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 |
1,239.6 |
1,234.5 |
-5.1 |
-0.4% |
1,280.2 |
High |
1,246.5 |
1,239.0 |
-7.5 |
-0.6% |
1,286.5 |
Low |
1,231.7 |
1,218.0 |
-13.7 |
-1.1% |
1,229.8 |
Close |
1,233.0 |
1,220.4 |
-12.6 |
-1.0% |
1,235.4 |
Range |
14.8 |
21.0 |
6.2 |
41.9% |
56.7 |
ATR |
21.6 |
21.6 |
0.0 |
-0.2% |
0.0 |
Volume |
2,880 |
2,998 |
118 |
4.1% |
19,594 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.8 |
1,275.6 |
1,232.0 |
|
R3 |
1,267.8 |
1,254.6 |
1,226.2 |
|
R2 |
1,246.8 |
1,246.8 |
1,224.3 |
|
R1 |
1,233.6 |
1,233.6 |
1,222.3 |
1,229.7 |
PP |
1,225.8 |
1,225.8 |
1,225.8 |
1,223.9 |
S1 |
1,212.6 |
1,212.6 |
1,218.5 |
1,208.7 |
S2 |
1,204.8 |
1,204.8 |
1,216.6 |
|
S3 |
1,183.8 |
1,191.6 |
1,214.6 |
|
S4 |
1,162.8 |
1,170.6 |
1,208.9 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,384.7 |
1,266.6 |
|
R3 |
1,364.0 |
1,328.0 |
1,251.0 |
|
R2 |
1,307.3 |
1,307.3 |
1,245.8 |
|
R1 |
1,271.3 |
1,271.3 |
1,240.6 |
1,261.0 |
PP |
1,250.6 |
1,250.6 |
1,250.6 |
1,245.4 |
S1 |
1,214.6 |
1,214.6 |
1,230.2 |
1,204.3 |
S2 |
1,193.9 |
1,193.9 |
1,225.0 |
|
S3 |
1,137.2 |
1,157.9 |
1,219.8 |
|
S4 |
1,080.5 |
1,101.2 |
1,204.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,275.0 |
1,218.0 |
57.0 |
4.7% |
20.2 |
1.7% |
4% |
False |
True |
3,546 |
10 |
1,287.2 |
1,218.0 |
69.2 |
5.7% |
22.5 |
1.8% |
3% |
False |
True |
4,734 |
20 |
1,309.0 |
1,218.0 |
91.0 |
7.5% |
23.1 |
1.9% |
3% |
False |
True |
4,809 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.5% |
21.1 |
1.7% |
37% |
False |
False |
3,568 |
60 |
1,309.0 |
1,143.2 |
165.8 |
13.6% |
21.5 |
1.8% |
47% |
False |
False |
3,528 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.3% |
20.3 |
1.7% |
49% |
False |
False |
3,176 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.3% |
18.8 |
1.5% |
49% |
False |
False |
2,739 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.3% |
16.9 |
1.4% |
49% |
False |
False |
2,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.3 |
2.618 |
1,294.0 |
1.618 |
1,273.0 |
1.000 |
1,260.0 |
0.618 |
1,252.0 |
HIGH |
1,239.0 |
0.618 |
1,231.0 |
0.500 |
1,228.5 |
0.382 |
1,226.0 |
LOW |
1,218.0 |
0.618 |
1,205.0 |
1.000 |
1,197.0 |
1.618 |
1,184.0 |
2.618 |
1,163.0 |
4.250 |
1,128.8 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,228.5 |
1,232.3 |
PP |
1,225.8 |
1,228.3 |
S1 |
1,223.1 |
1,224.4 |
|