Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,448.0 |
3,445.0 |
-3.0 |
-0.1% |
3,376.0 |
High |
3,457.0 |
3,481.0 |
24.0 |
0.7% |
3,464.0 |
Low |
3,426.0 |
3,438.0 |
12.0 |
0.4% |
3,310.0 |
Close |
3,442.0 |
3,475.0 |
33.0 |
1.0% |
3,417.0 |
Range |
31.0 |
43.0 |
12.0 |
38.7% |
154.0 |
ATR |
62.3 |
60.9 |
-1.4 |
-2.2% |
0.0 |
Volume |
1,505 |
2,292 |
787 |
52.3% |
8,237 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,593.7 |
3,577.3 |
3,498.7 |
|
R3 |
3,550.7 |
3,534.3 |
3,486.8 |
|
R2 |
3,507.7 |
3,507.7 |
3,482.9 |
|
R1 |
3,491.3 |
3,491.3 |
3,478.9 |
3,499.5 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,468.8 |
S1 |
3,448.3 |
3,448.3 |
3,471.1 |
3,456.5 |
S2 |
3,421.7 |
3,421.7 |
3,467.1 |
|
S3 |
3,378.7 |
3,405.3 |
3,463.2 |
|
S4 |
3,335.7 |
3,362.3 |
3,451.4 |
|
|
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 |
3,481.0 |
3,366.0 |
115.0 |
3.3% |
47.2 |
1.4% |
95% |
True |
False |
2,160 |
10 |
3,481.0 |
3,289.0 |
192.0 |
5.5% |
49.2 |
1.4% |
97% |
True |
False |
1,264 |
20 |
3,481.0 |
3,235.0 |
246.0 |
7.1% |
54.3 |
1.6% |
98% |
True |
False |
1,175 |
40 |
3,481.0 |
2,912.0 |
569.0 |
16.4% |
63.3 |
1.8% |
99% |
True |
False |
1,350 |
60 |
3,481.0 |
2,848.0 |
633.0 |
18.2% |
59.0 |
1.7% |
99% |
True |
False |
1,100 |
80 |
3,481.0 |
2,848.0 |
633.0 |
18.2% |
51.7 |
1.5% |
99% |
True |
False |
834 |
100 |
3,481.0 |
2,710.0 |
771.0 |
22.2% |
49.2 |
1.4% |
99% |
True |
False |
702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,663.8 |
2.618 |
3,593.6 |
1.618 |
3,550.6 |
1.000 |
3,524.0 |
0.618 |
3,507.6 |
HIGH |
3,481.0 |
0.618 |
3,464.6 |
0.500 |
3,459.5 |
0.382 |
3,454.4 |
LOW |
3,438.0 |
0.618 |
3,411.4 |
1.000 |
3,395.0 |
1.618 |
3,368.4 |
2.618 |
3,325.4 |
4.250 |
3,255.3 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,469.8 |
3,460.3 |
PP |
3,464.7 |
3,445.7 |
S1 |
3,459.5 |
3,431.0 |
|