Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,878.0 |
5,871.0 |
-7.0 |
-0.1% |
5,843.0 |
High |
5,890.0 |
5,880.0 |
-10.0 |
-0.2% |
5,914.0 |
Low |
5,829.0 |
5,825.0 |
-4.0 |
-0.1% |
5,783.0 |
Close |
5,845.0 |
5,862.0 |
17.0 |
0.3% |
5,845.0 |
Range |
61.0 |
55.0 |
-6.0 |
-9.8% |
131.0 |
ATR |
68.4 |
67.4 |
-1.0 |
-1.4% |
0.0 |
Volume |
17,142 |
16,893 |
-249 |
-1.5% |
104,938 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.7 |
5,996.3 |
5,892.3 |
|
R3 |
5,965.7 |
5,941.3 |
5,877.1 |
|
R2 |
5,910.7 |
5,910.7 |
5,872.1 |
|
R1 |
5,886.3 |
5,886.3 |
5,867.0 |
5,871.0 |
PP |
5,855.7 |
5,855.7 |
5,855.7 |
5,848.0 |
S1 |
5,831.3 |
5,831.3 |
5,857.0 |
5,816.0 |
S2 |
5,800.7 |
5,800.7 |
5,851.9 |
|
S3 |
5,745.7 |
5,776.3 |
5,846.9 |
|
S4 |
5,690.7 |
5,721.3 |
5,831.8 |
|
|
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 |
5,793.0 |
121.0 |
2.1% |
59.6 |
1.0% |
57% |
False |
False |
20,436 |
10 |
5,914.0 |
5,685.0 |
229.0 |
3.9% |
67.0 |
1.1% |
77% |
False |
False |
23,801 |
20 |
5,914.0 |
5,439.0 |
475.0 |
8.1% |
63.0 |
1.1% |
89% |
False |
False |
24,982 |
40 |
5,914.0 |
5,213.0 |
701.0 |
12.0% |
60.0 |
1.0% |
93% |
False |
False |
22,759 |
60 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
60.3 |
1.0% |
94% |
False |
False |
21,840 |
80 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
46.0 |
0.8% |
94% |
False |
False |
16,388 |
100 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
37.5 |
0.6% |
94% |
False |
False |
13,122 |
120 |
5,914.0 |
5,081.0 |
833.0 |
14.2% |
31.2 |
0.5% |
94% |
False |
False |
10,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,113.8 |
2.618 |
6,024.0 |
1.618 |
5,969.0 |
1.000 |
5,935.0 |
0.618 |
5,914.0 |
HIGH |
5,880.0 |
0.618 |
5,859.0 |
0.500 |
5,852.5 |
0.382 |
5,846.0 |
LOW |
5,825.0 |
0.618 |
5,791.0 |
1.000 |
5,770.0 |
1.618 |
5,736.0 |
2.618 |
5,681.0 |
4.250 |
5,591.3 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,858.8 |
5,869.5 |
PP |
5,855.7 |
5,867.0 |
S1 |
5,852.5 |
5,864.5 |
|