Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,630 |
17,678 |
48 |
0.3% |
17,000 |
High |
17,750 |
17,825 |
75 |
0.4% |
17,800 |
Low |
17,630 |
17,661 |
31 |
0.2% |
16,880 |
Close |
17,716 |
17,753 |
37 |
0.2% |
17,705 |
Range |
120 |
164 |
44 |
36.7% |
920 |
ATR |
227 |
223 |
-5 |
-2.0% |
0 |
Volume |
22 |
20 |
-2 |
-9.1% |
324 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,238 |
18,160 |
17,843 |
|
R3 |
18,074 |
17,996 |
17,798 |
|
R2 |
17,910 |
17,910 |
17,783 |
|
R1 |
17,832 |
17,832 |
17,768 |
17,871 |
PP |
17,746 |
17,746 |
17,746 |
17,766 |
S1 |
17,668 |
17,668 |
17,738 |
17,707 |
S2 |
17,582 |
17,582 |
17,723 |
|
S3 |
17,418 |
17,504 |
17,708 |
|
S4 |
17,254 |
17,340 |
17,663 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,222 |
19,883 |
18,211 |
|
R3 |
19,302 |
18,963 |
17,958 |
|
R2 |
18,382 |
18,382 |
17,874 |
|
R1 |
18,043 |
18,043 |
17,789 |
18,213 |
PP |
17,462 |
17,462 |
17,462 |
17,546 |
S1 |
17,123 |
17,123 |
17,621 |
17,293 |
S2 |
16,542 |
16,542 |
17,536 |
|
S3 |
15,622 |
16,203 |
17,452 |
|
S4 |
14,702 |
15,283 |
17,199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,825 |
17,410 |
415 |
2.3% |
159 |
0.9% |
83% |
True |
False |
33 |
10 |
17,825 |
16,880 |
945 |
5.3% |
225 |
1.3% |
92% |
True |
False |
44 |
20 |
17,825 |
16,880 |
945 |
5.3% |
233 |
1.3% |
92% |
True |
False |
45 |
40 |
17,960 |
16,880 |
1,080 |
6.1% |
209 |
1.2% |
81% |
False |
False |
40 |
60 |
17,960 |
16,880 |
1,080 |
6.1% |
153 |
0.9% |
81% |
False |
False |
27 |
80 |
17,960 |
16,152 |
1,808 |
10.2% |
126 |
0.7% |
89% |
False |
False |
22 |
100 |
17,960 |
15,850 |
2,110 |
11.9% |
110 |
0.6% |
90% |
False |
False |
19 |
120 |
17,960 |
15,850 |
2,110 |
11.9% |
91 |
0.5% |
90% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,522 |
2.618 |
18,254 |
1.618 |
18,090 |
1.000 |
17,989 |
0.618 |
17,926 |
HIGH |
17,825 |
0.618 |
17,762 |
0.500 |
17,743 |
0.382 |
17,724 |
LOW |
17,661 |
0.618 |
17,560 |
1.000 |
17,497 |
1.618 |
17,396 |
2.618 |
17,232 |
4.250 |
16,964 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,750 |
17,737 |
PP |
17,746 |
17,721 |
S1 |
17,743 |
17,705 |
|