Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,233.3 |
1,217.9 |
-15.4 |
-1.2% |
1,284.1 |
High |
1,237.4 |
1,229.8 |
-7.6 |
-0.6% |
1,284.7 |
Low |
1,219.0 |
1,217.9 |
-1.1 |
-0.1% |
1,228.0 |
Close |
1,219.0 |
1,220.1 |
1.1 |
0.1% |
1,233.9 |
Range |
18.4 |
11.9 |
-6.5 |
-35.3% |
56.7 |
ATR |
21.8 |
21.1 |
-0.7 |
-3.2% |
0.0 |
Volume |
102 |
99 |
-3 |
-2.9% |
5,267 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.3 |
1,251.1 |
1,226.6 |
|
R3 |
1,246.4 |
1,239.2 |
1,223.4 |
|
R2 |
1,234.5 |
1,234.5 |
1,222.3 |
|
R1 |
1,227.3 |
1,227.3 |
1,221.2 |
1,230.9 |
PP |
1,222.6 |
1,222.6 |
1,222.6 |
1,224.4 |
S1 |
1,215.4 |
1,215.4 |
1,219.0 |
1,219.0 |
S2 |
1,210.7 |
1,210.7 |
1,217.9 |
|
S3 |
1,198.8 |
1,203.5 |
1,216.8 |
|
S4 |
1,186.9 |
1,191.6 |
1,213.6 |
|
|
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 |
1,267.6 |
1,217.9 |
49.7 |
4.1% |
18.1 |
1.5% |
4% |
False |
True |
236 |
10 |
1,284.7 |
1,217.9 |
66.8 |
5.5% |
19.5 |
1.6% |
3% |
False |
True |
1,464 |
20 |
1,307.8 |
1,217.9 |
89.9 |
7.4% |
22.8 |
1.9% |
2% |
False |
True |
97,567 |
40 |
1,307.8 |
1,167.3 |
140.5 |
11.5% |
21.8 |
1.8% |
38% |
False |
False |
114,416 |
60 |
1,307.8 |
1,141.7 |
166.1 |
13.6% |
22.3 |
1.8% |
47% |
False |
False |
119,192 |
80 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
21.6 |
1.8% |
50% |
False |
False |
93,083 |
100 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
20.1 |
1.6% |
50% |
False |
False |
74,993 |
120 |
1,307.8 |
1,132.0 |
175.8 |
14.4% |
18.8 |
1.5% |
50% |
False |
False |
62,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.4 |
2.618 |
1,261.0 |
1.618 |
1,249.1 |
1.000 |
1,241.7 |
0.618 |
1,237.2 |
HIGH |
1,229.8 |
0.618 |
1,225.3 |
0.500 |
1,223.9 |
0.382 |
1,222.4 |
LOW |
1,217.9 |
0.618 |
1,210.5 |
1.000 |
1,206.0 |
1.618 |
1,198.6 |
2.618 |
1,186.7 |
4.250 |
1,167.3 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,223.9 |
1,231.5 |
PP |
1,222.6 |
1,227.7 |
S1 |
1,221.4 |
1,223.9 |
|