Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,218.3 |
1,223.0 |
4.7 |
0.4% |
1,235.9 |
High |
1,232.8 |
1,234.9 |
2.1 |
0.2% |
1,245.9 |
Low |
1,218.0 |
1,222.5 |
4.5 |
0.4% |
1,216.5 |
Close |
1,220.7 |
1,227.1 |
6.4 |
0.5% |
1,227.1 |
Range |
14.8 |
12.4 |
-2.4 |
-16.2% |
29.4 |
ATR |
21.8 |
21.2 |
-0.5 |
-2.5% |
0.0 |
Volume |
109,412 |
96,371 |
-13,041 |
-11.9% |
511,852 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.4 |
1,258.6 |
1,233.9 |
|
R3 |
1,253.0 |
1,246.2 |
1,230.5 |
|
R2 |
1,240.6 |
1,240.6 |
1,229.4 |
|
R1 |
1,233.8 |
1,233.8 |
1,228.2 |
1,237.2 |
PP |
1,228.2 |
1,228.2 |
1,228.2 |
1,229.9 |
S1 |
1,221.4 |
1,221.4 |
1,226.0 |
1,224.8 |
S2 |
1,215.8 |
1,215.8 |
1,224.8 |
|
S3 |
1,203.4 |
1,209.0 |
1,223.7 |
|
S4 |
1,191.0 |
1,196.6 |
1,220.3 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.0 |
1,302.0 |
1,243.3 |
|
R3 |
1,288.6 |
1,272.6 |
1,235.2 |
|
R2 |
1,259.2 |
1,259.2 |
1,232.5 |
|
R1 |
1,243.2 |
1,243.2 |
1,229.8 |
1,236.5 |
PP |
1,229.8 |
1,229.8 |
1,229.8 |
1,226.5 |
S1 |
1,213.8 |
1,213.8 |
1,224.4 |
1,207.1 |
S2 |
1,200.4 |
1,200.4 |
1,221.7 |
|
S3 |
1,171.0 |
1,184.4 |
1,219.0 |
|
S4 |
1,141.6 |
1,155.0 |
1,210.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.9 |
1,216.5 |
29.4 |
2.4% |
14.8 |
1.2% |
36% |
False |
False |
102,370 |
10 |
1,286.5 |
1,216.5 |
70.0 |
5.7% |
19.8 |
1.6% |
15% |
False |
False |
126,882 |
20 |
1,308.8 |
1,216.5 |
92.3 |
7.5% |
22.2 |
1.8% |
11% |
False |
False |
106,278 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.4% |
21.1 |
1.7% |
42% |
False |
False |
58,107 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.5% |
21.8 |
1.8% |
51% |
False |
False |
40,166 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.4% |
20.8 |
1.7% |
54% |
False |
False |
30,837 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.4% |
19.1 |
1.6% |
54% |
False |
False |
24,948 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.4% |
17.7 |
1.4% |
54% |
False |
False |
21,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.6 |
2.618 |
1,267.4 |
1.618 |
1,255.0 |
1.000 |
1,247.3 |
0.618 |
1,242.6 |
HIGH |
1,234.9 |
0.618 |
1,230.2 |
0.500 |
1,228.7 |
0.382 |
1,227.2 |
LOW |
1,222.5 |
0.618 |
1,214.8 |
1.000 |
1,210.1 |
1.618 |
1,202.4 |
2.618 |
1,190.0 |
4.250 |
1,169.8 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,228.7 |
1,227.6 |
PP |
1,228.2 |
1,227.4 |
S1 |
1,227.6 |
1,227.3 |
|