Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,454.0 |
3,466.0 |
12.0 |
0.3% |
3,361.0 |
High |
3,478.0 |
3,496.0 |
18.0 |
0.5% |
3,464.0 |
Low |
3,453.0 |
3,439.0 |
-14.0 |
-0.4% |
3,321.0 |
Close |
3,463.0 |
3,487.0 |
24.0 |
0.7% |
3,451.0 |
Range |
25.0 |
57.0 |
32.0 |
128.0% |
143.0 |
ATR |
70.5 |
69.5 |
-1.0 |
-1.4% |
0.0 |
Volume |
1,228,763 |
1,364,313 |
135,550 |
11.0% |
4,451,621 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,645.0 |
3,623.0 |
3,518.4 |
|
R3 |
3,588.0 |
3,566.0 |
3,502.7 |
|
R2 |
3,531.0 |
3,531.0 |
3,497.5 |
|
R1 |
3,509.0 |
3,509.0 |
3,492.2 |
3,520.0 |
PP |
3,474.0 |
3,474.0 |
3,474.0 |
3,479.5 |
S1 |
3,452.0 |
3,452.0 |
3,481.8 |
3,463.0 |
S2 |
3,417.0 |
3,417.0 |
3,476.6 |
|
S3 |
3,360.0 |
3,395.0 |
3,471.3 |
|
S4 |
3,303.0 |
3,338.0 |
3,455.7 |
|
|
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 |
3,496.0 |
3,363.0 |
133.0 |
3.8% |
56.2 |
1.6% |
93% |
True |
False |
1,012,485 |
10 |
3,496.0 |
3,321.0 |
175.0 |
5.0% |
53.6 |
1.5% |
95% |
True |
False |
990,843 |
20 |
3,496.0 |
3,257.0 |
239.0 |
6.9% |
64.5 |
1.8% |
96% |
True |
False |
1,113,458 |
40 |
3,496.0 |
2,981.0 |
515.0 |
14.8% |
73.4 |
2.1% |
98% |
True |
False |
1,217,858 |
60 |
3,496.0 |
2,913.0 |
583.0 |
16.7% |
68.6 |
2.0% |
98% |
True |
False |
912,333 |
80 |
3,496.0 |
2,913.0 |
583.0 |
16.7% |
64.8 |
1.9% |
98% |
True |
False |
687,791 |
100 |
3,496.0 |
2,768.0 |
728.0 |
20.9% |
66.6 |
1.9% |
99% |
True |
False |
551,476 |
120 |
3,496.0 |
2,768.0 |
728.0 |
20.9% |
60.2 |
1.7% |
99% |
True |
False |
459,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,738.3 |
2.618 |
3,645.2 |
1.618 |
3,588.2 |
1.000 |
3,553.0 |
0.618 |
3,531.2 |
HIGH |
3,496.0 |
0.618 |
3,474.2 |
0.500 |
3,467.5 |
0.382 |
3,460.8 |
LOW |
3,439.0 |
0.618 |
3,403.8 |
1.000 |
3,382.0 |
1.618 |
3,346.8 |
2.618 |
3,289.8 |
4.250 |
3,196.8 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,480.5 |
3,470.8 |
PP |
3,474.0 |
3,454.7 |
S1 |
3,467.5 |
3,438.5 |
|