Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,219.1 |
1,223.2 |
4.1 |
0.3% |
1,203.0 |
High |
1,226.1 |
1,226.0 |
-0.1 |
0.0% |
1,222.4 |
Low |
1,217.6 |
1,216.7 |
-0.9 |
-0.1% |
1,185.9 |
Close |
1,222.8 |
1,225.0 |
2.2 |
0.2% |
1,221.0 |
Range |
8.5 |
9.3 |
0.8 |
9.4% |
36.5 |
ATR |
20.4 |
19.7 |
-0.8 |
-3.9% |
0.0 |
Volume |
62,252 |
63,411 |
1,159 |
1.9% |
429,856 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.5 |
1,247.0 |
1,230.0 |
|
R3 |
1,241.3 |
1,237.8 |
1,227.5 |
|
R2 |
1,231.8 |
1,231.8 |
1,226.8 |
|
R1 |
1,228.5 |
1,228.5 |
1,225.8 |
1,230.3 |
PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,223.5 |
S1 |
1,219.3 |
1,219.3 |
1,224.3 |
1,220.8 |
S2 |
1,213.3 |
1,213.3 |
1,223.3 |
|
S3 |
1,204.0 |
1,209.8 |
1,222.5 |
|
S4 |
1,194.8 |
1,200.5 |
1,220.0 |
|
|
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 |
1,226.1 |
1,191.2 |
34.9 |
2.8% |
13.0 |
1.1% |
97% |
False |
False |
74,494 |
10 |
1,226.1 |
1,180.1 |
46.0 |
3.8% |
15.8 |
1.3% |
98% |
False |
False |
85,842 |
20 |
1,226.1 |
1,148.5 |
77.6 |
6.3% |
20.8 |
1.7% |
99% |
False |
False |
100,071 |
40 |
1,226.1 |
1,139.4 |
86.7 |
7.1% |
20.8 |
1.7% |
99% |
False |
False |
99,244 |
60 |
1,226.1 |
1,128.2 |
97.9 |
8.0% |
20.8 |
1.7% |
99% |
False |
False |
86,434 |
80 |
1,226.1 |
1,104.9 |
121.2 |
9.9% |
18.5 |
1.5% |
99% |
False |
False |
64,836 |
100 |
1,226.1 |
1,038.8 |
187.3 |
15.3% |
17.5 |
1.4% |
99% |
False |
False |
51,874 |
120 |
1,226.1 |
1,038.8 |
187.3 |
15.3% |
14.8 |
1.2% |
99% |
False |
False |
43,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.5 |
2.618 |
1,250.3 |
1.618 |
1,241.0 |
1.000 |
1,235.3 |
0.618 |
1,231.8 |
HIGH |
1,226.0 |
0.618 |
1,222.5 |
0.500 |
1,221.3 |
0.382 |
1,220.3 |
LOW |
1,216.8 |
0.618 |
1,211.0 |
1.000 |
1,207.5 |
1.618 |
1,201.8 |
2.618 |
1,192.3 |
4.250 |
1,177.3 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,223.8 |
1,222.8 |
PP |
1,222.5 |
1,220.5 |
S1 |
1,221.3 |
1,218.3 |
|