Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,234.1 |
1,218.3 |
-15.8 |
-1.3% |
1,283.0 |
High |
1,238.7 |
1,232.8 |
-5.9 |
-0.5% |
1,286.5 |
Low |
1,216.5 |
1,218.0 |
1.5 |
0.1% |
1,228.2 |
Close |
1,219.6 |
1,220.7 |
1.1 |
0.1% |
1,234.6 |
Range |
22.2 |
14.8 |
-7.4 |
-33.3% |
58.3 |
ATR |
22.3 |
21.8 |
-0.5 |
-2.4% |
0.0 |
Volume |
116,275 |
109,412 |
-6,863 |
-5.9% |
756,977 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.2 |
1,259.3 |
1,228.8 |
|
R3 |
1,253.4 |
1,244.5 |
1,224.8 |
|
R2 |
1,238.6 |
1,238.6 |
1,223.4 |
|
R1 |
1,229.7 |
1,229.7 |
1,222.1 |
1,234.2 |
PP |
1,223.8 |
1,223.8 |
1,223.8 |
1,226.1 |
S1 |
1,214.9 |
1,214.9 |
1,219.3 |
1,219.4 |
S2 |
1,209.0 |
1,209.0 |
1,218.0 |
|
S3 |
1,194.2 |
1,200.1 |
1,216.6 |
|
S4 |
1,179.4 |
1,185.3 |
1,212.6 |
|
|
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 |
1,269.0 |
1,216.5 |
52.5 |
4.3% |
20.5 |
1.7% |
8% |
False |
False |
124,115 |
10 |
1,286.5 |
1,216.5 |
70.0 |
5.7% |
21.3 |
1.7% |
6% |
False |
False |
133,634 |
20 |
1,308.8 |
1,216.5 |
92.3 |
7.6% |
23.6 |
1.9% |
5% |
False |
False |
102,611 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.5% |
21.7 |
1.8% |
37% |
False |
False |
55,736 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.5% |
21.8 |
1.8% |
47% |
False |
False |
38,635 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
20.8 |
1.7% |
50% |
False |
False |
29,647 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
19.1 |
1.6% |
50% |
False |
False |
23,999 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.5% |
17.6 |
1.4% |
50% |
False |
False |
20,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.7 |
2.618 |
1,271.5 |
1.618 |
1,256.7 |
1.000 |
1,247.6 |
0.618 |
1,241.9 |
HIGH |
1,232.8 |
0.618 |
1,227.1 |
0.500 |
1,225.4 |
0.382 |
1,223.7 |
LOW |
1,218.0 |
0.618 |
1,208.9 |
1.000 |
1,203.2 |
1.618 |
1,194.1 |
2.618 |
1,179.3 |
4.250 |
1,155.1 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,225.4 |
1,231.2 |
PP |
1,223.8 |
1,227.7 |
S1 |
1,222.3 |
1,224.2 |
|