Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,438.0 |
3,397.0 |
-41.0 |
-1.2% |
3,361.0 |
High |
3,464.0 |
3,469.0 |
5.0 |
0.1% |
3,464.0 |
Low |
3,430.0 |
3,381.0 |
-49.0 |
-1.4% |
3,321.0 |
Close |
3,451.0 |
3,436.0 |
-15.0 |
-0.4% |
3,451.0 |
Range |
34.0 |
88.0 |
54.0 |
158.8% |
143.0 |
ATR |
71.5 |
72.7 |
1.2 |
1.7% |
0.0 |
Volume |
587,116 |
893,620 |
306,504 |
52.2% |
4,451,621 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.7 |
3,652.3 |
3,484.4 |
|
R3 |
3,604.7 |
3,564.3 |
3,460.2 |
|
R2 |
3,516.7 |
3,516.7 |
3,452.1 |
|
R1 |
3,476.3 |
3,476.3 |
3,444.1 |
3,496.5 |
PP |
3,428.7 |
3,428.7 |
3,428.7 |
3,438.8 |
S1 |
3,388.3 |
3,388.3 |
3,427.9 |
3,408.5 |
S2 |
3,340.7 |
3,340.7 |
3,419.9 |
|
S3 |
3,252.7 |
3,300.3 |
3,411.8 |
|
S4 |
3,164.7 |
3,212.3 |
3,387.6 |
|
|
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 |
3,469.0 |
3,335.0 |
134.0 |
3.9% |
60.0 |
1.7% |
75% |
True |
False |
856,546 |
10 |
3,469.0 |
3,321.0 |
148.0 |
4.3% |
55.9 |
1.6% |
78% |
True |
False |
932,242 |
20 |
3,469.0 |
3,206.0 |
263.0 |
7.7% |
65.4 |
1.9% |
87% |
True |
False |
1,158,797 |
40 |
3,469.0 |
2,913.0 |
556.0 |
16.2% |
77.8 |
2.3% |
94% |
True |
False |
1,230,990 |
60 |
3,469.0 |
2,913.0 |
556.0 |
16.2% |
69.3 |
2.0% |
94% |
True |
False |
869,127 |
80 |
3,469.0 |
2,891.0 |
578.0 |
16.8% |
65.8 |
1.9% |
94% |
True |
False |
656,009 |
100 |
3,469.0 |
2,768.0 |
701.0 |
20.4% |
66.6 |
1.9% |
95% |
True |
False |
525,599 |
120 |
3,469.0 |
2,768.0 |
701.0 |
20.4% |
60.1 |
1.7% |
95% |
True |
False |
438,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,843.0 |
2.618 |
3,699.4 |
1.618 |
3,611.4 |
1.000 |
3,557.0 |
0.618 |
3,523.4 |
HIGH |
3,469.0 |
0.618 |
3,435.4 |
0.500 |
3,425.0 |
0.382 |
3,414.6 |
LOW |
3,381.0 |
0.618 |
3,326.6 |
1.000 |
3,293.0 |
1.618 |
3,238.6 |
2.618 |
3,150.6 |
4.250 |
3,007.0 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,432.3 |
3,429.3 |
PP |
3,428.7 |
3,422.7 |
S1 |
3,425.0 |
3,416.0 |
|