Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,388.0 |
3,438.0 |
50.0 |
1.5% |
3,361.0 |
High |
3,440.0 |
3,464.0 |
24.0 |
0.7% |
3,464.0 |
Low |
3,363.0 |
3,430.0 |
67.0 |
2.0% |
3,321.0 |
Close |
3,415.0 |
3,451.0 |
36.0 |
1.1% |
3,451.0 |
Range |
77.0 |
34.0 |
-43.0 |
-55.8% |
143.0 |
ATR |
73.2 |
71.5 |
-1.7 |
-2.4% |
0.0 |
Volume |
988,613 |
587,116 |
-401,497 |
-40.6% |
4,451,621 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,550.3 |
3,534.7 |
3,469.7 |
|
R3 |
3,516.3 |
3,500.7 |
3,460.4 |
|
R2 |
3,482.3 |
3,482.3 |
3,457.2 |
|
R1 |
3,466.7 |
3,466.7 |
3,454.1 |
3,474.5 |
PP |
3,448.3 |
3,448.3 |
3,448.3 |
3,452.3 |
S1 |
3,432.7 |
3,432.7 |
3,447.9 |
3,440.5 |
S2 |
3,414.3 |
3,414.3 |
3,444.8 |
|
S3 |
3,380.3 |
3,398.7 |
3,441.7 |
|
S4 |
3,346.3 |
3,364.7 |
3,432.3 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,841.0 |
3,789.0 |
3,529.7 |
|
R3 |
3,698.0 |
3,646.0 |
3,490.3 |
|
R2 |
3,555.0 |
3,555.0 |
3,477.2 |
|
R1 |
3,503.0 |
3,503.0 |
3,464.1 |
3,529.0 |
PP |
3,412.0 |
3,412.0 |
3,412.0 |
3,425.0 |
S1 |
3,360.0 |
3,360.0 |
3,437.9 |
3,386.0 |
S2 |
3,269.0 |
3,269.0 |
3,424.8 |
|
S3 |
3,126.0 |
3,217.0 |
3,411.7 |
|
S4 |
2,983.0 |
3,074.0 |
3,372.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,464.0 |
3,321.0 |
143.0 |
4.1% |
52.0 |
1.5% |
91% |
True |
False |
890,324 |
10 |
3,464.0 |
3,321.0 |
143.0 |
4.1% |
53.8 |
1.6% |
91% |
True |
False |
953,744 |
20 |
3,464.0 |
3,126.0 |
338.0 |
9.8% |
66.2 |
1.9% |
96% |
True |
False |
1,154,523 |
40 |
3,464.0 |
2,913.0 |
551.0 |
16.0% |
78.2 |
2.3% |
98% |
True |
False |
1,236,056 |
60 |
3,464.0 |
2,913.0 |
551.0 |
16.0% |
68.5 |
2.0% |
98% |
True |
False |
855,281 |
80 |
3,464.0 |
2,852.0 |
612.0 |
17.7% |
65.9 |
1.9% |
98% |
True |
False |
644,878 |
100 |
3,464.0 |
2,768.0 |
696.0 |
20.2% |
66.1 |
1.9% |
98% |
True |
False |
516,674 |
120 |
3,464.0 |
2,768.0 |
696.0 |
20.2% |
59.7 |
1.7% |
98% |
True |
False |
430,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,608.5 |
2.618 |
3,553.0 |
1.618 |
3,519.0 |
1.000 |
3,498.0 |
0.618 |
3,485.0 |
HIGH |
3,464.0 |
0.618 |
3,451.0 |
0.500 |
3,447.0 |
0.382 |
3,443.0 |
LOW |
3,430.0 |
0.618 |
3,409.0 |
1.000 |
3,396.0 |
1.618 |
3,375.0 |
2.618 |
3,341.0 |
4.250 |
3,285.5 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,449.7 |
3,438.0 |
PP |
3,448.3 |
3,425.0 |
S1 |
3,447.0 |
3,412.0 |
|