81 |
1.618 |
17,788.64 |
2.618 |
17,688.04 |
4.250 |
17,523.86 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,032.29 |
18,017.41 |
PP |
18,017.00 |
17,987.24 |
S1 |
18,001.71 |
17,957.08 |
|