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 |
17,855 |
18,055 |
200 |
1.1% |
17,530 |
High |
18,125 |
18,055 |
-70 |
-0.4% |
17,950 |
Low |
17,820 |
17,725 |
-95 |
-0.5% |
17,305 |
Close |
18,040 |
17,955 |
-85 |
-0.5% |
17,835 |
Range |
305 |
330 |
25 |
8.2% |
645 |
ATR |
355 |
353 |
-2 |
-0.5% |
0 |
Volume |
6,711 |
15,816 |
9,105 |
135.7% |
63,917 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,902 |
18,758 |
18,137 |
|
R3 |
18,572 |
18,428 |
18,046 |
|
R2 |
18,242 |
18,242 |
18,016 |
|
R1 |
18,098 |
18,098 |
17,985 |
18,005 |
PP |
17,912 |
17,912 |
17,912 |
17,865 |
S1 |
17,768 |
17,768 |
17,925 |
17,675 |
S2 |
17,582 |
17,582 |
17,895 |
|
S3 |
17,252 |
17,438 |
17,864 |
|
S4 |
16,922 |
17,108 |
17,774 |
|
|
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 |
17,560 |
565 |
3.1% |
311 |
1.7% |
70% |
False |
False |
11,701 |
10 |
18,125 |
17,305 |
820 |
4.6% |
319 |
1.8% |
79% |
False |
False |
12,784 |
20 |
18,125 |
16,590 |
1,535 |
8.5% |
358 |
2.0% |
89% |
False |
False |
16,686 |
40 |
18,125 |
16,525 |
1,600 |
8.9% |
375 |
2.1% |
89% |
False |
False |
16,390 |
60 |
18,205 |
16,525 |
1,680 |
9.4% |
364 |
2.0% |
85% |
False |
False |
14,208 |
80 |
18,205 |
14,850 |
3,355 |
18.7% |
337 |
1.9% |
93% |
False |
False |
10,709 |
100 |
18,205 |
14,600 |
3,605 |
20.1% |
293 |
1.6% |
93% |
False |
False |
8,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,458 |
2.618 |
18,919 |
1.618 |
18,589 |
1.000 |
18,385 |
0.618 |
18,259 |
HIGH |
18,055 |
0.618 |
17,929 |
0.500 |
17,890 |
0.382 |
17,851 |
LOW |
17,725 |
0.618 |
17,521 |
1.000 |
17,395 |
1.618 |
17,191 |
2.618 |
16,861 |
4.250 |
16,323 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,933 |
17,919 |
PP |
17,912 |
17,883 |
S1 |
17,890 |
17,848 |
|