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 |
3,328.0 |
3,383.0 |
55.0 |
1.7% |
3,287.0 |
High |
3,392.0 |
3,404.0 |
12.0 |
0.4% |
3,389.0 |
Low |
3,310.0 |
3,381.0 |
71.0 |
2.1% |
3,248.0 |
Close |
3,362.0 |
3,389.0 |
27.0 |
0.8% |
3,377.0 |
Range |
82.0 |
23.0 |
-59.0 |
-72.0% |
141.0 |
ATR |
64.6 |
63.0 |
-1.6 |
-2.5% |
0.0 |
Volume |
571 |
4,070 |
3,499 |
612.8% |
1,919 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,460.3 |
3,447.7 |
3,401.7 |
|
R3 |
3,437.3 |
3,424.7 |
3,395.3 |
|
R2 |
3,414.3 |
3,414.3 |
3,393.2 |
|
R1 |
3,401.7 |
3,401.7 |
3,391.1 |
3,408.0 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,394.5 |
S1 |
3,378.7 |
3,378.7 |
3,386.9 |
3,385.0 |
S2 |
3,368.3 |
3,368.3 |
3,384.8 |
|
S3 |
3,345.3 |
3,355.7 |
3,382.7 |
|
S4 |
3,322.3 |
3,332.7 |
3,376.4 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761.0 |
3,710.0 |
3,454.6 |
|
R3 |
3,620.0 |
3,569.0 |
3,415.8 |
|
R2 |
3,479.0 |
3,479.0 |
3,402.9 |
|
R1 |
3,428.0 |
3,428.0 |
3,389.9 |
3,453.5 |
PP |
3,338.0 |
3,338.0 |
3,338.0 |
3,350.8 |
S1 |
3,287.0 |
3,287.0 |
3,364.1 |
3,312.5 |
S2 |
3,197.0 |
3,197.0 |
3,351.2 |
|
S3 |
3,056.0 |
3,146.0 |
3,338.2 |
|
S4 |
2,915.0 |
3,005.0 |
3,299.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,404.0 |
3,295.0 |
109.0 |
3.2% |
50.4 |
1.5% |
86% |
True |
False |
1,144 |
10 |
3,404.0 |
3,248.0 |
156.0 |
4.6% |
48.8 |
1.4% |
90% |
True |
False |
800 |
20 |
3,404.0 |
3,187.0 |
217.0 |
6.4% |
59.0 |
1.7% |
93% |
True |
False |
1,340 |
40 |
3,404.0 |
2,912.0 |
492.0 |
14.5% |
64.0 |
1.9% |
97% |
True |
False |
1,251 |
60 |
3,404.0 |
2,848.0 |
556.0 |
16.4% |
57.8 |
1.7% |
97% |
True |
False |
993 |
80 |
3,404.0 |
2,848.0 |
556.0 |
16.4% |
51.0 |
1.5% |
97% |
True |
False |
752 |
100 |
3,404.0 |
2,710.0 |
694.0 |
20.5% |
48.1 |
1.4% |
98% |
True |
False |
635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,501.8 |
2.618 |
3,464.2 |
1.618 |
3,441.2 |
1.000 |
3,427.0 |
0.618 |
3,418.2 |
HIGH |
3,404.0 |
0.618 |
3,395.2 |
0.500 |
3,392.5 |
0.382 |
3,389.8 |
LOW |
3,381.0 |
0.618 |
3,366.8 |
1.000 |
3,358.0 |
1.618 |
3,343.8 |
2.618 |
3,320.8 |
4.250 |
3,283.3 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,392.5 |
3,378.3 |
PP |
3,391.3 |
3,367.7 |
S1 |
3,390.2 |
3,357.0 |
|