Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,380 |
18,520 |
140 |
0.8% |
18,065 |
High |
18,570 |
18,540 |
-30 |
-0.2% |
18,570 |
Low |
18,285 |
18,425 |
140 |
0.8% |
17,920 |
Close |
18,540 |
18,500 |
-40 |
-0.2% |
18,540 |
Range |
285 |
115 |
-170 |
-59.6% |
650 |
ATR |
319 |
304 |
-15 |
-4.6% |
0 |
Volume |
12,819 |
6,246 |
-6,573 |
-51.3% |
43,689 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,833 |
18,782 |
18,563 |
|
R3 |
18,718 |
18,667 |
18,532 |
|
R2 |
18,603 |
18,603 |
18,521 |
|
R1 |
18,552 |
18,552 |
18,511 |
18,520 |
PP |
18,488 |
18,488 |
18,488 |
18,473 |
S1 |
18,437 |
18,437 |
18,490 |
18,405 |
S2 |
18,373 |
18,373 |
18,479 |
|
S3 |
18,258 |
18,322 |
18,469 |
|
S4 |
18,143 |
18,207 |
18,437 |
|
|
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 |
17,920 |
650 |
3.5% |
219 |
1.2% |
89% |
False |
False |
9,987 |
10 |
18,570 |
17,560 |
1,010 |
5.5% |
258 |
1.4% |
93% |
False |
False |
10,569 |
20 |
18,570 |
17,305 |
1,265 |
6.8% |
295 |
1.6% |
94% |
False |
False |
11,992 |
40 |
18,570 |
16,580 |
1,990 |
10.8% |
352 |
1.9% |
96% |
False |
False |
15,308 |
60 |
18,570 |
16,525 |
2,045 |
11.1% |
358 |
1.9% |
97% |
False |
False |
15,122 |
80 |
18,570 |
15,490 |
3,080 |
16.6% |
343 |
1.9% |
98% |
False |
False |
11,449 |
100 |
18,570 |
14,600 |
3,970 |
21.5% |
304 |
1.6% |
98% |
False |
False |
9,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,029 |
2.618 |
18,841 |
1.618 |
18,726 |
1.000 |
18,655 |
0.618 |
18,611 |
HIGH |
18,540 |
0.618 |
18,496 |
0.500 |
18,483 |
0.382 |
18,469 |
LOW |
18,425 |
0.618 |
18,354 |
1.000 |
18,310 |
1.618 |
18,239 |
2.618 |
18,124 |
4.250 |
17,936 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,494 |
18,468 |
PP |
18,488 |
18,435 |
S1 |
18,483 |
18,403 |
|