Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,383.0 |
3,394.0 |
11.0 |
0.3% |
3,287.0 |
High |
3,404.0 |
3,422.0 |
18.0 |
0.5% |
3,389.0 |
Low |
3,381.0 |
3,366.0 |
-15.0 |
-0.4% |
3,248.0 |
Close |
3,389.0 |
3,413.0 |
24.0 |
0.7% |
3,377.0 |
Range |
23.0 |
56.0 |
33.0 |
143.5% |
141.0 |
ATR |
63.0 |
62.5 |
-0.5 |
-0.8% |
0.0 |
Volume |
4,070 |
893 |
-3,177 |
-78.1% |
1,919 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.3 |
3,546.7 |
3,443.8 |
|
R3 |
3,512.3 |
3,490.7 |
3,428.4 |
|
R2 |
3,456.3 |
3,456.3 |
3,423.3 |
|
R1 |
3,434.7 |
3,434.7 |
3,418.1 |
3,445.5 |
PP |
3,400.3 |
3,400.3 |
3,400.3 |
3,405.8 |
S1 |
3,378.7 |
3,378.7 |
3,407.9 |
3,389.5 |
S2 |
3,344.3 |
3,344.3 |
3,402.7 |
|
S3 |
3,288.3 |
3,322.7 |
3,397.6 |
|
S4 |
3,232.3 |
3,266.7 |
3,382.2 |
|
|
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 |
3,422.0 |
3,310.0 |
112.0 |
3.3% |
47.6 |
1.4% |
92% |
True |
False |
1,286 |
10 |
3,422.0 |
3,248.0 |
174.0 |
5.1% |
49.1 |
1.4% |
95% |
True |
False |
820 |
20 |
3,422.0 |
3,235.0 |
187.0 |
5.5% |
56.7 |
1.7% |
95% |
True |
False |
1,368 |
40 |
3,422.0 |
2,912.0 |
510.0 |
14.9% |
63.6 |
1.9% |
98% |
True |
False |
1,271 |
60 |
3,422.0 |
2,848.0 |
574.0 |
16.8% |
58.4 |
1.7% |
98% |
True |
False |
1,008 |
80 |
3,422.0 |
2,848.0 |
574.0 |
16.8% |
51.0 |
1.5% |
98% |
True |
False |
763 |
100 |
3,422.0 |
2,710.0 |
712.0 |
20.9% |
48.0 |
1.4% |
99% |
True |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,660.0 |
2.618 |
3,568.6 |
1.618 |
3,512.6 |
1.000 |
3,478.0 |
0.618 |
3,456.6 |
HIGH |
3,422.0 |
0.618 |
3,400.6 |
0.500 |
3,394.0 |
0.382 |
3,387.4 |
LOW |
3,366.0 |
0.618 |
3,331.4 |
1.000 |
3,310.0 |
1.618 |
3,275.4 |
2.618 |
3,219.4 |
4.250 |
3,128.0 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,406.7 |
3,397.3 |
PP |
3,400.3 |
3,381.7 |
S1 |
3,394.0 |
3,366.0 |
|