Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,213.3 |
1,209.2 |
-4.1 |
-0.3% |
1,232.4 |
High |
1,223.7 |
1,215.8 |
-7.9 |
-0.6% |
1,236.0 |
Low |
1,206.5 |
1,199.2 |
-7.3 |
-0.6% |
1,197.9 |
Close |
1,208.4 |
1,205.7 |
-2.7 |
-0.2% |
1,205.7 |
Range |
17.2 |
16.6 |
-0.6 |
-3.5% |
38.1 |
ATR |
21.1 |
20.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
3,768 |
3,674 |
-94 |
-2.5% |
12,872 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.7 |
1,247.8 |
1,214.8 |
|
R3 |
1,240.1 |
1,231.2 |
1,210.3 |
|
R2 |
1,223.5 |
1,223.5 |
1,208.7 |
|
R1 |
1,214.6 |
1,214.6 |
1,207.2 |
1,210.8 |
PP |
1,206.9 |
1,206.9 |
1,206.9 |
1,205.0 |
S1 |
1,198.0 |
1,198.0 |
1,204.2 |
1,194.2 |
S2 |
1,190.3 |
1,190.3 |
1,202.7 |
|
S3 |
1,173.7 |
1,181.4 |
1,201.1 |
|
S4 |
1,157.1 |
1,164.8 |
1,196.6 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.5 |
1,304.7 |
1,226.7 |
|
R3 |
1,289.4 |
1,266.6 |
1,216.2 |
|
R2 |
1,251.3 |
1,251.3 |
1,212.7 |
|
R1 |
1,228.5 |
1,228.5 |
1,209.2 |
1,220.9 |
PP |
1,213.2 |
1,213.2 |
1,213.2 |
1,209.4 |
S1 |
1,190.4 |
1,190.4 |
1,202.2 |
1,182.8 |
S2 |
1,175.1 |
1,175.1 |
1,198.7 |
|
S3 |
1,137.0 |
1,152.3 |
1,195.2 |
|
S4 |
1,098.9 |
1,114.2 |
1,184.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.0 |
1,197.9 |
38.1 |
3.2% |
18.7 |
1.6% |
20% |
False |
False |
3,200 |
10 |
1,269.4 |
1,197.9 |
71.5 |
5.9% |
19.1 |
1.6% |
11% |
False |
False |
3,227 |
20 |
1,303.5 |
1,197.9 |
105.6 |
8.8% |
20.5 |
1.7% |
7% |
False |
False |
4,438 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
20.3 |
1.7% |
26% |
False |
False |
3,704 |
60 |
1,309.0 |
1,143.2 |
165.8 |
13.8% |
21.0 |
1.7% |
38% |
False |
False |
3,532 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.9 |
1.7% |
41% |
False |
False |
3,371 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.1 |
1.6% |
41% |
False |
False |
2,888 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
17.6 |
1.5% |
41% |
False |
False |
2,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.4 |
2.618 |
1,259.3 |
1.618 |
1,242.7 |
1.000 |
1,232.4 |
0.618 |
1,226.1 |
HIGH |
1,215.8 |
0.618 |
1,209.5 |
0.500 |
1,207.5 |
0.382 |
1,205.5 |
LOW |
1,199.2 |
0.618 |
1,188.9 |
1.000 |
1,182.6 |
1.618 |
1,172.3 |
2.618 |
1,155.7 |
4.250 |
1,128.7 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,207.5 |
1,210.8 |
PP |
1,206.9 |
1,209.1 |
S1 |
1,206.3 |
1,207.4 |
|