Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,384.50 |
4,390.25 |
5.75 |
0.1% |
4,226.50 |
High |
4,393.50 |
4,417.25 |
23.75 |
0.5% |
4,382.00 |
Low |
4,373.75 |
4,376.00 |
2.25 |
0.1% |
4,201.50 |
Close |
4,386.00 |
4,413.25 |
27.25 |
0.6% |
4,377.00 |
Range |
19.75 |
41.25 |
21.50 |
108.9% |
180.50 |
ATR |
61.64 |
60.18 |
-1.46 |
-2.4% |
0.00 |
Volume |
146,465 |
168,236 |
21,771 |
14.9% |
1,040,785 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,526.00 |
4,510.75 |
4,436.00 |
|
R3 |
4,484.75 |
4,469.50 |
4,424.50 |
|
R2 |
4,443.50 |
4,443.50 |
4,420.75 |
|
R1 |
4,428.25 |
4,428.25 |
4,417.00 |
4,436.00 |
PP |
4,402.25 |
4,402.25 |
4,402.25 |
4,406.00 |
S1 |
4,387.00 |
4,387.00 |
4,409.50 |
4,394.50 |
S2 |
4,361.00 |
4,361.00 |
4,405.75 |
|
S3 |
4,319.75 |
4,345.75 |
4,402.00 |
|
S4 |
4,278.50 |
4,304.50 |
4,390.50 |
|
|
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 |
4,417.25 |
4,285.75 |
131.50 |
3.0% |
37.50 |
0.8% |
97% |
True |
False |
183,812 |
10 |
4,417.25 |
4,181.50 |
235.75 |
5.3% |
47.25 |
1.1% |
98% |
True |
False |
200,401 |
20 |
4,417.25 |
4,085.50 |
331.75 |
7.5% |
64.75 |
1.5% |
99% |
True |
False |
254,750 |
40 |
4,417.25 |
4,041.50 |
375.75 |
8.5% |
66.25 |
1.5% |
99% |
True |
False |
263,080 |
60 |
4,417.25 |
4,041.50 |
375.75 |
8.5% |
63.75 |
1.4% |
99% |
True |
False |
225,193 |
80 |
4,417.25 |
3,972.00 |
445.25 |
10.1% |
58.00 |
1.3% |
99% |
True |
False |
169,015 |
100 |
4,417.25 |
3,687.00 |
730.25 |
16.5% |
61.50 |
1.4% |
99% |
True |
False |
135,269 |
120 |
4,417.25 |
3,687.00 |
730.25 |
16.5% |
57.00 |
1.3% |
99% |
True |
False |
112,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.50 |
2.618 |
4,525.25 |
1.618 |
4,484.00 |
1.000 |
4,458.50 |
0.618 |
4,442.75 |
HIGH |
4,417.25 |
0.618 |
4,401.50 |
0.500 |
4,396.50 |
0.382 |
4,391.75 |
LOW |
4,376.00 |
0.618 |
4,350.50 |
1.000 |
4,334.75 |
1.618 |
4,309.25 |
2.618 |
4,268.00 |
4.250 |
4,200.75 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,407.75 |
4,405.75 |
PP |
4,402.25 |
4,398.25 |
S1 |
4,396.50 |
4,391.00 |
|