Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,394.0 |
3,400.0 |
6.0 |
0.2% |
3,376.0 |
High |
3,422.0 |
3,464.0 |
42.0 |
1.2% |
3,464.0 |
Low |
3,366.0 |
3,381.0 |
15.0 |
0.4% |
3,310.0 |
Close |
3,413.0 |
3,417.0 |
4.0 |
0.1% |
3,417.0 |
Range |
56.0 |
83.0 |
27.0 |
48.2% |
154.0 |
ATR |
62.5 |
64.0 |
1.5 |
2.3% |
0.0 |
Volume |
893 |
2,043 |
1,150 |
128.8% |
8,237 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.7 |
3,626.3 |
3,462.7 |
|
R3 |
3,586.7 |
3,543.3 |
3,439.8 |
|
R2 |
3,503.7 |
3,503.7 |
3,432.2 |
|
R1 |
3,460.3 |
3,460.3 |
3,424.6 |
3,482.0 |
PP |
3,420.7 |
3,420.7 |
3,420.7 |
3,431.5 |
S1 |
3,377.3 |
3,377.3 |
3,409.4 |
3,399.0 |
S2 |
3,337.7 |
3,337.7 |
3,401.8 |
|
S3 |
3,254.7 |
3,294.3 |
3,394.2 |
|
S4 |
3,171.7 |
3,211.3 |
3,371.4 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,859.0 |
3,792.0 |
3,501.7 |
|
R3 |
3,705.0 |
3,638.0 |
3,459.4 |
|
R2 |
3,551.0 |
3,551.0 |
3,445.2 |
|
R1 |
3,484.0 |
3,484.0 |
3,431.1 |
3,517.5 |
PP |
3,397.0 |
3,397.0 |
3,397.0 |
3,413.8 |
S1 |
3,330.0 |
3,330.0 |
3,402.9 |
3,363.5 |
S2 |
3,243.0 |
3,243.0 |
3,388.8 |
|
S3 |
3,089.0 |
3,176.0 |
3,374.7 |
|
S4 |
2,935.0 |
3,022.0 |
3,332.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,464.0 |
3,310.0 |
154.0 |
4.5% |
58.4 |
1.7% |
69% |
True |
False |
1,647 |
10 |
3,464.0 |
3,248.0 |
216.0 |
6.3% |
52.9 |
1.5% |
78% |
True |
False |
1,015 |
20 |
3,464.0 |
3,235.0 |
229.0 |
6.7% |
57.6 |
1.7% |
79% |
True |
False |
1,406 |
40 |
3,464.0 |
2,912.0 |
552.0 |
16.2% |
63.2 |
1.8% |
91% |
True |
False |
1,270 |
60 |
3,464.0 |
2,848.0 |
616.0 |
18.0% |
58.6 |
1.7% |
92% |
True |
False |
1,039 |
80 |
3,464.0 |
2,848.0 |
616.0 |
18.0% |
52.0 |
1.5% |
92% |
True |
False |
786 |
100 |
3,464.0 |
2,710.0 |
754.0 |
22.1% |
48.9 |
1.4% |
94% |
True |
False |
664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,816.8 |
2.618 |
3,681.3 |
1.618 |
3,598.3 |
1.000 |
3,547.0 |
0.618 |
3,515.3 |
HIGH |
3,464.0 |
0.618 |
3,432.3 |
0.500 |
3,422.5 |
0.382 |
3,412.7 |
LOW |
3,381.0 |
0.618 |
3,329.7 |
1.000 |
3,298.0 |
1.618 |
3,246.7 |
2.618 |
3,163.7 |
4.250 |
3,028.3 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,422.5 |
3,416.3 |
PP |
3,420.7 |
3,415.7 |
S1 |
3,418.8 |
3,415.0 |
|