Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,518.0 |
3,551.0 |
33.0 |
0.9% |
3,397.0 |
High |
3,558.0 |
3,554.0 |
-4.0 |
-0.1% |
3,539.0 |
Low |
3,511.0 |
3,529.0 |
18.0 |
0.5% |
3,381.0 |
Close |
3,549.0 |
3,543.0 |
-6.0 |
-0.2% |
3,491.0 |
Range |
47.0 |
25.0 |
-22.0 |
-46.8% |
158.0 |
ATR |
67.0 |
64.0 |
-3.0 |
-4.5% |
0.0 |
Volume |
677,794 |
941,546 |
263,752 |
38.9% |
4,393,830 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.0 |
3,605.0 |
3,556.8 |
|
R3 |
3,592.0 |
3,580.0 |
3,549.9 |
|
R2 |
3,567.0 |
3,567.0 |
3,547.6 |
|
R1 |
3,555.0 |
3,555.0 |
3,545.3 |
3,548.5 |
PP |
3,542.0 |
3,542.0 |
3,542.0 |
3,538.8 |
S1 |
3,530.0 |
3,530.0 |
3,540.7 |
3,523.5 |
S2 |
3,517.0 |
3,517.0 |
3,538.4 |
|
S3 |
3,492.0 |
3,505.0 |
3,536.1 |
|
S4 |
3,467.0 |
3,480.0 |
3,529.3 |
|
|
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 |
3,558.0 |
3,439.0 |
119.0 |
3.4% |
49.8 |
1.4% |
87% |
False |
False |
966,342 |
10 |
3,558.0 |
3,360.0 |
198.0 |
5.6% |
50.5 |
1.4% |
92% |
False |
False |
961,332 |
20 |
3,558.0 |
3,309.0 |
249.0 |
7.0% |
57.8 |
1.6% |
94% |
False |
False |
1,010,063 |
40 |
3,558.0 |
2,981.0 |
577.0 |
16.3% |
70.3 |
2.0% |
97% |
False |
False |
1,182,562 |
60 |
3,558.0 |
2,913.0 |
645.0 |
18.2% |
68.4 |
1.9% |
98% |
False |
False |
966,080 |
80 |
3,558.0 |
2,913.0 |
645.0 |
18.2% |
64.3 |
1.8% |
98% |
False |
False |
729,568 |
100 |
3,558.0 |
2,768.0 |
790.0 |
22.3% |
66.2 |
1.9% |
98% |
False |
False |
586,080 |
120 |
3,558.0 |
2,768.0 |
790.0 |
22.3% |
61.2 |
1.7% |
98% |
False |
False |
488,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,660.3 |
2.618 |
3,619.5 |
1.618 |
3,594.5 |
1.000 |
3,579.0 |
0.618 |
3,569.5 |
HIGH |
3,554.0 |
0.618 |
3,544.5 |
0.500 |
3,541.5 |
0.382 |
3,538.6 |
LOW |
3,529.0 |
0.618 |
3,513.6 |
1.000 |
3,504.0 |
1.618 |
3,488.6 |
2.618 |
3,463.6 |
4.250 |
3,422.8 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,542.5 |
3,538.0 |
PP |
3,542.0 |
3,533.0 |
S1 |
3,541.5 |
3,528.0 |
|