Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,208.0 |
1,203.5 |
-4.5 |
-0.4% |
1,227.5 |
High |
1,215.3 |
1,210.3 |
-5.0 |
-0.4% |
1,236.7 |
Low |
1,197.7 |
1,190.6 |
-7.1 |
-0.6% |
1,197.2 |
Close |
1,204.9 |
1,200.8 |
-4.1 |
-0.3% |
1,204.9 |
Range |
17.6 |
19.7 |
2.1 |
11.9% |
39.5 |
ATR |
21.5 |
21.3 |
-0.1 |
-0.6% |
0.0 |
Volume |
109,248 |
115,219 |
5,971 |
5.5% |
527,940 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.7 |
1,249.9 |
1,211.6 |
|
R3 |
1,240.0 |
1,230.2 |
1,206.2 |
|
R2 |
1,220.3 |
1,220.3 |
1,204.4 |
|
R1 |
1,210.5 |
1,210.5 |
1,202.6 |
1,205.6 |
PP |
1,200.6 |
1,200.6 |
1,200.6 |
1,198.1 |
S1 |
1,190.8 |
1,190.8 |
1,199.0 |
1,185.9 |
S2 |
1,180.9 |
1,180.9 |
1,197.2 |
|
S3 |
1,161.2 |
1,171.1 |
1,195.4 |
|
S4 |
1,141.5 |
1,151.4 |
1,190.0 |
|
|
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 |
1,190.6 |
46.1 |
3.8% |
20.9 |
1.7% |
22% |
False |
True |
128,631 |
10 |
1,245.9 |
1,190.6 |
55.3 |
4.6% |
17.9 |
1.5% |
18% |
False |
True |
115,501 |
20 |
1,300.2 |
1,190.6 |
109.6 |
9.1% |
21.4 |
1.8% |
9% |
False |
True |
130,965 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
21.4 |
1.8% |
23% |
False |
False |
73,438 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.8% |
21.9 |
1.8% |
35% |
False |
False |
50,491 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.6 |
1.8% |
39% |
False |
False |
38,764 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.6 |
1.6% |
39% |
False |
False |
31,326 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
18.3 |
1.5% |
39% |
False |
False |
26,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.0 |
2.618 |
1,261.9 |
1.618 |
1,242.2 |
1.000 |
1,230.0 |
0.618 |
1,222.5 |
HIGH |
1,210.3 |
0.618 |
1,202.8 |
0.500 |
1,200.5 |
0.382 |
1,198.1 |
LOW |
1,190.6 |
0.618 |
1,178.4 |
1.000 |
1,170.9 |
1.618 |
1,158.7 |
2.618 |
1,139.0 |
4.250 |
1,106.9 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,200.7 |
1,206.8 |
PP |
1,200.6 |
1,204.8 |
S1 |
1,200.5 |
1,202.8 |
|