Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,237.5 |
1,233.3 |
-4.2 |
-0.3% |
1,284.1 |
High |
1,245.0 |
1,237.4 |
-7.6 |
-0.6% |
1,284.7 |
Low |
1,231.2 |
1,219.0 |
-12.2 |
-1.0% |
1,228.0 |
Close |
1,231.6 |
1,219.0 |
-12.6 |
-1.0% |
1,233.9 |
Range |
13.8 |
18.4 |
4.6 |
33.3% |
56.7 |
ATR |
22.1 |
21.8 |
-0.3 |
-1.2% |
0.0 |
Volume |
231 |
102 |
-129 |
-55.8% |
5,267 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.3 |
1,268.1 |
1,229.1 |
|
R3 |
1,261.9 |
1,249.7 |
1,224.1 |
|
R2 |
1,243.5 |
1,243.5 |
1,222.4 |
|
R1 |
1,231.3 |
1,231.3 |
1,220.7 |
1,228.2 |
PP |
1,225.1 |
1,225.1 |
1,225.1 |
1,223.6 |
S1 |
1,212.9 |
1,212.9 |
1,217.3 |
1,209.8 |
S2 |
1,206.7 |
1,206.7 |
1,215.6 |
|
S3 |
1,188.3 |
1,194.5 |
1,213.9 |
|
S4 |
1,169.9 |
1,176.1 |
1,208.9 |
|
|
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 |
1,219.0 |
53.6 |
4.4% |
18.7 |
1.5% |
0% |
False |
True |
243 |
10 |
1,285.4 |
1,219.0 |
66.4 |
5.4% |
21.8 |
1.8% |
0% |
False |
True |
8,252 |
20 |
1,307.8 |
1,219.0 |
88.8 |
7.3% |
23.2 |
1.9% |
0% |
False |
True |
107,217 |
40 |
1,307.8 |
1,167.3 |
140.5 |
11.5% |
22.4 |
1.8% |
37% |
False |
False |
118,223 |
60 |
1,307.8 |
1,141.7 |
166.1 |
13.6% |
22.8 |
1.9% |
47% |
False |
False |
119,627 |
80 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
21.5 |
1.8% |
49% |
False |
False |
93,147 |
100 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
20.1 |
1.6% |
49% |
False |
False |
75,005 |
120 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
18.8 |
1.5% |
49% |
False |
False |
62,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.6 |
2.618 |
1,285.6 |
1.618 |
1,267.2 |
1.000 |
1,255.8 |
0.618 |
1,248.8 |
HIGH |
1,237.4 |
0.618 |
1,230.4 |
0.500 |
1,228.2 |
0.382 |
1,226.0 |
LOW |
1,219.0 |
0.618 |
1,207.6 |
1.000 |
1,200.6 |
1.618 |
1,189.2 |
2.618 |
1,170.8 |
4.250 |
1,140.8 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,228.2 |
1,232.0 |
PP |
1,225.1 |
1,227.7 |
S1 |
1,222.1 |
1,223.3 |
|