Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,219.00 |
4,278.25 |
59.25 |
1.4% |
4,143.50 |
High |
4,284.00 |
4,322.00 |
38.00 |
0.9% |
4,268.25 |
Low |
4,211.00 |
4,271.00 |
60.00 |
1.4% |
4,085.50 |
Close |
4,276.00 |
4,296.50 |
20.50 |
0.5% |
4,227.50 |
Range |
73.00 |
51.00 |
-22.00 |
-30.1% |
182.75 |
ATR |
72.30 |
70.78 |
-1.52 |
-2.1% |
0.00 |
Volume |
225,792 |
207,031 |
-18,761 |
-8.3% |
1,360,623 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,449.50 |
4,424.00 |
4,324.50 |
|
R3 |
4,398.50 |
4,373.00 |
4,310.50 |
|
R2 |
4,347.50 |
4,347.50 |
4,305.75 |
|
R1 |
4,322.00 |
4,322.00 |
4,301.25 |
4,334.75 |
PP |
4,296.50 |
4,296.50 |
4,296.50 |
4,303.00 |
S1 |
4,271.00 |
4,271.00 |
4,291.75 |
4,283.75 |
S2 |
4,245.50 |
4,245.50 |
4,287.25 |
|
S3 |
4,194.50 |
4,220.00 |
4,282.50 |
|
S4 |
4,143.50 |
4,169.00 |
4,268.50 |
|
|
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 |
4,322.00 |
4,181.50 |
140.50 |
3.3% |
57.25 |
1.3% |
82% |
True |
False |
216,990 |
10 |
4,322.00 |
4,085.50 |
236.50 |
5.5% |
67.75 |
1.6% |
89% |
True |
False |
269,584 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.5% |
76.50 |
1.8% |
91% |
True |
False |
305,822 |
40 |
4,322.00 |
4,041.50 |
280.50 |
6.5% |
73.00 |
1.7% |
91% |
True |
False |
299,490 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
63.75 |
1.5% |
85% |
False |
False |
209,959 |
80 |
4,342.25 |
3,740.00 |
602.25 |
14.0% |
61.00 |
1.4% |
92% |
False |
False |
157,552 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
62.00 |
1.4% |
93% |
False |
False |
126,081 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
55.50 |
1.3% |
93% |
False |
False |
105,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.75 |
2.618 |
4,455.50 |
1.618 |
4,404.50 |
1.000 |
4,373.00 |
0.618 |
4,353.50 |
HIGH |
4,322.00 |
0.618 |
4,302.50 |
0.500 |
4,296.50 |
0.382 |
4,290.50 |
LOW |
4,271.00 |
0.618 |
4,239.50 |
1.000 |
4,220.00 |
1.618 |
4,188.50 |
2.618 |
4,137.50 |
4.250 |
4,054.25 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,296.50 |
4,285.00 |
PP |
4,296.50 |
4,273.25 |
S1 |
4,296.50 |
4,261.75 |
|