Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,028.67 |
17,985.77 |
-42.90 |
-0.2% |
18,019.80 |
High |
18,028.67 |
18,144.29 |
115.62 |
0.6% |
18,144.29 |
Low |
17,924.60 |
17,878.37 |
-46.23 |
-0.3% |
17,878.37 |
Close |
17,985.77 |
18,140.44 |
154.67 |
0.9% |
18,140.44 |
Range |
104.07 |
265.92 |
161.85 |
155.5% |
265.92 |
ATR |
183.95 |
189.80 |
5.86 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,852.13 |
18,762.20 |
18,286.70 |
|
R3 |
18,586.21 |
18,496.28 |
18,213.57 |
|
R2 |
18,320.29 |
18,320.29 |
18,189.19 |
|
R1 |
18,230.36 |
18,230.36 |
18,164.82 |
18,275.33 |
PP |
18,054.37 |
18,054.37 |
18,054.37 |
18,076.85 |
S1 |
17,964.44 |
17,964.44 |
18,116.06 |
18,009.41 |
S2 |
17,788.45 |
17,788.45 |
18,091.69 |
|
S3 |
17,522.53 |
17,698.52 |
18,067.31 |
|
S4 |
17,256.61 |
17,432.60 |
17,994.18 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,852.13 |
18,762.20 |
18,286.70 |
|
R3 |
18,586.21 |
18,496.28 |
18,213.57 |
|
R2 |
18,320.29 |
18,320.29 |
18,189.19 |
|
R1 |
18,230.36 |
18,230.36 |
18,164.82 |
18,275.33 |
PP |
18,054.37 |
18,054.37 |
18,054.37 |
18,076.85 |
S1 |
17,964.44 |
17,964.44 |
18,116.06 |
18,009.41 |
S2 |
17,788.45 |
17,788.45 |
18,091.69 |
|
S3 |
17,522.53 |
17,698.52 |
18,067.31 |
|
S4 |
17,256.61 |
17,432.60 |
17,994.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,144.29 |
17,878.37 |
265.92 |
1.5% |
122.55 |
0.7% |
99% |
True |
True |
|
10 |
18,144.29 |
17,685.32 |
458.97 |
2.5% |
134.78 |
0.7% |
99% |
True |
False |
|
20 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
192.45 |
1.1% |
100% |
True |
False |
|
40 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
209.51 |
1.2% |
100% |
True |
False |
|
60 |
18,144.29 |
17,037.76 |
1,106.53 |
6.1% |
199.79 |
1.1% |
100% |
True |
False |
|
80 |
18,144.29 |
16,729.83 |
1,414.46 |
7.8% |
179.49 |
1.0% |
100% |
True |
False |
|
100 |
18,144.29 |
15,855.12 |
2,289.17 |
12.6% |
192.10 |
1.1% |
100% |
True |
False |
|
120 |
18,144.29 |
15,855.12 |
2,289.17 |
12.6% |
180.90 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,274.45 |
2.618 |
18,840.47 |
1.618 |
18,574.55 |
1.000 |
18,410.21 |
0.618 |
18,308.63 |
HIGH |
18,144.29 |
0.618 |
18,042.71 |
0.500 |
18,011.33 |
0.382 |
17,979.95 |
LOW |
17,878.37 |
0.618 |
17,714.03 |
1.000 |
17,612.45 |
1.618 |
17,448.11 |
2.618 |
17,182.19 |
4.250 |
16,748.21 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,097.40 |
18,097.40 |
PP |
18,054.37 |
18,054.37 |
S1 |
18,011.33 |
18,011.33 |
|