Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,227.5 |
1,209.3 |
-18.2 |
-1.5% |
1,235.9 |
High |
1,236.7 |
1,213.4 |
-23.3 |
-1.9% |
1,245.9 |
Low |
1,203.3 |
1,197.2 |
-6.1 |
-0.5% |
1,216.5 |
Close |
1,208.6 |
1,200.2 |
-8.4 |
-0.7% |
1,227.1 |
Range |
33.4 |
16.2 |
-17.2 |
-51.5% |
29.4 |
ATR |
22.1 |
21.7 |
-0.4 |
-1.9% |
0.0 |
Volume |
181,844 |
121,125 |
-60,719 |
-33.4% |
511,852 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.2 |
1,242.4 |
1,209.1 |
|
R3 |
1,236.0 |
1,226.2 |
1,204.7 |
|
R2 |
1,219.8 |
1,219.8 |
1,203.2 |
|
R1 |
1,210.0 |
1,210.0 |
1,201.7 |
1,206.8 |
PP |
1,203.6 |
1,203.6 |
1,203.6 |
1,202.0 |
S1 |
1,193.8 |
1,193.8 |
1,198.7 |
1,190.6 |
S2 |
1,187.4 |
1,187.4 |
1,197.2 |
|
S3 |
1,171.2 |
1,177.6 |
1,195.7 |
|
S4 |
1,155.0 |
1,161.4 |
1,191.3 |
|
|
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 |
1,238.7 |
1,197.2 |
41.5 |
3.5% |
19.8 |
1.6% |
7% |
False |
True |
125,005 |
10 |
1,274.6 |
1,197.2 |
77.4 |
6.4% |
19.9 |
1.7% |
4% |
False |
True |
126,992 |
20 |
1,308.8 |
1,197.2 |
111.6 |
9.3% |
22.1 |
1.8% |
3% |
False |
True |
119,001 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
21.3 |
1.8% |
23% |
False |
False |
65,206 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.8% |
21.8 |
1.8% |
34% |
False |
False |
45,008 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.2 |
1.8% |
39% |
False |
False |
34,579 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.4 |
1.6% |
39% |
False |
False |
27,961 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
17.9 |
1.5% |
39% |
False |
False |
23,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.3 |
2.618 |
1,255.8 |
1.618 |
1,239.6 |
1.000 |
1,229.6 |
0.618 |
1,223.4 |
HIGH |
1,213.4 |
0.618 |
1,207.2 |
0.500 |
1,205.3 |
0.382 |
1,203.4 |
LOW |
1,197.2 |
0.618 |
1,187.2 |
1.000 |
1,181.0 |
1.618 |
1,171.0 |
2.618 |
1,154.8 |
4.250 |
1,128.4 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,205.3 |
1,217.0 |
PP |
1,203.6 |
1,211.4 |
S1 |
1,201.9 |
1,205.8 |
|