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 |
3,385.0 |
3,388.0 |
3.0 |
0.1% |
3,347.0 |
High |
3,392.0 |
3,440.0 |
48.0 |
1.4% |
3,431.0 |
Low |
3,360.0 |
3,363.0 |
3.0 |
0.1% |
3,327.0 |
Close |
3,374.0 |
3,415.0 |
41.0 |
1.2% |
3,398.0 |
Range |
32.0 |
77.0 |
45.0 |
140.6% |
104.0 |
ATR |
72.9 |
73.2 |
0.3 |
0.4% |
0.0 |
Volume |
1,083,499 |
988,613 |
-94,886 |
-8.8% |
5,085,819 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,637.0 |
3,603.0 |
3,457.4 |
|
R3 |
3,560.0 |
3,526.0 |
3,436.2 |
|
R2 |
3,483.0 |
3,483.0 |
3,429.1 |
|
R1 |
3,449.0 |
3,449.0 |
3,422.1 |
3,466.0 |
PP |
3,406.0 |
3,406.0 |
3,406.0 |
3,414.5 |
S1 |
3,372.0 |
3,372.0 |
3,407.9 |
3,389.0 |
S2 |
3,329.0 |
3,329.0 |
3,400.9 |
|
S3 |
3,252.0 |
3,295.0 |
3,393.8 |
|
S4 |
3,175.0 |
3,218.0 |
3,372.7 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,697.3 |
3,651.7 |
3,455.2 |
|
R3 |
3,593.3 |
3,547.7 |
3,426.6 |
|
R2 |
3,489.3 |
3,489.3 |
3,417.1 |
|
R1 |
3,443.7 |
3,443.7 |
3,407.5 |
3,466.5 |
PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,396.8 |
S1 |
3,339.7 |
3,339.7 |
3,388.5 |
3,362.5 |
S2 |
3,281.3 |
3,281.3 |
3,378.9 |
|
S3 |
3,177.3 |
3,235.7 |
3,369.4 |
|
S4 |
3,073.3 |
3,131.7 |
3,340.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,440.0 |
3,321.0 |
119.0 |
3.5% |
54.8 |
1.6% |
79% |
True |
False |
991,850 |
10 |
3,440.0 |
3,321.0 |
119.0 |
3.5% |
57.1 |
1.7% |
79% |
True |
False |
998,400 |
20 |
3,440.0 |
2,996.0 |
444.0 |
13.0% |
73.1 |
2.1% |
94% |
True |
False |
1,232,880 |
40 |
3,440.0 |
2,913.0 |
527.0 |
15.4% |
78.6 |
2.3% |
95% |
True |
False |
1,232,928 |
60 |
3,440.0 |
2,913.0 |
527.0 |
15.4% |
68.8 |
2.0% |
95% |
True |
False |
845,624 |
80 |
3,440.0 |
2,768.0 |
672.0 |
19.7% |
67.3 |
2.0% |
96% |
True |
False |
638,129 |
100 |
3,440.0 |
2,768.0 |
672.0 |
19.7% |
66.0 |
1.9% |
96% |
True |
False |
510,884 |
120 |
3,440.0 |
2,768.0 |
672.0 |
19.7% |
59.6 |
1.7% |
96% |
True |
False |
425,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,767.3 |
2.618 |
3,641.6 |
1.618 |
3,564.6 |
1.000 |
3,517.0 |
0.618 |
3,487.6 |
HIGH |
3,440.0 |
0.618 |
3,410.6 |
0.500 |
3,401.5 |
0.382 |
3,392.4 |
LOW |
3,363.0 |
0.618 |
3,315.4 |
1.000 |
3,286.0 |
1.618 |
3,238.4 |
2.618 |
3,161.4 |
4.250 |
3,035.8 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,410.5 |
3,405.8 |
PP |
3,406.0 |
3,396.7 |
S1 |
3,401.5 |
3,387.5 |
|