Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,265 |
18,380 |
115 |
0.6% |
18,065 |
High |
18,405 |
18,570 |
165 |
0.9% |
18,570 |
Low |
18,235 |
18,285 |
50 |
0.3% |
17,920 |
Close |
18,385 |
18,540 |
155 |
0.8% |
18,540 |
Range |
170 |
285 |
115 |
67.6% |
650 |
ATR |
322 |
319 |
-3 |
-0.8% |
0 |
Volume |
7,669 |
12,819 |
5,150 |
67.2% |
43,689 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,320 |
19,215 |
18,697 |
|
R3 |
19,035 |
18,930 |
18,619 |
|
R2 |
18,750 |
18,750 |
18,592 |
|
R1 |
18,645 |
18,645 |
18,566 |
18,698 |
PP |
18,465 |
18,465 |
18,465 |
18,491 |
S1 |
18,360 |
18,360 |
18,514 |
18,413 |
S2 |
18,180 |
18,180 |
18,488 |
|
S3 |
17,895 |
18,075 |
18,462 |
|
S4 |
17,610 |
17,790 |
18,383 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,293 |
20,067 |
18,898 |
|
R3 |
19,643 |
19,417 |
18,719 |
|
R2 |
18,993 |
18,993 |
18,659 |
|
R1 |
18,767 |
18,767 |
18,600 |
18,880 |
PP |
18,343 |
18,343 |
18,343 |
18,400 |
S1 |
18,117 |
18,117 |
18,481 |
18,230 |
S2 |
17,693 |
17,693 |
18,421 |
|
S3 |
17,043 |
17,467 |
18,361 |
|
S4 |
16,393 |
16,817 |
18,183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,570 |
17,875 |
695 |
3.7% |
244 |
1.3% |
96% |
True |
False |
10,635 |
10 |
18,570 |
17,560 |
1,010 |
5.4% |
278 |
1.5% |
97% |
True |
False |
11,168 |
20 |
18,570 |
17,305 |
1,265 |
6.8% |
301 |
1.6% |
98% |
True |
False |
12,350 |
40 |
18,570 |
16,580 |
1,990 |
10.7% |
354 |
1.9% |
98% |
True |
False |
15,262 |
60 |
18,570 |
16,525 |
2,045 |
11.0% |
359 |
1.9% |
99% |
True |
False |
15,030 |
80 |
18,570 |
15,350 |
3,220 |
17.4% |
343 |
1.9% |
99% |
True |
False |
11,371 |
100 |
18,570 |
14,600 |
3,970 |
21.4% |
303 |
1.6% |
99% |
True |
False |
9,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,781 |
2.618 |
19,316 |
1.618 |
19,031 |
1.000 |
18,855 |
0.618 |
18,746 |
HIGH |
18,570 |
0.618 |
18,461 |
0.500 |
18,428 |
0.382 |
18,394 |
LOW |
18,285 |
0.618 |
18,109 |
1.000 |
18,000 |
1.618 |
17,824 |
2.618 |
17,539 |
4.250 |
17,074 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,503 |
18,473 |
PP |
18,465 |
18,405 |
S1 |
18,428 |
18,338 |
|