Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,201.9 |
1,200.8 |
-1.1 |
-0.1% |
1,227.5 |
High |
1,204.4 |
1,211.7 |
7.3 |
0.6% |
1,236.7 |
Low |
1,190.0 |
1,200.7 |
10.7 |
0.9% |
1,197.2 |
Close |
1,197.3 |
1,201.5 |
4.2 |
0.4% |
1,204.9 |
Range |
14.4 |
11.0 |
-3.4 |
-23.6% |
39.5 |
ATR |
20.8 |
20.4 |
-0.5 |
-2.2% |
0.0 |
Volume |
116,610 |
106,078 |
-10,532 |
-9.0% |
527,940 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.6 |
1,230.6 |
1,207.6 |
|
R3 |
1,226.6 |
1,219.6 |
1,204.5 |
|
R2 |
1,215.6 |
1,215.6 |
1,203.5 |
|
R1 |
1,208.6 |
1,208.6 |
1,202.5 |
1,212.1 |
PP |
1,204.6 |
1,204.6 |
1,204.6 |
1,206.4 |
S1 |
1,197.6 |
1,197.6 |
1,200.5 |
1,201.1 |
S2 |
1,193.6 |
1,193.6 |
1,199.5 |
|
S3 |
1,182.6 |
1,186.6 |
1,198.5 |
|
S4 |
1,171.6 |
1,175.6 |
1,195.5 |
|
|
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% |
16.1 |
1.3% |
35% |
False |
False |
112,575 |
10 |
1,238.7 |
1,190.0 |
48.7 |
4.1% |
17.9 |
1.5% |
24% |
False |
False |
118,790 |
20 |
1,294.6 |
1,190.0 |
104.6 |
8.7% |
20.2 |
1.7% |
11% |
False |
False |
134,658 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.7% |
21.3 |
1.8% |
24% |
False |
False |
78,890 |
60 |
1,308.8 |
1,143.4 |
165.4 |
13.8% |
22.1 |
1.8% |
35% |
False |
False |
53,935 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
21.5 |
1.8% |
39% |
False |
False |
41,507 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
19.6 |
1.6% |
39% |
False |
False |
33,517 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.7% |
18.2 |
1.5% |
39% |
False |
False |
28,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.5 |
2.618 |
1,240.5 |
1.618 |
1,229.5 |
1.000 |
1,222.7 |
0.618 |
1,218.5 |
HIGH |
1,211.7 |
0.618 |
1,207.5 |
0.500 |
1,206.2 |
0.382 |
1,204.9 |
LOW |
1,200.7 |
0.618 |
1,193.9 |
1.000 |
1,189.7 |
1.618 |
1,182.9 |
2.618 |
1,171.9 |
4.250 |
1,154.0 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,206.2 |
1,201.3 |
PP |
1,204.6 |
1,201.1 |
S1 |
1,203.1 |
1,200.9 |
|