Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,520 |
18,510 |
-10 |
-0.1% |
18,065 |
High |
18,540 |
18,715 |
175 |
0.9% |
18,570 |
Low |
18,425 |
18,455 |
30 |
0.2% |
17,920 |
Close |
18,500 |
18,680 |
180 |
1.0% |
18,540 |
Range |
115 |
260 |
145 |
126.1% |
650 |
ATR |
304 |
301 |
-3 |
-1.0% |
0 |
Volume |
6,246 |
10,043 |
3,797 |
60.8% |
43,689 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,397 |
19,298 |
18,823 |
|
R3 |
19,137 |
19,038 |
18,752 |
|
R2 |
18,877 |
18,877 |
18,728 |
|
R1 |
18,778 |
18,778 |
18,704 |
18,828 |
PP |
18,617 |
18,617 |
18,617 |
18,641 |
S1 |
18,518 |
18,518 |
18,656 |
18,568 |
S2 |
18,357 |
18,357 |
18,632 |
|
S3 |
18,097 |
18,258 |
18,609 |
|
S4 |
17,837 |
17,998 |
18,537 |
|
|
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 |
18,715 |
18,105 |
610 |
3.3% |
216 |
1.2% |
94% |
True |
False |
9,425 |
10 |
18,715 |
17,570 |
1,145 |
6.1% |
255 |
1.4% |
97% |
True |
False |
10,226 |
20 |
18,715 |
17,305 |
1,410 |
7.5% |
286 |
1.5% |
98% |
True |
False |
11,939 |
40 |
18,715 |
16,580 |
2,135 |
11.4% |
356 |
1.9% |
98% |
True |
False |
15,495 |
60 |
18,715 |
16,525 |
2,190 |
11.7% |
359 |
1.9% |
98% |
True |
False |
15,277 |
80 |
18,715 |
15,590 |
3,125 |
16.7% |
346 |
1.9% |
99% |
True |
False |
11,574 |
100 |
18,715 |
14,600 |
4,115 |
22.0% |
307 |
1.6% |
99% |
True |
False |
9,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,820 |
2.618 |
19,396 |
1.618 |
19,136 |
1.000 |
18,975 |
0.618 |
18,876 |
HIGH |
18,715 |
0.618 |
18,616 |
0.500 |
18,585 |
0.382 |
18,554 |
LOW |
18,455 |
0.618 |
18,294 |
1.000 |
18,195 |
1.618 |
18,034 |
2.618 |
17,774 |
4.250 |
17,350 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,648 |
18,620 |
PP |
18,617 |
18,560 |
S1 |
18,585 |
18,500 |
|