Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,400.0 |
3,448.0 |
48.0 |
1.4% |
3,376.0 |
High |
3,464.0 |
3,457.0 |
-7.0 |
-0.2% |
3,464.0 |
Low |
3,381.0 |
3,426.0 |
45.0 |
1.3% |
3,310.0 |
Close |
3,417.0 |
3,442.0 |
25.0 |
0.7% |
3,417.0 |
Range |
83.0 |
31.0 |
-52.0 |
-62.7% |
154.0 |
ATR |
64.0 |
62.3 |
-1.7 |
-2.7% |
0.0 |
Volume |
2,043 |
1,505 |
-538 |
-26.3% |
8,237 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,534.7 |
3,519.3 |
3,459.1 |
|
R3 |
3,503.7 |
3,488.3 |
3,450.5 |
|
R2 |
3,472.7 |
3,472.7 |
3,447.7 |
|
R1 |
3,457.3 |
3,457.3 |
3,444.8 |
3,449.5 |
PP |
3,441.7 |
3,441.7 |
3,441.7 |
3,437.8 |
S1 |
3,426.3 |
3,426.3 |
3,439.2 |
3,418.5 |
S2 |
3,410.7 |
3,410.7 |
3,436.3 |
|
S3 |
3,379.7 |
3,395.3 |
3,433.5 |
|
S4 |
3,348.7 |
3,364.3 |
3,425.0 |
|
|
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% |
55.0 |
1.6% |
86% |
False |
False |
1,816 |
10 |
3,464.0 |
3,264.0 |
200.0 |
5.8% |
51.4 |
1.5% |
89% |
False |
False |
1,132 |
20 |
3,464.0 |
3,235.0 |
229.0 |
6.7% |
55.5 |
1.6% |
90% |
False |
False |
1,244 |
40 |
3,464.0 |
2,912.0 |
552.0 |
16.0% |
63.3 |
1.8% |
96% |
False |
False |
1,305 |
60 |
3,464.0 |
2,848.0 |
616.0 |
17.9% |
58.7 |
1.7% |
96% |
False |
False |
1,062 |
80 |
3,464.0 |
2,848.0 |
616.0 |
17.9% |
51.4 |
1.5% |
96% |
False |
False |
805 |
100 |
3,464.0 |
2,710.0 |
754.0 |
21.9% |
48.9 |
1.4% |
97% |
False |
False |
679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,588.8 |
2.618 |
3,538.2 |
1.618 |
3,507.2 |
1.000 |
3,488.0 |
0.618 |
3,476.2 |
HIGH |
3,457.0 |
0.618 |
3,445.2 |
0.500 |
3,441.5 |
0.382 |
3,437.8 |
LOW |
3,426.0 |
0.618 |
3,406.8 |
1.000 |
3,395.0 |
1.618 |
3,375.8 |
2.618 |
3,344.8 |
4.250 |
3,294.3 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,441.8 |
3,433.0 |
PP |
3,441.7 |
3,424.0 |
S1 |
3,441.5 |
3,415.0 |
|