Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,445.0 |
3,472.0 |
27.0 |
0.8% |
3,376.0 |
High |
3,481.0 |
3,479.0 |
-2.0 |
-0.1% |
3,464.0 |
Low |
3,438.0 |
3,455.0 |
17.0 |
0.5% |
3,310.0 |
Close |
3,475.0 |
3,469.0 |
-6.0 |
-0.2% |
3,417.0 |
Range |
43.0 |
24.0 |
-19.0 |
-44.2% |
154.0 |
ATR |
60.9 |
58.2 |
-2.6 |
-4.3% |
0.0 |
Volume |
2,292 |
15,117 |
12,825 |
559.6% |
8,237 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,539.7 |
3,528.3 |
3,482.2 |
|
R3 |
3,515.7 |
3,504.3 |
3,475.6 |
|
R2 |
3,491.7 |
3,491.7 |
3,473.4 |
|
R1 |
3,480.3 |
3,480.3 |
3,471.2 |
3,474.0 |
PP |
3,467.7 |
3,467.7 |
3,467.7 |
3,464.5 |
S1 |
3,456.3 |
3,456.3 |
3,466.8 |
3,450.0 |
S2 |
3,443.7 |
3,443.7 |
3,464.6 |
|
S3 |
3,419.7 |
3,432.3 |
3,462.4 |
|
S4 |
3,395.7 |
3,408.3 |
3,455.8 |
|
|
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% |
47.4 |
1.4% |
90% |
False |
False |
4,370 |
10 |
3,481.0 |
3,295.0 |
186.0 |
5.4% |
48.9 |
1.4% |
94% |
False |
False |
2,757 |
20 |
3,481.0 |
3,235.0 |
246.0 |
7.1% |
51.2 |
1.5% |
95% |
False |
False |
1,721 |
40 |
3,481.0 |
2,912.0 |
569.0 |
16.4% |
62.7 |
1.8% |
98% |
False |
False |
1,723 |
60 |
3,481.0 |
2,848.0 |
633.0 |
18.2% |
59.3 |
1.7% |
98% |
False |
False |
1,352 |
80 |
3,481.0 |
2,848.0 |
633.0 |
18.2% |
51.5 |
1.5% |
98% |
False |
False |
1,023 |
100 |
3,481.0 |
2,710.0 |
771.0 |
22.2% |
49.4 |
1.4% |
98% |
False |
False |
853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.0 |
2.618 |
3,541.8 |
1.618 |
3,517.8 |
1.000 |
3,503.0 |
0.618 |
3,493.8 |
HIGH |
3,479.0 |
0.618 |
3,469.8 |
0.500 |
3,467.0 |
0.382 |
3,464.2 |
LOW |
3,455.0 |
0.618 |
3,440.2 |
1.000 |
3,431.0 |
1.618 |
3,416.2 |
2.618 |
3,392.2 |
4.250 |
3,353.0 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,468.3 |
3,463.8 |
PP |
3,467.7 |
3,458.7 |
S1 |
3,467.0 |
3,453.5 |
|