Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,879.0 |
5,918.0 |
39.0 |
0.7% |
5,843.0 |
High |
5,899.0 |
5,934.0 |
35.0 |
0.6% |
5,914.0 |
Low |
5,848.0 |
5,888.0 |
40.0 |
0.7% |
5,783.0 |
Close |
5,885.0 |
5,922.0 |
37.0 |
0.6% |
5,845.0 |
Range |
51.0 |
46.0 |
-5.0 |
-9.8% |
131.0 |
ATR |
66.2 |
65.0 |
-1.2 |
-1.9% |
0.0 |
Volume |
24,163 |
26,762 |
2,599 |
10.8% |
104,938 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,052.7 |
6,033.3 |
5,947.3 |
|
R3 |
6,006.7 |
5,987.3 |
5,934.7 |
|
R2 |
5,960.7 |
5,960.7 |
5,930.4 |
|
R1 |
5,941.3 |
5,941.3 |
5,926.2 |
5,951.0 |
PP |
5,914.7 |
5,914.7 |
5,914.7 |
5,919.5 |
S1 |
5,895.3 |
5,895.3 |
5,917.8 |
5,905.0 |
S2 |
5,868.7 |
5,868.7 |
5,913.6 |
|
S3 |
5,822.7 |
5,849.3 |
5,909.4 |
|
S4 |
5,776.7 |
5,803.3 |
5,896.7 |
|
|
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 |
5,934.0 |
5,825.0 |
109.0 |
1.8% |
56.0 |
0.9% |
89% |
True |
False |
21,423 |
10 |
5,934.0 |
5,685.0 |
249.0 |
4.2% |
63.6 |
1.1% |
95% |
True |
False |
23,671 |
20 |
5,934.0 |
5,456.0 |
478.0 |
8.1% |
62.5 |
1.1% |
97% |
True |
False |
25,196 |
40 |
5,934.0 |
5,213.0 |
721.0 |
12.2% |
58.7 |
1.0% |
98% |
True |
False |
23,388 |
60 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
61.9 |
1.0% |
99% |
True |
False |
22,688 |
80 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
47.2 |
0.8% |
99% |
True |
False |
17,025 |
100 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
38.5 |
0.6% |
99% |
True |
False |
13,631 |
120 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
32.0 |
0.5% |
99% |
True |
False |
11,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,129.5 |
2.618 |
6,054.4 |
1.618 |
6,008.4 |
1.000 |
5,980.0 |
0.618 |
5,962.4 |
HIGH |
5,934.0 |
0.618 |
5,916.4 |
0.500 |
5,911.0 |
0.382 |
5,905.6 |
LOW |
5,888.0 |
0.618 |
5,859.6 |
1.000 |
5,842.0 |
1.618 |
5,813.6 |
2.618 |
5,767.6 |
4.250 |
5,692.5 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,918.3 |
5,907.8 |
PP |
5,914.7 |
5,893.7 |
S1 |
5,911.0 |
5,879.5 |
|