Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,019.80 |
18,045.72 |
25.92 |
0.1% |
17,821.49 |
High |
18,052.01 |
18,048.70 |
-3.31 |
0.0% |
18,037.41 |
Low |
17,951.41 |
17,982.20 |
30.79 |
0.2% |
17,685.32 |
Close |
18,047.58 |
18,029.85 |
-17.73 |
-0.1% |
18,019.35 |
Range |
100.60 |
66.50 |
-34.10 |
-33.9% |
352.09 |
ATR |
199.50 |
190.00 |
-9.50 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,219.75 |
18,191.30 |
18,066.43 |
|
R3 |
18,153.25 |
18,124.80 |
18,048.14 |
|
R2 |
18,086.75 |
18,086.75 |
18,042.04 |
|
R1 |
18,058.30 |
18,058.30 |
18,035.95 |
18,039.28 |
PP |
18,020.25 |
18,020.25 |
18,020.25 |
18,010.74 |
S1 |
17,991.80 |
17,991.80 |
18,023.75 |
17,972.78 |
S2 |
17,953.75 |
17,953.75 |
18,017.66 |
|
S3 |
17,887.25 |
17,925.30 |
18,011.56 |
|
S4 |
17,820.75 |
17,858.80 |
17,993.28 |
|
|
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 |
17,759.65 |
292.36 |
1.6% |
98.76 |
0.5% |
92% |
False |
False |
|
10 |
18,052.01 |
17,603.21 |
448.80 |
2.5% |
136.91 |
0.8% |
95% |
False |
False |
|
20 |
18,052.01 |
17,037.76 |
1,014.25 |
5.6% |
202.05 |
1.1% |
98% |
False |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
207.21 |
1.1% |
93% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
5.9% |
198.46 |
1.1% |
93% |
False |
False |
|
80 |
18,103.45 |
16,468.07 |
1,635.38 |
9.1% |
180.63 |
1.0% |
95% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
192.99 |
1.1% |
97% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.5% |
179.02 |
1.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,331.33 |
2.618 |
18,222.80 |
1.618 |
18,156.30 |
1.000 |
18,115.20 |
0.618 |
18,089.80 |
HIGH |
18,048.70 |
0.618 |
18,023.30 |
0.500 |
18,015.45 |
0.382 |
18,007.60 |
LOW |
17,982.20 |
0.618 |
17,941.10 |
1.000 |
17,915.70 |
1.618 |
17,874.60 |
2.618 |
17,808.10 |
4.250 |
17,699.58 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,025.05 |
18,020.47 |
PP |
18,020.25 |
18,011.09 |
S1 |
18,015.45 |
18,001.71 |
|