Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,845.0 |
5,871.0 |
26.0 |
0.4% |
5,747.0 |
High |
5,877.0 |
5,914.0 |
37.0 |
0.6% |
5,841.0 |
Low |
5,808.0 |
5,847.0 |
39.0 |
0.7% |
5,685.0 |
Close |
5,875.0 |
5,868.0 |
-7.0 |
-0.1% |
5,822.0 |
Range |
69.0 |
67.0 |
-2.0 |
-2.9% |
156.0 |
ATR |
69.1 |
68.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
25,652 |
22,157 |
-3,495 |
-13.6% |
135,366 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,077.3 |
6,039.7 |
5,904.9 |
|
R3 |
6,010.3 |
5,972.7 |
5,886.4 |
|
R2 |
5,943.3 |
5,943.3 |
5,880.3 |
|
R1 |
5,905.7 |
5,905.7 |
5,874.1 |
5,891.0 |
PP |
5,876.3 |
5,876.3 |
5,876.3 |
5,869.0 |
S1 |
5,838.7 |
5,838.7 |
5,861.9 |
5,824.0 |
S2 |
5,809.3 |
5,809.3 |
5,855.7 |
|
S3 |
5,742.3 |
5,771.7 |
5,849.6 |
|
S4 |
5,675.3 |
5,704.7 |
5,831.2 |
|
|
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 |
5,914.0 |
5,738.0 |
176.0 |
3.0% |
69.6 |
1.2% |
74% |
True |
False |
24,991 |
10 |
5,914.0 |
5,685.0 |
229.0 |
3.9% |
63.8 |
1.1% |
80% |
True |
False |
24,829 |
20 |
5,914.0 |
5,354.0 |
560.0 |
9.5% |
60.8 |
1.0% |
92% |
True |
False |
25,236 |
40 |
5,914.0 |
5,213.0 |
701.0 |
11.9% |
61.6 |
1.0% |
93% |
True |
False |
23,040 |
60 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
58.3 |
1.0% |
94% |
True |
False |
21,272 |
80 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
44.7 |
0.8% |
94% |
True |
False |
15,964 |
100 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
36.3 |
0.6% |
94% |
True |
False |
12,781 |
120 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
30.3 |
0.5% |
94% |
True |
False |
10,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,198.8 |
2.618 |
6,089.4 |
1.618 |
6,022.4 |
1.000 |
5,981.0 |
0.618 |
5,955.4 |
HIGH |
5,914.0 |
0.618 |
5,888.4 |
0.500 |
5,880.5 |
0.382 |
5,872.6 |
LOW |
5,847.0 |
0.618 |
5,805.6 |
1.000 |
5,780.0 |
1.618 |
5,738.6 |
2.618 |
5,671.6 |
4.250 |
5,562.3 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,880.5 |
5,863.2 |
PP |
5,876.3 |
5,858.3 |
S1 |
5,872.2 |
5,853.5 |
|