Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,625 |
17,855 |
230 |
1.3% |
17,530 |
High |
17,890 |
18,125 |
235 |
1.3% |
17,950 |
Low |
17,570 |
17,820 |
250 |
1.4% |
17,305 |
Close |
17,850 |
18,040 |
190 |
1.1% |
17,835 |
Range |
320 |
305 |
-15 |
-4.7% |
645 |
ATR |
358 |
355 |
-4 |
-1.1% |
0 |
Volume |
10,274 |
6,711 |
-3,563 |
-34.7% |
63,917 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,910 |
18,780 |
18,208 |
|
R3 |
18,605 |
18,475 |
18,124 |
|
R2 |
18,300 |
18,300 |
18,096 |
|
R1 |
18,170 |
18,170 |
18,068 |
18,235 |
PP |
17,995 |
17,995 |
17,995 |
18,028 |
S1 |
17,865 |
17,865 |
18,012 |
17,930 |
S2 |
17,690 |
17,690 |
17,984 |
|
S3 |
17,385 |
17,560 |
17,956 |
|
S4 |
17,080 |
17,255 |
17,872 |
|
|
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 |
18,125 |
17,485 |
640 |
3.5% |
302 |
1.7% |
87% |
True |
False |
10,739 |
10 |
18,125 |
17,305 |
820 |
4.5% |
316 |
1.7% |
90% |
True |
False |
12,664 |
20 |
18,125 |
16,580 |
1,545 |
8.6% |
367 |
2.0% |
94% |
True |
False |
17,407 |
40 |
18,125 |
16,525 |
1,600 |
8.9% |
383 |
2.1% |
95% |
True |
False |
16,838 |
60 |
18,205 |
16,525 |
1,680 |
9.3% |
361 |
2.0% |
90% |
False |
False |
13,946 |
80 |
18,205 |
14,825 |
3,380 |
18.7% |
334 |
1.9% |
95% |
False |
False |
10,514 |
100 |
18,205 |
14,600 |
3,605 |
20.0% |
291 |
1.6% |
95% |
False |
False |
8,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,421 |
2.618 |
18,924 |
1.618 |
18,619 |
1.000 |
18,430 |
0.618 |
18,314 |
HIGH |
18,125 |
0.618 |
18,009 |
0.500 |
17,973 |
0.382 |
17,937 |
LOW |
17,820 |
0.618 |
17,632 |
1.000 |
17,515 |
1.618 |
17,327 |
2.618 |
17,022 |
4.250 |
16,524 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,018 |
17,974 |
PP |
17,995 |
17,908 |
S1 |
17,973 |
17,843 |
|