Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,208.67 |
18,224.41 |
15.74 |
0.1% |
18,019.80 |
High |
18,244.38 |
18,239.43 |
-4.95 |
0.0% |
18,144.29 |
Low |
18,182.76 |
18,157.07 |
-25.69 |
-0.1% |
17,878.37 |
Close |
18,224.57 |
18,214.42 |
-10.15 |
-0.1% |
18,140.44 |
Range |
61.62 |
82.36 |
20.74 |
33.7% |
265.92 |
ATR |
170.47 |
164.17 |
-6.29 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,450.72 |
18,414.93 |
18,259.72 |
|
R3 |
18,368.36 |
18,332.57 |
18,237.07 |
|
R2 |
18,286.00 |
18,286.00 |
18,229.52 |
|
R1 |
18,250.21 |
18,250.21 |
18,221.97 |
18,226.93 |
PP |
18,203.64 |
18,203.64 |
18,203.64 |
18,192.00 |
S1 |
18,167.85 |
18,167.85 |
18,206.87 |
18,144.57 |
S2 |
18,121.28 |
18,121.28 |
18,199.32 |
|
S3 |
18,038.92 |
18,085.49 |
18,191.77 |
|
S4 |
17,956.56 |
18,003.13 |
18,169.12 |
|
|
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 |
18,244.38 |
17,878.37 |
366.01 |
2.0% |
125.73 |
0.7% |
92% |
False |
False |
|
10 |
18,244.38 |
17,862.14 |
382.24 |
2.1% |
108.90 |
0.6% |
92% |
False |
False |
|
20 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
164.62 |
0.9% |
98% |
False |
False |
|
40 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
211.72 |
1.2% |
98% |
False |
False |
|
60 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
201.60 |
1.1% |
98% |
False |
False |
|
80 |
18,244.38 |
17,037.76 |
1,206.62 |
6.6% |
174.50 |
1.0% |
98% |
False |
False |
|
100 |
18,244.38 |
15,855.12 |
2,389.26 |
13.1% |
188.23 |
1.0% |
99% |
False |
False |
|
120 |
18,244.38 |
15,855.12 |
2,389.26 |
13.1% |
180.57 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,589.46 |
2.618 |
18,455.05 |
1.618 |
18,372.69 |
1.000 |
18,321.79 |
0.618 |
18,290.33 |
HIGH |
18,239.43 |
0.618 |
18,207.97 |
0.500 |
18,198.25 |
0.382 |
18,188.53 |
LOW |
18,157.07 |
0.618 |
18,106.17 |
1.000 |
18,074.71 |
1.618 |
18,023.81 |
2.618 |
17,941.45 |
4.250 |
17,807.04 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,209.03 |
18,200.13 |
PP |
18,203.64 |
18,185.84 |
S1 |
18,198.25 |
18,171.56 |
|