Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,439.75 |
4,445.25 |
5.50 |
0.1% |
4,373.50 |
High |
4,449.25 |
4,455.75 |
6.50 |
0.1% |
4,445.00 |
Low |
4,429.75 |
4,427.00 |
-2.75 |
-0.1% |
4,364.50 |
Close |
4,444.50 |
4,450.25 |
5.75 |
0.1% |
4,438.00 |
Range |
19.50 |
28.75 |
9.25 |
47.4% |
80.50 |
ATR |
56.53 |
54.55 |
-1.98 |
-3.5% |
0.00 |
Volume |
133,132 |
163,047 |
29,915 |
22.5% |
744,475 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.50 |
4,519.25 |
4,466.00 |
|
R3 |
4,501.75 |
4,490.50 |
4,458.25 |
|
R2 |
4,473.00 |
4,473.00 |
4,455.50 |
|
R1 |
4,461.75 |
4,461.75 |
4,453.00 |
4,467.50 |
PP |
4,444.25 |
4,444.25 |
4,444.25 |
4,447.25 |
S1 |
4,433.00 |
4,433.00 |
4,447.50 |
4,438.50 |
S2 |
4,415.50 |
4,415.50 |
4,445.00 |
|
S3 |
4,386.75 |
4,404.25 |
4,442.25 |
|
S4 |
4,358.00 |
4,375.50 |
4,434.50 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.25 |
4,628.25 |
4,482.25 |
|
R3 |
4,576.75 |
4,547.75 |
4,460.25 |
|
R2 |
4,496.25 |
4,496.25 |
4,452.75 |
|
R1 |
4,467.25 |
4,467.25 |
4,445.50 |
4,481.75 |
PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,423.00 |
S1 |
4,386.75 |
4,386.75 |
4,430.50 |
4,401.25 |
S2 |
4,335.25 |
4,335.25 |
4,423.25 |
|
S3 |
4,254.75 |
4,306.25 |
4,415.75 |
|
S4 |
4,174.25 |
4,225.75 |
4,393.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,455.75 |
4,373.75 |
82.00 |
1.8% |
31.75 |
0.7% |
93% |
True |
False |
169,206 |
10 |
4,455.75 |
4,211.00 |
244.75 |
5.5% |
40.75 |
0.9% |
98% |
True |
False |
188,321 |
20 |
4,455.75 |
4,085.50 |
370.25 |
8.3% |
60.25 |
1.4% |
99% |
True |
False |
243,658 |
40 |
4,455.75 |
4,041.50 |
414.25 |
9.3% |
66.50 |
1.5% |
99% |
True |
False |
267,378 |
60 |
4,455.75 |
4,041.50 |
414.25 |
9.3% |
63.75 |
1.4% |
99% |
True |
False |
234,012 |
80 |
4,455.75 |
4,041.50 |
414.25 |
9.3% |
57.25 |
1.3% |
99% |
True |
False |
175,647 |
100 |
4,455.75 |
3,687.00 |
768.75 |
17.3% |
61.25 |
1.4% |
99% |
True |
False |
140,576 |
120 |
4,455.75 |
3,687.00 |
768.75 |
17.3% |
57.25 |
1.3% |
99% |
True |
False |
117,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,578.00 |
2.618 |
4,531.00 |
1.618 |
4,502.25 |
1.000 |
4,484.50 |
0.618 |
4,473.50 |
HIGH |
4,455.75 |
0.618 |
4,444.75 |
0.500 |
4,441.50 |
0.382 |
4,438.00 |
LOW |
4,427.00 |
0.618 |
4,409.25 |
1.000 |
4,398.25 |
1.618 |
4,380.50 |
2.618 |
4,351.75 |
4.250 |
4,304.75 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,447.25 |
4,442.00 |
PP |
4,444.25 |
4,434.00 |
S1 |
4,441.50 |
4,426.00 |
|