Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,871.0 |
5,878.0 |
7.0 |
0.1% |
5,843.0 |
High |
5,914.0 |
5,890.0 |
-24.0 |
-0.4% |
5,914.0 |
Low |
5,847.0 |
5,829.0 |
-18.0 |
-0.3% |
5,783.0 |
Close |
5,868.0 |
5,845.0 |
-23.0 |
-0.4% |
5,845.0 |
Range |
67.0 |
61.0 |
-6.0 |
-9.0% |
131.0 |
ATR |
68.9 |
68.4 |
-0.6 |
-0.8% |
0.0 |
Volume |
22,157 |
17,142 |
-5,015 |
-22.6% |
104,938 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,037.7 |
6,002.3 |
5,878.6 |
|
R3 |
5,976.7 |
5,941.3 |
5,861.8 |
|
R2 |
5,915.7 |
5,915.7 |
5,856.2 |
|
R1 |
5,880.3 |
5,880.3 |
5,850.6 |
5,867.5 |
PP |
5,854.7 |
5,854.7 |
5,854.7 |
5,848.3 |
S1 |
5,819.3 |
5,819.3 |
5,839.4 |
5,806.5 |
S2 |
5,793.7 |
5,793.7 |
5,833.8 |
|
S3 |
5,732.7 |
5,758.3 |
5,828.2 |
|
S4 |
5,671.7 |
5,697.3 |
5,811.5 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,240.3 |
6,173.7 |
5,917.1 |
|
R3 |
6,109.3 |
6,042.7 |
5,881.0 |
|
R2 |
5,978.3 |
5,978.3 |
5,869.0 |
|
R1 |
5,911.7 |
5,911.7 |
5,857.0 |
5,945.0 |
PP |
5,847.3 |
5,847.3 |
5,847.3 |
5,864.0 |
S1 |
5,780.7 |
5,780.7 |
5,833.0 |
5,814.0 |
S2 |
5,716.3 |
5,716.3 |
5,821.0 |
|
S3 |
5,585.3 |
5,649.7 |
5,809.0 |
|
S4 |
5,454.3 |
5,518.7 |
5,773.0 |
|
|
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 |
5,783.0 |
131.0 |
2.2% |
61.2 |
1.0% |
47% |
False |
False |
20,987 |
10 |
5,914.0 |
5,685.0 |
229.0 |
3.9% |
65.2 |
1.1% |
70% |
False |
False |
24,030 |
20 |
5,914.0 |
5,414.0 |
500.0 |
8.6% |
62.2 |
1.1% |
86% |
False |
False |
25,181 |
40 |
5,914.0 |
5,213.0 |
701.0 |
12.0% |
60.4 |
1.0% |
90% |
False |
False |
22,731 |
60 |
5,914.0 |
5,081.0 |
833.0 |
14.3% |
59.4 |
1.0% |
92% |
False |
False |
21,558 |
80 |
5,914.0 |
5,081.0 |
833.0 |
14.3% |
45.3 |
0.8% |
92% |
False |
False |
16,177 |
100 |
5,914.0 |
5,081.0 |
833.0 |
14.3% |
36.9 |
0.6% |
92% |
False |
False |
12,953 |
120 |
5,914.0 |
5,081.0 |
833.0 |
14.3% |
30.8 |
0.5% |
92% |
False |
False |
10,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,149.3 |
2.618 |
6,049.7 |
1.618 |
5,988.7 |
1.000 |
5,951.0 |
0.618 |
5,927.7 |
HIGH |
5,890.0 |
0.618 |
5,866.7 |
0.500 |
5,859.5 |
0.382 |
5,852.3 |
LOW |
5,829.0 |
0.618 |
5,791.3 |
1.000 |
5,768.0 |
1.618 |
5,730.3 |
2.618 |
5,669.3 |
4.250 |
5,569.8 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,859.5 |
5,861.0 |
PP |
5,854.7 |
5,855.7 |
S1 |
5,849.8 |
5,850.3 |
|