Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,397.0 |
3,454.0 |
57.0 |
1.7% |
3,361.0 |
High |
3,469.0 |
3,478.0 |
9.0 |
0.3% |
3,464.0 |
Low |
3,381.0 |
3,453.0 |
72.0 |
2.1% |
3,321.0 |
Close |
3,436.0 |
3,463.0 |
27.0 |
0.8% |
3,451.0 |
Range |
88.0 |
25.0 |
-63.0 |
-71.6% |
143.0 |
ATR |
72.7 |
70.5 |
-2.2 |
-3.0% |
0.0 |
Volume |
893,620 |
1,228,763 |
335,143 |
37.5% |
4,451,621 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,539.7 |
3,526.3 |
3,476.8 |
|
R3 |
3,514.7 |
3,501.3 |
3,469.9 |
|
R2 |
3,489.7 |
3,489.7 |
3,467.6 |
|
R1 |
3,476.3 |
3,476.3 |
3,465.3 |
3,483.0 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,468.0 |
S1 |
3,451.3 |
3,451.3 |
3,460.7 |
3,458.0 |
S2 |
3,439.7 |
3,439.7 |
3,458.4 |
|
S3 |
3,414.7 |
3,426.3 |
3,456.1 |
|
S4 |
3,389.7 |
3,401.3 |
3,449.3 |
|
|
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 |
3,478.0 |
3,360.0 |
118.0 |
3.4% |
51.2 |
1.5% |
87% |
True |
False |
956,322 |
10 |
3,478.0 |
3,321.0 |
157.0 |
4.5% |
53.4 |
1.5% |
90% |
True |
False |
953,902 |
20 |
3,478.0 |
3,206.0 |
272.0 |
7.9% |
65.0 |
1.9% |
94% |
True |
False |
1,144,391 |
40 |
3,478.0 |
2,913.0 |
565.0 |
16.3% |
75.3 |
2.2% |
97% |
True |
False |
1,215,331 |
60 |
3,478.0 |
2,913.0 |
565.0 |
16.3% |
68.5 |
2.0% |
97% |
True |
False |
889,602 |
80 |
3,478.0 |
2,891.0 |
587.0 |
17.0% |
65.4 |
1.9% |
97% |
True |
False |
671,366 |
100 |
3,478.0 |
2,768.0 |
710.0 |
20.5% |
66.6 |
1.9% |
98% |
True |
False |
537,887 |
120 |
3,478.0 |
2,768.0 |
710.0 |
20.5% |
60.1 |
1.7% |
98% |
True |
False |
448,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.3 |
2.618 |
3,543.5 |
1.618 |
3,518.5 |
1.000 |
3,503.0 |
0.618 |
3,493.5 |
HIGH |
3,478.0 |
0.618 |
3,468.5 |
0.500 |
3,465.5 |
0.382 |
3,462.6 |
LOW |
3,453.0 |
0.618 |
3,437.6 |
1.000 |
3,428.0 |
1.618 |
3,412.6 |
2.618 |
3,387.6 |
4.250 |
3,346.8 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,465.5 |
3,451.8 |
PP |
3,464.7 |
3,440.7 |
S1 |
3,463.8 |
3,429.5 |
|