Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,524.0 |
3,518.0 |
-6.0 |
-0.2% |
3,397.0 |
High |
3,533.0 |
3,558.0 |
25.0 |
0.7% |
3,539.0 |
Low |
3,498.0 |
3,511.0 |
13.0 |
0.4% |
3,381.0 |
Close |
3,516.0 |
3,549.0 |
33.0 |
0.9% |
3,491.0 |
Range |
35.0 |
47.0 |
12.0 |
34.3% |
158.0 |
ATR |
68.6 |
67.0 |
-1.5 |
-2.2% |
0.0 |
Volume |
940,924 |
677,794 |
-263,130 |
-28.0% |
4,393,830 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,680.3 |
3,661.7 |
3,574.9 |
|
R3 |
3,633.3 |
3,614.7 |
3,561.9 |
|
R2 |
3,586.3 |
3,586.3 |
3,557.6 |
|
R1 |
3,567.7 |
3,567.7 |
3,553.3 |
3,577.0 |
PP |
3,539.3 |
3,539.3 |
3,539.3 |
3,544.0 |
S1 |
3,520.7 |
3,520.7 |
3,544.7 |
3,530.0 |
S2 |
3,492.3 |
3,492.3 |
3,540.4 |
|
S3 |
3,445.3 |
3,473.7 |
3,536.1 |
|
S4 |
3,398.3 |
3,426.7 |
3,523.2 |
|
|
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 |
3,558.0 |
3,439.0 |
119.0 |
3.4% |
49.8 |
1.4% |
92% |
True |
False |
1,023,785 |
10 |
3,558.0 |
3,335.0 |
223.0 |
6.3% |
54.9 |
1.5% |
96% |
True |
False |
940,166 |
20 |
3,558.0 |
3,309.0 |
249.0 |
7.0% |
60.0 |
1.7% |
96% |
True |
False |
1,029,483 |
40 |
3,558.0 |
2,981.0 |
577.0 |
16.3% |
70.6 |
2.0% |
98% |
True |
False |
1,172,131 |
60 |
3,558.0 |
2,913.0 |
645.0 |
18.2% |
68.8 |
1.9% |
99% |
True |
False |
950,588 |
80 |
3,558.0 |
2,913.0 |
645.0 |
18.2% |
65.1 |
1.8% |
99% |
True |
False |
717,801 |
100 |
3,558.0 |
2,768.0 |
790.0 |
22.3% |
66.6 |
1.9% |
99% |
True |
False |
576,669 |
120 |
3,558.0 |
2,768.0 |
790.0 |
22.3% |
61.0 |
1.7% |
99% |
True |
False |
480,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,757.8 |
2.618 |
3,681.0 |
1.618 |
3,634.0 |
1.000 |
3,605.0 |
0.618 |
3,587.0 |
HIGH |
3,558.0 |
0.618 |
3,540.0 |
0.500 |
3,534.5 |
0.382 |
3,529.0 |
LOW |
3,511.0 |
0.618 |
3,482.0 |
1.000 |
3,464.0 |
1.618 |
3,435.0 |
2.618 |
3,388.0 |
4.250 |
3,311.3 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,544.2 |
3,534.7 |
PP |
3,539.3 |
3,520.3 |
S1 |
3,534.5 |
3,506.0 |
|