Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,203.5 |
1,201.9 |
-1.6 |
-0.1% |
1,227.5 |
High |
1,210.3 |
1,204.4 |
-5.9 |
-0.5% |
1,236.7 |
Low |
1,190.6 |
1,190.0 |
-0.6 |
-0.1% |
1,197.2 |
Close |
1,200.8 |
1,197.3 |
-3.5 |
-0.3% |
1,204.9 |
Range |
19.7 |
14.4 |
-5.3 |
-26.9% |
39.5 |
ATR |
21.3 |
20.8 |
-0.5 |
-2.3% |
0.0 |
Volume |
115,219 |
116,610 |
1,391 |
1.2% |
527,940 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.4 |
1,233.3 |
1,205.2 |
|
R3 |
1,226.0 |
1,218.9 |
1,201.3 |
|
R2 |
1,211.6 |
1,211.6 |
1,199.9 |
|
R1 |
1,204.5 |
1,204.5 |
1,198.6 |
1,200.9 |
PP |
1,197.2 |
1,197.2 |
1,197.2 |
1,195.4 |
S1 |
1,190.1 |
1,190.1 |
1,196.0 |
1,186.5 |
S2 |
1,182.8 |
1,182.8 |
1,194.7 |
|
S3 |
1,168.4 |
1,175.7 |
1,193.3 |
|
S4 |
1,154.0 |
1,161.3 |
1,189.4 |
|
|
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 |
1,222.9 |
1,190.0 |
32.9 |
2.7% |
17.1 |
1.4% |
22% |
False |
True |
115,585 |
10 |
1,245.9 |
1,190.0 |
55.9 |
4.7% |
18.4 |
1.5% |
13% |
False |
True |
117,897 |
20 |
1,298.6 |
1,190.0 |
108.6 |
9.1% |
21.0 |
1.8% |
7% |
False |
True |
133,856 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
21.6 |
1.8% |
21% |
False |
False |
76,307 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.8% |
22.0 |
1.8% |
33% |
False |
False |
52,348 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
21.6 |
1.8% |
37% |
False |
False |
40,199 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
19.6 |
1.6% |
37% |
False |
False |
32,481 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.8% |
18.2 |
1.5% |
37% |
False |
False |
27,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.6 |
2.618 |
1,242.1 |
1.618 |
1,227.7 |
1.000 |
1,218.8 |
0.618 |
1,213.3 |
HIGH |
1,204.4 |
0.618 |
1,198.9 |
0.500 |
1,197.2 |
0.382 |
1,195.5 |
LOW |
1,190.0 |
0.618 |
1,181.1 |
1.000 |
1,175.6 |
1.618 |
1,166.7 |
2.618 |
1,152.3 |
4.250 |
1,128.8 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,197.3 |
1,202.7 |
PP |
1,197.2 |
1,200.9 |
S1 |
1,197.2 |
1,199.1 |
|