Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,212.5 |
1,208.0 |
-4.5 |
-0.4% |
1,227.5 |
High |
1,222.9 |
1,215.3 |
-7.6 |
-0.6% |
1,236.7 |
Low |
1,205.2 |
1,197.7 |
-7.5 |
-0.6% |
1,197.2 |
Close |
1,207.6 |
1,204.9 |
-2.7 |
-0.2% |
1,204.9 |
Range |
17.7 |
17.6 |
-0.1 |
-0.6% |
39.5 |
ATR |
21.8 |
21.5 |
-0.3 |
-1.4% |
0.0 |
Volume |
115,723 |
109,248 |
-6,475 |
-5.6% |
527,940 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.8 |
1,249.4 |
1,214.6 |
|
R3 |
1,241.2 |
1,231.8 |
1,209.7 |
|
R2 |
1,223.6 |
1,223.6 |
1,208.1 |
|
R1 |
1,214.2 |
1,214.2 |
1,206.5 |
1,210.1 |
PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,203.9 |
S1 |
1,196.6 |
1,196.6 |
1,203.3 |
1,192.5 |
S2 |
1,188.4 |
1,188.4 |
1,201.7 |
|
S3 |
1,170.8 |
1,179.0 |
1,200.1 |
|
S4 |
1,153.2 |
1,161.4 |
1,195.2 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.4 |
1,307.7 |
1,226.6 |
|
R3 |
1,291.9 |
1,268.2 |
1,215.8 |
|
R2 |
1,252.4 |
1,252.4 |
1,212.1 |
|
R1 |
1,228.7 |
1,228.7 |
1,208.5 |
1,220.8 |
PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,209.0 |
S1 |
1,189.2 |
1,189.2 |
1,201.3 |
1,181.3 |
S2 |
1,173.4 |
1,173.4 |
1,197.7 |
|
S3 |
1,133.9 |
1,149.7 |
1,194.0 |
|
S4 |
1,094.4 |
1,110.2 |
1,183.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.7 |
1,197.2 |
39.5 |
3.3% |
19.5 |
1.6% |
19% |
False |
False |
124,862 |
10 |
1,269.0 |
1,197.2 |
71.8 |
6.0% |
20.0 |
1.7% |
11% |
False |
False |
124,488 |
20 |
1,303.0 |
1,197.2 |
105.8 |
8.8% |
21.3 |
1.8% |
7% |
False |
False |
127,228 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
21.2 |
1.8% |
26% |
False |
False |
70,656 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.7% |
21.8 |
1.8% |
37% |
False |
False |
48,666 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.4 |
1.8% |
41% |
False |
False |
37,356 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.5 |
1.6% |
41% |
False |
False |
30,183 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
18.1 |
1.5% |
41% |
False |
False |
25,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.1 |
2.618 |
1,261.4 |
1.618 |
1,243.8 |
1.000 |
1,232.9 |
0.618 |
1,226.2 |
HIGH |
1,215.3 |
0.618 |
1,208.6 |
0.500 |
1,206.5 |
0.382 |
1,204.4 |
LOW |
1,197.7 |
0.618 |
1,186.8 |
1.000 |
1,180.1 |
1.618 |
1,169.2 |
2.618 |
1,151.6 |
4.250 |
1,122.9 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,206.5 |
1,210.1 |
PP |
1,206.0 |
1,208.3 |
S1 |
1,205.4 |
1,206.6 |
|