Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
4,449.25 |
4,438.50 |
-10.75 |
-0.2% |
4,373.50 |
High |
4,461.00 |
4,464.75 |
3.75 |
0.1% |
4,445.00 |
Low |
4,429.25 |
4,431.00 |
1.75 |
0.0% |
4,364.50 |
Close |
4,436.75 |
4,461.75 |
25.00 |
0.6% |
4,438.00 |
Range |
31.75 |
33.75 |
2.00 |
6.3% |
80.50 |
ATR |
52.92 |
51.55 |
-1.37 |
-2.6% |
0.00 |
Volume |
173,941 |
193,611 |
19,670 |
11.3% |
744,475 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,553.75 |
4,541.50 |
4,480.25 |
|
R3 |
4,520.00 |
4,507.75 |
4,471.00 |
|
R2 |
4,486.25 |
4,486.25 |
4,468.00 |
|
R1 |
4,474.00 |
4,474.00 |
4,464.75 |
4,480.00 |
PP |
4,452.50 |
4,452.50 |
4,452.50 |
4,455.50 |
S1 |
4,440.25 |
4,440.25 |
4,458.75 |
4,446.50 |
S2 |
4,418.75 |
4,418.75 |
4,455.50 |
|
S3 |
4,385.00 |
4,406.50 |
4,452.50 |
|
S4 |
4,351.25 |
4,372.75 |
4,443.25 |
|
|
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 |
4,464.75 |
4,396.00 |
68.75 |
1.5% |
32.50 |
0.7% |
96% |
True |
False |
179,777 |
10 |
4,464.75 |
4,285.75 |
179.00 |
4.0% |
35.00 |
0.8% |
98% |
True |
False |
181,794 |
20 |
4,464.75 |
4,085.50 |
379.25 |
8.5% |
51.25 |
1.2% |
99% |
True |
False |
225,689 |
40 |
4,464.75 |
4,041.50 |
423.25 |
9.5% |
66.50 |
1.5% |
99% |
True |
False |
272,479 |
60 |
4,464.75 |
4,041.50 |
423.25 |
9.5% |
63.75 |
1.4% |
99% |
True |
False |
240,108 |
80 |
4,464.75 |
4,041.50 |
423.25 |
9.5% |
56.75 |
1.3% |
99% |
True |
False |
180,235 |
100 |
4,464.75 |
3,687.00 |
777.75 |
17.4% |
60.50 |
1.4% |
100% |
True |
False |
144,244 |
120 |
4,464.75 |
3,687.00 |
777.75 |
17.4% |
57.25 |
1.3% |
100% |
True |
False |
120,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,608.25 |
2.618 |
4,553.00 |
1.618 |
4,519.25 |
1.000 |
4,498.50 |
0.618 |
4,485.50 |
HIGH |
4,464.75 |
0.618 |
4,451.75 |
0.500 |
4,448.00 |
0.382 |
4,444.00 |
LOW |
4,431.00 |
0.618 |
4,410.25 |
1.000 |
4,397.25 |
1.618 |
4,376.50 |
2.618 |
4,342.75 |
4.250 |
4,287.50 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
4,457.00 |
4,456.50 |
PP |
4,452.50 |
4,451.25 |
S1 |
4,448.00 |
4,446.00 |
|