Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,745 |
17,815 |
70 |
0.4% |
17,530 |
High |
17,950 |
17,845 |
-105 |
-0.6% |
17,950 |
Low |
17,635 |
17,560 |
-75 |
-0.4% |
17,305 |
Close |
17,835 |
17,605 |
-230 |
-1.3% |
17,835 |
Range |
315 |
285 |
-30 |
-9.5% |
645 |
ATR |
367 |
361 |
-6 |
-1.6% |
0 |
Volume |
12,241 |
13,466 |
1,225 |
10.0% |
63,917 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,525 |
18,350 |
17,762 |
|
R3 |
18,240 |
18,065 |
17,684 |
|
R2 |
17,955 |
17,955 |
17,657 |
|
R1 |
17,780 |
17,780 |
17,631 |
17,725 |
PP |
17,670 |
17,670 |
17,670 |
17,643 |
S1 |
17,495 |
17,495 |
17,579 |
17,440 |
S2 |
17,385 |
17,385 |
17,553 |
|
S3 |
17,100 |
17,210 |
17,527 |
|
S4 |
16,815 |
16,925 |
17,448 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,632 |
19,378 |
18,190 |
|
R3 |
18,987 |
18,733 |
18,013 |
|
R2 |
18,342 |
18,342 |
17,953 |
|
R1 |
18,088 |
18,088 |
17,894 |
18,215 |
PP |
17,697 |
17,697 |
17,697 |
17,760 |
S1 |
17,443 |
17,443 |
17,776 |
17,570 |
S2 |
17,052 |
17,052 |
17,717 |
|
S3 |
16,407 |
16,798 |
17,658 |
|
S4 |
15,762 |
16,153 |
17,480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,950 |
17,305 |
645 |
3.7% |
303 |
1.7% |
47% |
False |
False |
12,665 |
10 |
17,950 |
17,305 |
645 |
3.7% |
317 |
1.8% |
47% |
False |
False |
13,652 |
20 |
17,950 |
16,580 |
1,370 |
7.8% |
374 |
2.1% |
75% |
False |
False |
18,156 |
40 |
18,050 |
16,525 |
1,525 |
8.7% |
391 |
2.2% |
71% |
False |
False |
17,638 |
60 |
18,205 |
16,525 |
1,680 |
9.5% |
359 |
2.0% |
64% |
False |
False |
13,667 |
80 |
18,205 |
14,600 |
3,605 |
20.5% |
334 |
1.9% |
83% |
False |
False |
10,302 |
100 |
18,205 |
14,600 |
3,605 |
20.5% |
286 |
1.6% |
83% |
False |
False |
8,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,056 |
2.618 |
18,591 |
1.618 |
18,306 |
1.000 |
18,130 |
0.618 |
18,021 |
HIGH |
17,845 |
0.618 |
17,736 |
0.500 |
17,703 |
0.382 |
17,669 |
LOW |
17,560 |
0.618 |
17,384 |
1.000 |
17,275 |
1.618 |
17,099 |
2.618 |
16,814 |
4.250 |
16,349 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,703 |
17,718 |
PP |
17,670 |
17,680 |
S1 |
17,638 |
17,643 |
|