Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,237.5 |
1,237.5 |
0.0 |
0.0% |
1,284.1 |
High |
1,242.3 |
1,245.0 |
2.7 |
0.2% |
1,284.7 |
Low |
1,235.4 |
1,231.2 |
-4.2 |
-0.3% |
1,228.0 |
Close |
1,240.8 |
1,231.6 |
-9.2 |
-0.7% |
1,233.9 |
Range |
6.9 |
13.8 |
6.9 |
100.0% |
56.7 |
ATR |
22.7 |
22.1 |
-0.6 |
-2.8% |
0.0 |
Volume |
319 |
231 |
-88 |
-27.6% |
5,267 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.3 |
1,268.3 |
1,239.2 |
|
R3 |
1,263.5 |
1,254.5 |
1,235.4 |
|
R2 |
1,249.7 |
1,249.7 |
1,234.1 |
|
R1 |
1,240.7 |
1,240.7 |
1,232.9 |
1,238.3 |
PP |
1,235.9 |
1,235.9 |
1,235.9 |
1,234.8 |
S1 |
1,226.9 |
1,226.9 |
1,230.3 |
1,224.5 |
S2 |
1,222.1 |
1,222.1 |
1,229.1 |
|
S3 |
1,208.3 |
1,213.1 |
1,227.8 |
|
S4 |
1,194.5 |
1,199.3 |
1,224.0 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.0 |
1,383.1 |
1,265.1 |
|
R3 |
1,362.3 |
1,326.4 |
1,249.5 |
|
R2 |
1,305.6 |
1,305.6 |
1,244.3 |
|
R1 |
1,269.7 |
1,269.7 |
1,239.1 |
1,259.3 |
PP |
1,248.9 |
1,248.9 |
1,248.9 |
1,243.7 |
S1 |
1,213.0 |
1,213.0 |
1,228.7 |
1,202.6 |
S2 |
1,192.2 |
1,192.2 |
1,223.5 |
|
S3 |
1,135.5 |
1,156.3 |
1,218.3 |
|
S4 |
1,078.8 |
1,099.6 |
1,202.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,272.6 |
1,228.0 |
44.6 |
3.6% |
18.0 |
1.5% |
8% |
False |
False |
356 |
10 |
1,293.3 |
1,228.0 |
65.3 |
5.3% |
21.3 |
1.7% |
6% |
False |
False |
26,281 |
20 |
1,307.8 |
1,224.9 |
82.9 |
6.7% |
23.1 |
1.9% |
8% |
False |
False |
116,195 |
40 |
1,307.8 |
1,167.3 |
140.5 |
11.4% |
22.2 |
1.8% |
46% |
False |
False |
121,250 |
60 |
1,307.8 |
1,141.7 |
166.1 |
13.5% |
22.8 |
1.8% |
54% |
False |
False |
120,239 |
80 |
1,307.8 |
1,132.0 |
175.8 |
14.3% |
21.4 |
1.7% |
57% |
False |
False |
93,170 |
100 |
1,307.8 |
1,132.0 |
175.8 |
14.3% |
20.0 |
1.6% |
57% |
False |
False |
75,014 |
120 |
1,307.8 |
1,132.0 |
175.8 |
14.3% |
18.7 |
1.5% |
57% |
False |
False |
62,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.7 |
2.618 |
1,281.1 |
1.618 |
1,267.3 |
1.000 |
1,258.8 |
0.618 |
1,253.5 |
HIGH |
1,245.0 |
0.618 |
1,239.7 |
0.500 |
1,238.1 |
0.382 |
1,236.5 |
LOW |
1,231.2 |
0.618 |
1,222.7 |
1.000 |
1,217.4 |
1.618 |
1,208.9 |
2.618 |
1,195.1 |
4.250 |
1,172.6 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,238.1 |
1,247.8 |
PP |
1,235.9 |
1,242.4 |
S1 |
1,233.8 |
1,237.0 |
|