Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,815 |
17,625 |
-190 |
-1.1% |
17,530 |
High |
17,845 |
17,890 |
45 |
0.3% |
17,950 |
Low |
17,560 |
17,570 |
10 |
0.1% |
17,305 |
Close |
17,605 |
17,850 |
245 |
1.4% |
17,835 |
Range |
285 |
320 |
35 |
12.3% |
645 |
ATR |
361 |
358 |
-3 |
-0.8% |
0 |
Volume |
13,466 |
10,274 |
-3,192 |
-23.7% |
63,917 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,730 |
18,610 |
18,026 |
|
R3 |
18,410 |
18,290 |
17,938 |
|
R2 |
18,090 |
18,090 |
17,909 |
|
R1 |
17,970 |
17,970 |
17,879 |
18,030 |
PP |
17,770 |
17,770 |
17,770 |
17,800 |
S1 |
17,650 |
17,650 |
17,821 |
17,710 |
S2 |
17,450 |
17,450 |
17,791 |
|
S3 |
17,130 |
17,330 |
17,762 |
|
S4 |
16,810 |
17,010 |
17,674 |
|
|
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 |
17,485 |
465 |
2.6% |
289 |
1.6% |
78% |
False |
False |
11,806 |
10 |
17,950 |
17,305 |
645 |
3.6% |
321 |
1.8% |
84% |
False |
False |
13,305 |
20 |
17,950 |
16,580 |
1,370 |
7.7% |
374 |
2.1% |
93% |
False |
False |
18,047 |
40 |
18,050 |
16,525 |
1,525 |
8.5% |
386 |
2.2% |
87% |
False |
False |
17,269 |
60 |
18,205 |
16,525 |
1,680 |
9.4% |
359 |
2.0% |
79% |
False |
False |
13,837 |
80 |
18,205 |
14,600 |
3,605 |
20.2% |
333 |
1.9% |
90% |
False |
False |
10,430 |
100 |
18,205 |
14,600 |
3,605 |
20.2% |
289 |
1.6% |
90% |
False |
False |
8,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,250 |
2.618 |
18,728 |
1.618 |
18,408 |
1.000 |
18,210 |
0.618 |
18,088 |
HIGH |
17,890 |
0.618 |
17,768 |
0.500 |
17,730 |
0.382 |
17,692 |
LOW |
17,570 |
0.618 |
17,372 |
1.000 |
17,250 |
1.618 |
17,052 |
2.618 |
16,732 |
4.250 |
16,210 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,810 |
17,818 |
PP |
17,770 |
17,787 |
S1 |
17,730 |
17,755 |
|