Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,223.2 |
1,225.3 |
2.1 |
0.2% |
1,203.0 |
High |
1,226.0 |
1,229.5 |
3.5 |
0.3% |
1,222.4 |
Low |
1,216.7 |
1,220.8 |
4.1 |
0.3% |
1,185.9 |
Close |
1,225.0 |
1,227.1 |
2.1 |
0.2% |
1,221.0 |
Range |
9.3 |
8.7 |
-0.6 |
-6.5% |
36.5 |
ATR |
19.7 |
18.9 |
-0.8 |
-4.0% |
0.0 |
Volume |
63,411 |
58,199 |
-5,212 |
-8.2% |
429,856 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.0 |
1,248.3 |
1,232.0 |
|
R3 |
1,243.3 |
1,239.5 |
1,229.5 |
|
R2 |
1,234.5 |
1,234.5 |
1,228.8 |
|
R1 |
1,230.8 |
1,230.8 |
1,228.0 |
1,232.8 |
PP |
1,225.8 |
1,225.8 |
1,225.8 |
1,226.8 |
S1 |
1,222.0 |
1,222.0 |
1,226.3 |
1,224.0 |
S2 |
1,217.0 |
1,217.0 |
1,225.5 |
|
S3 |
1,208.5 |
1,213.5 |
1,224.8 |
|
S4 |
1,199.8 |
1,204.8 |
1,222.3 |
|
|
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 |
1,229.5 |
1,197.1 |
32.4 |
2.6% |
11.3 |
0.9% |
93% |
True |
False |
69,941 |
10 |
1,229.5 |
1,180.1 |
49.4 |
4.0% |
15.0 |
1.2% |
95% |
True |
False |
81,356 |
20 |
1,229.5 |
1,148.5 |
81.0 |
6.6% |
20.5 |
1.7% |
97% |
True |
False |
98,123 |
40 |
1,229.5 |
1,139.4 |
90.1 |
7.3% |
20.8 |
1.7% |
97% |
True |
False |
97,885 |
60 |
1,229.5 |
1,128.2 |
101.3 |
8.3% |
20.5 |
1.7% |
98% |
True |
False |
87,400 |
80 |
1,229.5 |
1,104.9 |
124.6 |
10.2% |
18.5 |
1.5% |
98% |
True |
False |
65,564 |
100 |
1,229.5 |
1,038.8 |
190.7 |
15.5% |
17.5 |
1.4% |
99% |
True |
False |
52,456 |
120 |
1,229.5 |
1,038.8 |
190.7 |
15.5% |
15.0 |
1.2% |
99% |
True |
False |
43,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.5 |
2.618 |
1,252.3 |
1.618 |
1,243.5 |
1.000 |
1,238.3 |
0.618 |
1,235.0 |
HIGH |
1,229.5 |
0.618 |
1,226.3 |
0.500 |
1,225.3 |
0.382 |
1,224.0 |
LOW |
1,220.8 |
0.618 |
1,215.5 |
1.000 |
1,212.0 |
1.618 |
1,206.8 |
2.618 |
1,198.0 |
4.250 |
1,183.8 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,226.5 |
1,225.8 |
PP |
1,225.8 |
1,224.5 |
S1 |
1,225.3 |
1,223.0 |
|