Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,238.3 |
1,234.1 |
-4.2 |
-0.3% |
1,283.0 |
High |
1,245.9 |
1,238.7 |
-7.2 |
-0.6% |
1,286.5 |
Low |
1,230.6 |
1,216.5 |
-14.1 |
-1.1% |
1,228.2 |
Close |
1,232.2 |
1,219.6 |
-12.6 |
-1.0% |
1,234.6 |
Range |
15.3 |
22.2 |
6.9 |
45.1% |
58.3 |
ATR |
22.3 |
22.3 |
0.0 |
0.0% |
0.0 |
Volume |
97,143 |
116,275 |
19,132 |
19.7% |
756,977 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.5 |
1,277.8 |
1,231.8 |
|
R3 |
1,269.3 |
1,255.6 |
1,225.7 |
|
R2 |
1,247.1 |
1,247.1 |
1,223.7 |
|
R1 |
1,233.4 |
1,233.4 |
1,221.6 |
1,229.2 |
PP |
1,224.9 |
1,224.9 |
1,224.9 |
1,222.8 |
S1 |
1,211.2 |
1,211.2 |
1,217.6 |
1,207.0 |
S2 |
1,202.7 |
1,202.7 |
1,215.5 |
|
S3 |
1,180.5 |
1,189.0 |
1,213.5 |
|
S4 |
1,158.3 |
1,166.8 |
1,207.4 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.7 |
1,387.9 |
1,266.7 |
|
R3 |
1,366.4 |
1,329.6 |
1,250.6 |
|
R2 |
1,308.1 |
1,308.1 |
1,245.3 |
|
R1 |
1,271.3 |
1,271.3 |
1,239.9 |
1,260.6 |
PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,244.4 |
S1 |
1,213.0 |
1,213.0 |
1,229.3 |
1,202.3 |
S2 |
1,191.5 |
1,191.5 |
1,223.9 |
|
S3 |
1,133.2 |
1,154.7 |
1,218.6 |
|
S4 |
1,074.9 |
1,096.4 |
1,202.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.6 |
1,216.5 |
58.1 |
4.8% |
21.2 |
1.7% |
5% |
False |
True |
124,998 |
10 |
1,286.6 |
1,216.5 |
70.1 |
5.7% |
23.3 |
1.9% |
4% |
False |
True |
147,057 |
20 |
1,308.8 |
1,216.5 |
92.3 |
7.6% |
23.9 |
2.0% |
3% |
False |
True |
98,196 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.5% |
22.1 |
1.8% |
37% |
False |
False |
53,084 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.6% |
22.2 |
1.8% |
46% |
False |
False |
36,873 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
20.7 |
1.7% |
50% |
False |
False |
28,289 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
19.1 |
1.6% |
50% |
False |
False |
22,913 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
17.5 |
1.4% |
50% |
False |
False |
19,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.1 |
2.618 |
1,296.8 |
1.618 |
1,274.6 |
1.000 |
1,260.9 |
0.618 |
1,252.4 |
HIGH |
1,238.7 |
0.618 |
1,230.2 |
0.500 |
1,227.6 |
0.382 |
1,225.0 |
LOW |
1,216.5 |
0.618 |
1,202.8 |
1.000 |
1,194.3 |
1.618 |
1,180.6 |
2.618 |
1,158.4 |
4.250 |
1,122.2 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,227.6 |
1,231.2 |
PP |
1,224.9 |
1,227.3 |
S1 |
1,222.3 |
1,223.5 |
|