Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,226.50 |
4,219.00 |
-7.50 |
-0.2% |
4,143.50 |
High |
4,232.00 |
4,284.00 |
52.00 |
1.2% |
4,268.25 |
Low |
4,201.50 |
4,211.00 |
9.50 |
0.2% |
4,085.50 |
Close |
4,214.25 |
4,276.00 |
61.75 |
1.5% |
4,227.50 |
Range |
30.50 |
73.00 |
42.50 |
139.3% |
182.75 |
ATR |
72.25 |
72.30 |
0.05 |
0.1% |
0.00 |
Volume |
198,223 |
225,792 |
27,569 |
13.9% |
1,360,623 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,476.00 |
4,449.00 |
4,316.25 |
|
R3 |
4,403.00 |
4,376.00 |
4,296.00 |
|
R2 |
4,330.00 |
4,330.00 |
4,289.50 |
|
R1 |
4,303.00 |
4,303.00 |
4,282.75 |
4,316.50 |
PP |
4,257.00 |
4,257.00 |
4,257.00 |
4,263.75 |
S1 |
4,230.00 |
4,230.00 |
4,269.25 |
4,243.50 |
S2 |
4,184.00 |
4,184.00 |
4,262.50 |
|
S3 |
4,111.00 |
4,157.00 |
4,256.00 |
|
S4 |
4,038.00 |
4,084.00 |
4,235.75 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,742.00 |
4,667.50 |
4,328.00 |
|
R3 |
4,559.25 |
4,484.75 |
4,277.75 |
|
R2 |
4,376.50 |
4,376.50 |
4,261.00 |
|
R1 |
4,302.00 |
4,302.00 |
4,244.25 |
4,339.25 |
PP |
4,193.75 |
4,193.75 |
4,193.75 |
4,212.50 |
S1 |
4,119.25 |
4,119.25 |
4,210.75 |
4,156.50 |
S2 |
4,011.00 |
4,011.00 |
4,194.00 |
|
S3 |
3,828.25 |
3,936.50 |
4,177.25 |
|
S4 |
3,645.50 |
3,753.75 |
4,127.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,284.00 |
4,181.50 |
102.50 |
2.4% |
58.25 |
1.4% |
92% |
True |
False |
229,483 |
10 |
4,284.00 |
4,085.50 |
198.50 |
4.6% |
74.00 |
1.7% |
96% |
True |
False |
285,192 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.7% |
80.00 |
1.9% |
96% |
False |
False |
319,303 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
73.50 |
1.7% |
84% |
False |
False |
304,379 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
63.50 |
1.5% |
78% |
False |
False |
206,514 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
61.50 |
1.4% |
90% |
False |
False |
154,970 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
61.75 |
1.4% |
90% |
False |
False |
124,010 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
55.25 |
1.3% |
90% |
False |
False |
103,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,594.25 |
2.618 |
4,475.00 |
1.618 |
4,402.00 |
1.000 |
4,357.00 |
0.618 |
4,329.00 |
HIGH |
4,284.00 |
0.618 |
4,256.00 |
0.500 |
4,247.50 |
0.382 |
4,239.00 |
LOW |
4,211.00 |
0.618 |
4,166.00 |
1.000 |
4,138.00 |
1.618 |
4,093.00 |
2.618 |
4,020.00 |
4.250 |
3,900.75 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,266.50 |
4,265.00 |
PP |
4,257.00 |
4,253.75 |
S1 |
4,247.50 |
4,242.75 |
|