Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,843.0 |
5,809.0 |
-34.0 |
-0.6% |
5,747.0 |
High |
5,846.0 |
5,839.0 |
-7.0 |
-0.1% |
5,841.0 |
Low |
5,783.0 |
5,793.0 |
10.0 |
0.2% |
5,685.0 |
Close |
5,822.0 |
5,820.0 |
-2.0 |
0.0% |
5,822.0 |
Range |
63.0 |
46.0 |
-17.0 |
-27.0% |
156.0 |
ATR |
70.9 |
69.1 |
-1.8 |
-2.5% |
0.0 |
Volume |
19,649 |
20,338 |
689 |
3.5% |
135,366 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,955.3 |
5,933.7 |
5,845.3 |
|
R3 |
5,909.3 |
5,887.7 |
5,832.7 |
|
R2 |
5,863.3 |
5,863.3 |
5,828.4 |
|
R1 |
5,841.7 |
5,841.7 |
5,824.2 |
5,852.5 |
PP |
5,817.3 |
5,817.3 |
5,817.3 |
5,822.8 |
S1 |
5,795.7 |
5,795.7 |
5,815.8 |
5,806.5 |
S2 |
5,771.3 |
5,771.3 |
5,811.6 |
|
S3 |
5,725.3 |
5,749.7 |
5,807.4 |
|
S4 |
5,679.3 |
5,703.7 |
5,794.7 |
|
|
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% |
74.8 |
1.3% |
84% |
False |
False |
26,418 |
10 |
5,846.0 |
5,683.0 |
163.0 |
2.8% |
63.8 |
1.1% |
84% |
False |
False |
26,414 |
20 |
5,846.0 |
5,231.0 |
615.0 |
10.6% |
59.2 |
1.0% |
96% |
False |
False |
25,096 |
40 |
5,846.0 |
5,150.0 |
696.0 |
12.0% |
62.7 |
1.1% |
96% |
False |
False |
23,346 |
60 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
56.1 |
1.0% |
97% |
False |
False |
20,478 |
80 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
43.0 |
0.7% |
97% |
False |
False |
15,366 |
100 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
35.0 |
0.6% |
97% |
False |
False |
12,303 |
120 |
5,846.0 |
5,081.0 |
765.0 |
13.1% |
29.1 |
0.5% |
97% |
False |
False |
10,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,034.5 |
2.618 |
5,959.4 |
1.618 |
5,913.4 |
1.000 |
5,885.0 |
0.618 |
5,867.4 |
HIGH |
5,839.0 |
0.618 |
5,821.4 |
0.500 |
5,816.0 |
0.382 |
5,810.6 |
LOW |
5,793.0 |
0.618 |
5,764.6 |
1.000 |
5,747.0 |
1.618 |
5,718.6 |
2.618 |
5,672.6 |
4.250 |
5,597.5 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,818.7 |
5,810.7 |
PP |
5,817.3 |
5,801.3 |
S1 |
5,816.0 |
5,792.0 |
|