Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,476.0 |
3,524.0 |
48.0 |
1.4% |
3,397.0 |
High |
3,539.0 |
3,533.0 |
-6.0 |
-0.2% |
3,539.0 |
Low |
3,454.0 |
3,498.0 |
44.0 |
1.3% |
3,381.0 |
Close |
3,491.0 |
3,516.0 |
25.0 |
0.7% |
3,491.0 |
Range |
85.0 |
35.0 |
-50.0 |
-58.8% |
158.0 |
ATR |
70.6 |
68.6 |
-2.0 |
-2.9% |
0.0 |
Volume |
907,134 |
940,924 |
33,790 |
3.7% |
4,393,830 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,620.7 |
3,603.3 |
3,535.3 |
|
R3 |
3,585.7 |
3,568.3 |
3,525.6 |
|
R2 |
3,550.7 |
3,550.7 |
3,522.4 |
|
R1 |
3,533.3 |
3,533.3 |
3,519.2 |
3,524.5 |
PP |
3,515.7 |
3,515.7 |
3,515.7 |
3,511.3 |
S1 |
3,498.3 |
3,498.3 |
3,512.8 |
3,489.5 |
S2 |
3,480.7 |
3,480.7 |
3,509.6 |
|
S3 |
3,445.7 |
3,463.3 |
3,506.4 |
|
S4 |
3,410.7 |
3,428.3 |
3,496.8 |
|
|
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% |
58.0 |
1.6% |
85% |
False |
False |
1,066,950 |
10 |
3,539.0 |
3,321.0 |
218.0 |
6.2% |
55.0 |
1.6% |
89% |
False |
False |
978,637 |
20 |
3,539.0 |
3,309.0 |
230.0 |
6.5% |
61.9 |
1.8% |
90% |
False |
False |
1,060,532 |
40 |
3,539.0 |
2,981.0 |
558.0 |
15.9% |
71.8 |
2.0% |
96% |
False |
False |
1,192,906 |
60 |
3,539.0 |
2,913.0 |
626.0 |
17.8% |
69.4 |
2.0% |
96% |
False |
False |
943,044 |
80 |
3,539.0 |
2,913.0 |
626.0 |
17.8% |
64.8 |
1.8% |
96% |
False |
False |
709,330 |
100 |
3,539.0 |
2,768.0 |
771.0 |
21.9% |
66.6 |
1.9% |
97% |
False |
False |
569,892 |
120 |
3,539.0 |
2,768.0 |
771.0 |
21.9% |
60.9 |
1.7% |
97% |
False |
False |
475,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.8 |
2.618 |
3,624.6 |
1.618 |
3,589.6 |
1.000 |
3,568.0 |
0.618 |
3,554.6 |
HIGH |
3,533.0 |
0.618 |
3,519.6 |
0.500 |
3,515.5 |
0.382 |
3,511.4 |
LOW |
3,498.0 |
0.618 |
3,476.4 |
1.000 |
3,463.0 |
1.618 |
3,441.4 |
2.618 |
3,406.4 |
4.250 |
3,349.3 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,515.8 |
3,507.0 |
PP |
3,515.7 |
3,498.0 |
S1 |
3,515.5 |
3,489.0 |
|