Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,202.4 |
1,211.5 |
9.1 |
0.8% |
1,203.0 |
High |
1,214.6 |
1,222.4 |
7.8 |
0.6% |
1,222.4 |
Low |
1,197.1 |
1,210.6 |
13.5 |
1.1% |
1,185.9 |
Close |
1,212.8 |
1,221.0 |
8.2 |
0.7% |
1,221.0 |
Range |
17.5 |
11.8 |
-5.7 |
-32.6% |
36.5 |
ATR |
22.1 |
21.4 |
-0.7 |
-3.3% |
0.0 |
Volume |
88,587 |
77,258 |
-11,329 |
-12.8% |
429,856 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.5 |
1,249.0 |
1,227.5 |
|
R3 |
1,241.5 |
1,237.3 |
1,224.3 |
|
R2 |
1,229.8 |
1,229.8 |
1,223.3 |
|
R1 |
1,225.5 |
1,225.5 |
1,222.0 |
1,227.5 |
PP |
1,218.0 |
1,218.0 |
1,218.0 |
1,219.0 |
S1 |
1,213.5 |
1,213.5 |
1,220.0 |
1,215.8 |
S2 |
1,206.3 |
1,206.3 |
1,218.8 |
|
S3 |
1,194.5 |
1,201.8 |
1,217.8 |
|
S4 |
1,182.5 |
1,190.0 |
1,214.5 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.3 |
1,306.8 |
1,241.0 |
|
R3 |
1,282.8 |
1,270.3 |
1,231.0 |
|
R2 |
1,246.3 |
1,246.3 |
1,227.8 |
|
R1 |
1,233.8 |
1,233.8 |
1,224.3 |
1,240.0 |
PP |
1,209.8 |
1,209.8 |
1,209.8 |
1,213.0 |
S1 |
1,197.3 |
1,197.3 |
1,217.8 |
1,203.5 |
S2 |
1,173.3 |
1,173.3 |
1,214.3 |
|
S3 |
1,136.8 |
1,160.8 |
1,211.0 |
|
S4 |
1,100.3 |
1,124.3 |
1,201.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,222.4 |
1,185.9 |
36.5 |
3.0% |
16.3 |
1.3% |
96% |
True |
False |
85,971 |
10 |
1,222.4 |
1,148.5 |
73.9 |
6.1% |
19.3 |
1.6% |
98% |
True |
False |
98,168 |
20 |
1,222.4 |
1,139.4 |
83.0 |
6.8% |
22.8 |
1.9% |
98% |
True |
False |
105,102 |
40 |
1,222.4 |
1,132.0 |
90.4 |
7.4% |
22.0 |
1.8% |
98% |
True |
False |
105,916 |
60 |
1,222.4 |
1,128.2 |
94.2 |
7.7% |
20.8 |
1.7% |
99% |
True |
False |
84,344 |
80 |
1,222.4 |
1,090.9 |
131.5 |
10.8% |
18.3 |
1.5% |
99% |
True |
False |
63,266 |
100 |
1,222.4 |
1,038.8 |
183.6 |
15.0% |
17.5 |
1.4% |
99% |
True |
False |
50,618 |
120 |
1,222.4 |
1,038.8 |
183.6 |
15.0% |
14.8 |
1.2% |
99% |
True |
False |
42,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.5 |
2.618 |
1,253.3 |
1.618 |
1,241.5 |
1.000 |
1,234.3 |
0.618 |
1,229.8 |
HIGH |
1,222.5 |
0.618 |
1,218.0 |
0.500 |
1,216.5 |
0.382 |
1,215.0 |
LOW |
1,210.5 |
0.618 |
1,203.3 |
1.000 |
1,198.8 |
1.618 |
1,191.5 |
2.618 |
1,179.8 |
4.250 |
1,160.5 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,219.5 |
1,216.3 |
PP |
1,218.0 |
1,211.5 |
S1 |
1,216.5 |
1,206.8 |
|