Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,802 |
17,890 |
88 |
0.5% |
17,108 |
High |
17,949 |
17,946 |
-3 |
0.0% |
17,893 |
Low |
17,719 |
17,778 |
59 |
0.3% |
16,962 |
Close |
17,831 |
17,932 |
101 |
0.6% |
17,782 |
Range |
230 |
168 |
-62 |
-27.0% |
931 |
ATR |
268 |
261 |
-7 |
-2.7% |
0 |
Volume |
124,951 |
117,444 |
-7,507 |
-6.0% |
868,700 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,389 |
18,329 |
18,025 |
|
R3 |
18,221 |
18,161 |
17,978 |
|
R2 |
18,053 |
18,053 |
17,963 |
|
R1 |
17,993 |
17,993 |
17,948 |
18,023 |
PP |
17,885 |
17,885 |
17,885 |
17,901 |
S1 |
17,825 |
17,825 |
17,917 |
17,855 |
S2 |
17,717 |
17,717 |
17,901 |
|
S3 |
17,549 |
17,657 |
17,886 |
|
S4 |
17,381 |
17,489 |
17,840 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,339 |
19,991 |
18,294 |
|
R3 |
19,408 |
19,060 |
18,038 |
|
R2 |
18,477 |
18,477 |
17,953 |
|
R1 |
18,129 |
18,129 |
17,867 |
18,303 |
PP |
17,546 |
17,546 |
17,546 |
17,633 |
S1 |
17,198 |
17,198 |
17,697 |
17,372 |
S2 |
16,615 |
16,615 |
17,611 |
|
S3 |
15,684 |
16,267 |
17,526 |
|
S4 |
14,753 |
15,336 |
17,270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,949 |
17,624 |
325 |
1.8% |
181 |
1.0% |
95% |
False |
False |
125,280 |
10 |
17,949 |
16,962 |
987 |
5.5% |
252 |
1.4% |
98% |
False |
False |
158,985 |
20 |
17,949 |
16,962 |
987 |
5.5% |
282 |
1.6% |
98% |
False |
False |
180,916 |
40 |
18,051 |
16,962 |
1,089 |
6.1% |
267 |
1.5% |
89% |
False |
False |
172,694 |
60 |
18,051 |
16,962 |
1,089 |
6.1% |
228 |
1.3% |
89% |
False |
False |
124,390 |
80 |
18,051 |
16,115 |
1,936 |
10.8% |
207 |
1.2% |
94% |
False |
False |
93,303 |
100 |
18,051 |
15,740 |
2,311 |
12.9% |
207 |
1.2% |
95% |
False |
False |
74,646 |
120 |
18,051 |
15,740 |
2,311 |
12.9% |
180 |
1.0% |
95% |
False |
False |
62,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,660 |
2.618 |
18,386 |
1.618 |
18,218 |
1.000 |
18,114 |
0.618 |
18,050 |
HIGH |
17,946 |
0.618 |
17,882 |
0.500 |
17,862 |
0.382 |
17,842 |
LOW |
17,778 |
0.618 |
17,674 |
1.000 |
17,610 |
1.618 |
17,506 |
2.618 |
17,338 |
4.250 |
17,064 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,909 |
17,889 |
PP |
17,885 |
17,846 |
S1 |
17,862 |
17,804 |
|