Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,466.0 |
3,476.0 |
10.0 |
0.3% |
3,397.0 |
High |
3,496.0 |
3,539.0 |
43.0 |
1.2% |
3,539.0 |
Low |
3,439.0 |
3,454.0 |
15.0 |
0.4% |
3,381.0 |
Close |
3,487.0 |
3,491.0 |
4.0 |
0.1% |
3,491.0 |
Range |
57.0 |
85.0 |
28.0 |
49.1% |
158.0 |
ATR |
69.5 |
70.6 |
1.1 |
1.6% |
0.0 |
Volume |
1,364,313 |
907,134 |
-457,179 |
-33.5% |
4,393,830 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,749.7 |
3,705.3 |
3,537.8 |
|
R3 |
3,664.7 |
3,620.3 |
3,514.4 |
|
R2 |
3,579.7 |
3,579.7 |
3,506.6 |
|
R1 |
3,535.3 |
3,535.3 |
3,498.8 |
3,557.5 |
PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,505.8 |
S1 |
3,450.3 |
3,450.3 |
3,483.2 |
3,472.5 |
S2 |
3,409.7 |
3,409.7 |
3,475.4 |
|
S3 |
3,324.7 |
3,365.3 |
3,467.6 |
|
S4 |
3,239.7 |
3,280.3 |
3,444.3 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,944.3 |
3,875.7 |
3,577.9 |
|
R3 |
3,786.3 |
3,717.7 |
3,534.5 |
|
R2 |
3,628.3 |
3,628.3 |
3,520.0 |
|
R1 |
3,559.7 |
3,559.7 |
3,505.5 |
3,594.0 |
PP |
3,470.3 |
3,470.3 |
3,470.3 |
3,487.5 |
S1 |
3,401.7 |
3,401.7 |
3,476.5 |
3,436.0 |
S2 |
3,312.3 |
3,312.3 |
3,462.0 |
|
S3 |
3,154.3 |
3,243.7 |
3,447.6 |
|
S4 |
2,996.3 |
3,085.7 |
3,404.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,539.0 |
3,381.0 |
158.0 |
4.5% |
57.8 |
1.7% |
70% |
True |
False |
996,189 |
10 |
3,539.0 |
3,321.0 |
218.0 |
6.2% |
56.3 |
1.6% |
78% |
True |
False |
994,019 |
20 |
3,539.0 |
3,309.0 |
230.0 |
6.6% |
63.5 |
1.8% |
79% |
True |
False |
1,070,924 |
40 |
3,539.0 |
2,981.0 |
558.0 |
16.0% |
73.2 |
2.1% |
91% |
True |
False |
1,207,103 |
60 |
3,539.0 |
2,913.0 |
626.0 |
17.9% |
69.6 |
2.0% |
92% |
True |
False |
927,365 |
80 |
3,539.0 |
2,913.0 |
626.0 |
17.9% |
65.3 |
1.9% |
92% |
True |
False |
697,737 |
100 |
3,539.0 |
2,768.0 |
771.0 |
22.1% |
66.9 |
1.9% |
94% |
True |
False |
560,488 |
120 |
3,539.0 |
2,768.0 |
771.0 |
22.1% |
60.8 |
1.7% |
94% |
True |
False |
467,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,900.3 |
2.618 |
3,761.5 |
1.618 |
3,676.5 |
1.000 |
3,624.0 |
0.618 |
3,591.5 |
HIGH |
3,539.0 |
0.618 |
3,506.5 |
0.500 |
3,496.5 |
0.382 |
3,486.5 |
LOW |
3,454.0 |
0.618 |
3,401.5 |
1.000 |
3,369.0 |
1.618 |
3,316.5 |
2.618 |
3,231.5 |
4.250 |
3,092.8 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,496.5 |
3,490.3 |
PP |
3,494.7 |
3,489.7 |
S1 |
3,492.8 |
3,489.0 |
|