Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,342.75 |
4,373.50 |
30.75 |
0.7% |
4,226.50 |
High |
4,382.00 |
4,388.50 |
6.50 |
0.1% |
4,382.00 |
Low |
4,340.75 |
4,364.50 |
23.75 |
0.5% |
4,201.50 |
Close |
4,377.00 |
4,381.75 |
4.75 |
0.1% |
4,377.00 |
Range |
41.25 |
24.00 |
-17.25 |
-41.8% |
180.50 |
ATR |
68.00 |
64.86 |
-3.14 |
-4.6% |
0.00 |
Volume |
190,386 |
194,620 |
4,234 |
2.2% |
1,040,785 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,450.25 |
4,440.00 |
4,395.00 |
|
R3 |
4,426.25 |
4,416.00 |
4,388.25 |
|
R2 |
4,402.25 |
4,402.25 |
4,386.25 |
|
R1 |
4,392.00 |
4,392.00 |
4,384.00 |
4,397.00 |
PP |
4,378.25 |
4,378.25 |
4,378.25 |
4,380.75 |
S1 |
4,368.00 |
4,368.00 |
4,379.50 |
4,373.00 |
S2 |
4,354.25 |
4,354.25 |
4,377.25 |
|
S3 |
4,330.25 |
4,344.00 |
4,375.25 |
|
S4 |
4,306.25 |
4,320.00 |
4,368.50 |
|
|
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 |
4,388.50 |
4,211.00 |
177.50 |
4.1% |
50.00 |
1.1% |
96% |
True |
False |
207,436 |
10 |
4,388.50 |
4,165.75 |
222.75 |
5.1% |
52.50 |
1.2% |
97% |
True |
False |
224,218 |
20 |
4,388.50 |
4,085.50 |
303.00 |
6.9% |
68.50 |
1.6% |
98% |
True |
False |
272,747 |
40 |
4,388.50 |
4,041.50 |
347.00 |
7.9% |
68.75 |
1.6% |
98% |
True |
False |
272,129 |
60 |
4,388.50 |
4,041.50 |
347.00 |
7.9% |
64.00 |
1.5% |
98% |
True |
False |
220,006 |
80 |
4,388.50 |
3,936.25 |
452.25 |
10.3% |
58.75 |
1.3% |
99% |
True |
False |
165,090 |
100 |
4,388.50 |
3,687.00 |
701.50 |
16.0% |
62.25 |
1.4% |
99% |
True |
False |
132,123 |
120 |
4,388.50 |
3,687.00 |
701.50 |
16.0% |
56.50 |
1.3% |
99% |
True |
False |
110,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,490.50 |
2.618 |
4,451.25 |
1.618 |
4,427.25 |
1.000 |
4,412.50 |
0.618 |
4,403.25 |
HIGH |
4,388.50 |
0.618 |
4,379.25 |
0.500 |
4,376.50 |
0.382 |
4,373.75 |
LOW |
4,364.50 |
0.618 |
4,349.75 |
1.000 |
4,340.50 |
1.618 |
4,325.75 |
2.618 |
4,301.75 |
4.250 |
4,262.50 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,380.00 |
4,367.00 |
PP |
4,378.25 |
4,352.00 |
S1 |
4,376.50 |
4,337.00 |
|