Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
5,918.0 |
5,901.0 |
-17.0 |
-0.3% |
5,843.0 |
High |
5,934.0 |
5,914.0 |
-20.0 |
-0.3% |
5,914.0 |
Low |
5,888.0 |
5,874.0 |
-14.0 |
-0.2% |
5,783.0 |
Close |
5,922.0 |
5,878.0 |
-44.0 |
-0.7% |
5,845.0 |
Range |
46.0 |
40.0 |
-6.0 |
-13.0% |
131.0 |
ATR |
65.0 |
63.8 |
-1.2 |
-1.9% |
0.0 |
Volume |
26,762 |
19,547 |
-7,215 |
-27.0% |
104,938 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,008.7 |
5,983.3 |
5,900.0 |
|
R3 |
5,968.7 |
5,943.3 |
5,889.0 |
|
R2 |
5,928.7 |
5,928.7 |
5,885.3 |
|
R1 |
5,903.3 |
5,903.3 |
5,881.7 |
5,896.0 |
PP |
5,888.7 |
5,888.7 |
5,888.7 |
5,885.0 |
S1 |
5,863.3 |
5,863.3 |
5,874.3 |
5,856.0 |
S2 |
5,848.7 |
5,848.7 |
5,870.7 |
|
S3 |
5,808.7 |
5,823.3 |
5,867.0 |
|
S4 |
5,768.7 |
5,783.3 |
5,856.0 |
|
|
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 |
1.9% |
50.6 |
0.9% |
49% |
False |
False |
20,901 |
10 |
5,934.0 |
5,738.0 |
196.0 |
3.3% |
60.1 |
1.0% |
71% |
False |
False |
22,946 |
20 |
5,934.0 |
5,527.0 |
407.0 |
6.9% |
61.0 |
1.0% |
86% |
False |
False |
24,840 |
40 |
5,934.0 |
5,213.0 |
721.0 |
12.3% |
57.4 |
1.0% |
92% |
False |
False |
23,431 |
60 |
5,934.0 |
5,081.0 |
853.0 |
14.5% |
62.6 |
1.1% |
93% |
False |
False |
23,014 |
80 |
5,934.0 |
5,081.0 |
853.0 |
14.5% |
47.7 |
0.8% |
93% |
False |
False |
17,269 |
100 |
5,934.0 |
5,081.0 |
853.0 |
14.5% |
38.9 |
0.7% |
93% |
False |
False |
13,826 |
120 |
5,934.0 |
5,081.0 |
853.0 |
14.5% |
32.4 |
0.6% |
93% |
False |
False |
11,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,084.0 |
2.618 |
6,018.7 |
1.618 |
5,978.7 |
1.000 |
5,954.0 |
0.618 |
5,938.7 |
HIGH |
5,914.0 |
0.618 |
5,898.7 |
0.500 |
5,894.0 |
0.382 |
5,889.3 |
LOW |
5,874.0 |
0.618 |
5,849.3 |
1.000 |
5,834.0 |
1.618 |
5,809.3 |
2.618 |
5,769.3 |
4.250 |
5,704.0 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
5,894.0 |
5,891.0 |
PP |
5,888.7 |
5,886.7 |
S1 |
5,883.3 |
5,882.3 |
|