Trading Metrics calculated at close of trading on 16-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
16-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,755.0 |
5,843.0 |
88.0 |
1.5% |
5,747.0 |
High |
5,841.0 |
5,846.0 |
5.0 |
0.1% |
5,841.0 |
Low |
5,738.0 |
5,783.0 |
45.0 |
0.8% |
5,685.0 |
Close |
5,822.0 |
5,822.0 |
0.0 |
0.0% |
5,822.0 |
Range |
103.0 |
63.0 |
-40.0 |
-38.8% |
156.0 |
ATR |
71.5 |
70.9 |
-0.6 |
-0.8% |
0.0 |
Volume |
37,160 |
19,649 |
-17,511 |
-47.1% |
135,366 |
|
Daily Pivots for day following 16-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.0 |
5,977.0 |
5,856.7 |
|
R3 |
5,943.0 |
5,914.0 |
5,839.3 |
|
R2 |
5,880.0 |
5,880.0 |
5,833.6 |
|
R1 |
5,851.0 |
5,851.0 |
5,827.8 |
5,834.0 |
PP |
5,817.0 |
5,817.0 |
5,817.0 |
5,808.5 |
S1 |
5,788.0 |
5,788.0 |
5,816.2 |
5,771.0 |
S2 |
5,754.0 |
5,754.0 |
5,810.5 |
|
S3 |
5,691.0 |
5,725.0 |
5,804.7 |
|
S4 |
5,628.0 |
5,662.0 |
5,787.4 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,250.7 |
6,192.3 |
5,907.8 |
|
R3 |
6,094.7 |
6,036.3 |
5,864.9 |
|
R2 |
5,938.7 |
5,938.7 |
5,850.6 |
|
R1 |
5,880.3 |
5,880.3 |
5,836.3 |
5,909.5 |
PP |
5,782.7 |
5,782.7 |
5,782.7 |
5,797.3 |
S1 |
5,724.3 |
5,724.3 |
5,807.7 |
5,753.5 |
S2 |
5,626.7 |
5,626.7 |
5,793.4 |
|
S3 |
5,470.7 |
5,568.3 |
5,779.1 |
|
S4 |
5,314.7 |
5,412.3 |
5,736.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,846.0 |
5,685.0 |
161.0 |
2.8% |
74.4 |
1.3% |
85% |
True |
False |
27,167 |
10 |
5,846.0 |
5,577.0 |
269.0 |
4.6% |
68.1 |
1.2% |
91% |
True |
False |
27,516 |
20 |
5,846.0 |
5,231.0 |
615.0 |
10.6% |
60.8 |
1.0% |
96% |
True |
False |
25,385 |
40 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
63.3 |
1.1% |
97% |
True |
False |
24,924 |
60 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
55.6 |
1.0% |
97% |
True |
False |
20,139 |
80 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
42.4 |
0.7% |
97% |
True |
False |
15,112 |
100 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
34.5 |
0.6% |
97% |
True |
False |
12,100 |
120 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
28.8 |
0.5% |
97% |
True |
False |
10,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,113.8 |
2.618 |
6,010.9 |
1.618 |
5,947.9 |
1.000 |
5,909.0 |
0.618 |
5,884.9 |
HIGH |
5,846.0 |
0.618 |
5,821.9 |
0.500 |
5,814.5 |
0.382 |
5,807.1 |
LOW |
5,783.0 |
0.618 |
5,744.1 |
1.000 |
5,720.0 |
1.618 |
5,681.1 |
2.618 |
5,618.1 |
4.250 |
5,515.3 |
|
|
Fisher Pivots for day following 16-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,819.5 |
5,803.2 |
PP |
5,817.0 |
5,784.3 |
S1 |
5,814.5 |
5,765.5 |
|