Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,445.25 |
4,449.25 |
4.00 |
0.1% |
4,373.50 |
High |
4,455.75 |
4,461.00 |
5.25 |
0.1% |
4,445.00 |
Low |
4,427.00 |
4,429.25 |
2.25 |
0.1% |
4,364.50 |
Close |
4,450.25 |
4,436.75 |
-13.50 |
-0.3% |
4,438.00 |
Range |
28.75 |
31.75 |
3.00 |
10.4% |
80.50 |
ATR |
54.55 |
52.92 |
-1.63 |
-3.0% |
0.00 |
Volume |
163,047 |
173,941 |
10,894 |
6.7% |
744,475 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,537.50 |
4,519.00 |
4,454.25 |
|
R3 |
4,505.75 |
4,487.25 |
4,445.50 |
|
R2 |
4,474.00 |
4,474.00 |
4,442.50 |
|
R1 |
4,455.50 |
4,455.50 |
4,439.75 |
4,449.00 |
PP |
4,442.25 |
4,442.25 |
4,442.25 |
4,439.00 |
S1 |
4,423.75 |
4,423.75 |
4,433.75 |
4,417.00 |
S2 |
4,410.50 |
4,410.50 |
4,431.00 |
|
S3 |
4,378.75 |
4,392.00 |
4,428.00 |
|
S4 |
4,347.00 |
4,360.25 |
4,419.25 |
|
|
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 |
4,461.00 |
4,376.00 |
85.00 |
1.9% |
34.00 |
0.8% |
71% |
True |
False |
174,702 |
10 |
4,461.00 |
4,271.00 |
190.00 |
4.3% |
36.75 |
0.8% |
87% |
True |
False |
183,136 |
20 |
4,461.00 |
4,085.50 |
375.50 |
8.5% |
55.50 |
1.2% |
94% |
True |
False |
234,164 |
40 |
4,461.00 |
4,041.50 |
419.50 |
9.5% |
66.25 |
1.5% |
94% |
True |
False |
270,199 |
60 |
4,461.00 |
4,041.50 |
419.50 |
9.5% |
63.75 |
1.4% |
94% |
True |
False |
236,900 |
80 |
4,461.00 |
4,041.50 |
419.50 |
9.5% |
57.25 |
1.3% |
94% |
True |
False |
177,820 |
100 |
4,461.00 |
3,687.00 |
774.00 |
17.4% |
60.75 |
1.4% |
97% |
True |
False |
142,313 |
120 |
4,461.00 |
3,687.00 |
774.00 |
17.4% |
57.25 |
1.3% |
97% |
True |
False |
118,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,596.00 |
2.618 |
4,544.00 |
1.618 |
4,512.25 |
1.000 |
4,492.75 |
0.618 |
4,480.50 |
HIGH |
4,461.00 |
0.618 |
4,448.75 |
0.500 |
4,445.00 |
0.382 |
4,441.50 |
LOW |
4,429.25 |
0.618 |
4,409.75 |
1.000 |
4,397.50 |
1.618 |
4,378.00 |
2.618 |
4,346.25 |
4.250 |
4,294.25 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,445.00 |
4,444.00 |
PP |
4,442.25 |
4,441.50 |
S1 |
4,439.50 |
4,439.25 |
|