Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,140.76 |
18,112.57 |
-28.19 |
-0.2% |
18,019.80 |
High |
18,141.21 |
18,231.09 |
89.88 |
0.5% |
18,144.29 |
Low |
18,054.84 |
18,098.73 |
43.89 |
0.2% |
17,878.37 |
Close |
18,116.84 |
18,209.19 |
92.35 |
0.5% |
18,140.44 |
Range |
86.37 |
132.36 |
45.99 |
53.2% |
265.92 |
ATR |
182.41 |
178.84 |
-3.58 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,576.75 |
18,525.33 |
18,281.99 |
|
R3 |
18,444.39 |
18,392.97 |
18,245.59 |
|
R2 |
18,312.03 |
18,312.03 |
18,233.46 |
|
R1 |
18,260.61 |
18,260.61 |
18,221.32 |
18,286.32 |
PP |
18,179.67 |
18,179.67 |
18,179.67 |
18,192.53 |
S1 |
18,128.25 |
18,128.25 |
18,197.06 |
18,153.96 |
S2 |
18,047.31 |
18,047.31 |
18,184.92 |
|
S3 |
17,914.95 |
17,995.89 |
18,172.79 |
|
S4 |
17,782.59 |
17,863.53 |
18,136.39 |
|
|
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 |
18,231.09 |
17,878.37 |
352.72 |
1.9% |
131.04 |
0.7% |
94% |
True |
False |
|
10 |
18,231.09 |
17,729.24 |
501.85 |
2.8% |
124.36 |
0.7% |
96% |
True |
False |
|
20 |
18,231.09 |
17,037.76 |
1,193.33 |
6.6% |
189.70 |
1.0% |
98% |
True |
False |
|
40 |
18,231.09 |
17,037.76 |
1,193.33 |
6.6% |
211.04 |
1.2% |
98% |
True |
False |
|
60 |
18,231.09 |
17,037.76 |
1,193.33 |
6.6% |
201.34 |
1.1% |
98% |
True |
False |
|
80 |
18,231.09 |
16,895.38 |
1,335.71 |
7.3% |
178.62 |
1.0% |
98% |
True |
False |
|
100 |
18,231.09 |
15,855.12 |
2,375.97 |
13.0% |
191.28 |
1.1% |
99% |
True |
False |
|
120 |
18,231.09 |
15,855.12 |
2,375.97 |
13.0% |
181.23 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,793.62 |
2.618 |
18,577.61 |
1.618 |
18,445.25 |
1.000 |
18,363.45 |
0.618 |
18,312.89 |
HIGH |
18,231.09 |
0.618 |
18,180.53 |
0.500 |
18,164.91 |
0.382 |
18,149.29 |
LOW |
18,098.73 |
0.618 |
18,016.93 |
1.000 |
17,966.37 |
1.618 |
17,884.57 |
2.618 |
17,752.21 |
4.250 |
17,536.20 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,194.43 |
18,157.70 |
PP |
18,179.67 |
18,106.22 |
S1 |
18,164.91 |
18,054.73 |
|