Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,308.50 |
4,342.75 |
34.25 |
0.8% |
4,226.50 |
High |
4,346.50 |
4,382.00 |
35.50 |
0.8% |
4,382.00 |
Low |
4,285.75 |
4,340.75 |
55.00 |
1.3% |
4,201.50 |
Close |
4,344.75 |
4,377.00 |
32.25 |
0.7% |
4,377.00 |
Range |
60.75 |
41.25 |
-19.50 |
-32.1% |
180.50 |
ATR |
70.06 |
68.00 |
-2.06 |
-2.9% |
0.00 |
Volume |
219,353 |
190,386 |
-28,967 |
-13.2% |
1,040,785 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.25 |
4,475.00 |
4,399.75 |
|
R3 |
4,449.00 |
4,433.75 |
4,388.25 |
|
R2 |
4,407.75 |
4,407.75 |
4,384.50 |
|
R1 |
4,392.50 |
4,392.50 |
4,380.75 |
4,400.00 |
PP |
4,366.50 |
4,366.50 |
4,366.50 |
4,370.50 |
S1 |
4,351.25 |
4,351.25 |
4,373.25 |
4,359.00 |
S2 |
4,325.25 |
4,325.25 |
4,369.50 |
|
S3 |
4,284.00 |
4,310.00 |
4,365.75 |
|
S4 |
4,242.75 |
4,268.75 |
4,354.25 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,861.75 |
4,799.75 |
4,476.25 |
|
R3 |
4,681.25 |
4,619.25 |
4,426.75 |
|
R2 |
4,500.75 |
4,500.75 |
4,410.00 |
|
R1 |
4,438.75 |
4,438.75 |
4,393.50 |
4,469.75 |
PP |
4,320.25 |
4,320.25 |
4,320.25 |
4,335.50 |
S1 |
4,258.25 |
4,258.25 |
4,360.50 |
4,289.25 |
S2 |
4,139.75 |
4,139.75 |
4,344.00 |
|
S3 |
3,959.25 |
4,077.75 |
4,327.25 |
|
S4 |
3,778.75 |
3,897.25 |
4,277.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,382.00 |
4,201.50 |
180.50 |
4.1% |
51.25 |
1.2% |
97% |
True |
False |
208,157 |
10 |
4,382.00 |
4,085.50 |
296.50 |
6.8% |
60.25 |
1.4% |
98% |
True |
False |
240,140 |
20 |
4,382.00 |
4,041.50 |
340.50 |
7.8% |
72.00 |
1.6% |
99% |
True |
False |
280,967 |
40 |
4,382.00 |
4,041.50 |
340.50 |
7.8% |
70.50 |
1.6% |
99% |
True |
False |
279,990 |
60 |
4,382.00 |
4,041.50 |
340.50 |
7.8% |
64.50 |
1.5% |
99% |
True |
False |
216,772 |
80 |
4,382.00 |
3,840.50 |
541.50 |
12.4% |
60.00 |
1.4% |
99% |
True |
False |
162,664 |
100 |
4,382.00 |
3,687.00 |
695.00 |
15.9% |
62.25 |
1.4% |
99% |
True |
False |
130,177 |
120 |
4,382.00 |
3,687.00 |
695.00 |
15.9% |
56.25 |
1.3% |
99% |
True |
False |
108,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,557.25 |
2.618 |
4,490.00 |
1.618 |
4,448.75 |
1.000 |
4,423.25 |
0.618 |
4,407.50 |
HIGH |
4,382.00 |
0.618 |
4,366.25 |
0.500 |
4,361.50 |
0.382 |
4,356.50 |
LOW |
4,340.75 |
0.618 |
4,315.25 |
1.000 |
4,299.50 |
1.618 |
4,274.00 |
2.618 |
4,232.75 |
4.250 |
4,165.50 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,371.75 |
4,360.25 |
PP |
4,366.50 |
4,343.25 |
S1 |
4,361.50 |
4,326.50 |
|