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 |
2,088.00 |
2,100.25 |
12.25 |
0.6% |
2,084.00 |
High |
2,100.75 |
2,100.50 |
-0.25 |
0.0% |
2,100.75 |
Low |
2,074.50 |
2,092.50 |
18.00 |
0.9% |
2,073.25 |
Close |
2,099.50 |
2,099.00 |
-0.50 |
0.0% |
2,099.50 |
Range |
26.25 |
8.00 |
-18.25 |
-69.5% |
27.50 |
ATR |
25.85 |
24.58 |
-1.28 |
-4.9% |
0.00 |
Volume |
10,849 |
9,242 |
-1,607 |
-14.8% |
18,371 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.25 |
2,118.25 |
2,103.50 |
|
R3 |
2,113.25 |
2,110.25 |
2,101.25 |
|
R2 |
2,105.25 |
2,105.25 |
2,100.50 |
|
R1 |
2,102.25 |
2,102.25 |
2,099.75 |
2,099.75 |
PP |
2,097.25 |
2,097.25 |
2,097.25 |
2,096.00 |
S1 |
2,094.25 |
2,094.25 |
2,098.25 |
2,091.75 |
S2 |
2,089.25 |
2,089.25 |
2,097.50 |
|
S3 |
2,081.25 |
2,086.25 |
2,096.75 |
|
S4 |
2,073.25 |
2,078.25 |
2,094.50 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,173.75 |
2,164.00 |
2,114.50 |
|
R3 |
2,146.25 |
2,136.50 |
2,107.00 |
|
R2 |
2,118.75 |
2,118.75 |
2,104.50 |
|
R1 |
2,109.00 |
2,109.00 |
2,102.00 |
2,114.00 |
PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,093.50 |
S1 |
2,081.50 |
2,081.50 |
2,097.00 |
2,086.50 |
S2 |
2,063.75 |
2,063.75 |
2,094.50 |
|
S3 |
2,036.25 |
2,054.00 |
2,092.00 |
|
S4 |
2,008.75 |
2,026.50 |
2,084.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,100.75 |
2,073.25 |
27.50 |
1.3% |
14.50 |
0.7% |
94% |
False |
False |
5,522 |
10 |
2,100.75 |
2,029.00 |
71.75 |
3.4% |
17.75 |
0.8% |
98% |
False |
False |
3,938 |
20 |
2,100.75 |
1,966.00 |
134.75 |
6.4% |
27.00 |
1.3% |
99% |
False |
False |
3,615 |
40 |
2,100.75 |
1,963.50 |
137.25 |
6.5% |
28.25 |
1.3% |
99% |
False |
False |
3,182 |
60 |
2,100.75 |
1,954.25 |
146.50 |
7.0% |
26.25 |
1.3% |
99% |
False |
False |
2,288 |
80 |
2,100.75 |
1,942.00 |
158.75 |
7.6% |
23.50 |
1.1% |
99% |
False |
False |
1,788 |
100 |
2,100.75 |
1,806.50 |
294.25 |
14.0% |
25.00 |
1.2% |
99% |
False |
False |
1,458 |
120 |
2,100.75 |
1,806.50 |
294.25 |
14.0% |
22.75 |
1.1% |
99% |
False |
False |
1,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,134.50 |
2.618 |
2,121.50 |
1.618 |
2,113.50 |
1.000 |
2,108.50 |
0.618 |
2,105.50 |
HIGH |
2,100.50 |
0.618 |
2,097.50 |
0.500 |
2,096.50 |
0.382 |
2,095.50 |
LOW |
2,092.50 |
0.618 |
2,087.50 |
1.000 |
2,084.50 |
1.618 |
2,079.50 |
2.618 |
2,071.50 |
4.250 |
2,058.50 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
2,098.25 |
2,095.25 |
PP |
2,097.25 |
2,091.50 |
S1 |
2,096.50 |
2,087.50 |
|