Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,203.0 |
1,202.9 |
-0.1 |
0.0% |
1,232.4 |
High |
1,210.1 |
1,205.0 |
-5.1 |
-0.4% |
1,236.0 |
Low |
1,192.5 |
1,190.8 |
-1.7 |
-0.1% |
1,197.9 |
Close |
1,201.6 |
1,198.1 |
-3.5 |
-0.3% |
1,205.7 |
Range |
17.6 |
14.2 |
-3.4 |
-19.3% |
38.1 |
ATR |
20.5 |
20.1 |
-0.5 |
-2.2% |
0.0 |
Volume |
1,646 |
2,342 |
696 |
42.3% |
12,872 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.6 |
1,233.5 |
1,205.9 |
|
R3 |
1,226.4 |
1,219.3 |
1,202.0 |
|
R2 |
1,212.2 |
1,212.2 |
1,200.7 |
|
R1 |
1,205.1 |
1,205.1 |
1,199.4 |
1,201.6 |
PP |
1,198.0 |
1,198.0 |
1,198.0 |
1,196.2 |
S1 |
1,190.9 |
1,190.9 |
1,196.8 |
1,187.4 |
S2 |
1,183.8 |
1,183.8 |
1,195.5 |
|
S3 |
1,169.6 |
1,176.7 |
1,194.2 |
|
S4 |
1,155.4 |
1,162.5 |
1,190.3 |
|
|
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 |
1,223.7 |
1,190.8 |
32.9 |
2.7% |
16.3 |
1.4% |
22% |
False |
True |
2,816 |
10 |
1,246.5 |
1,190.8 |
55.7 |
4.6% |
17.5 |
1.5% |
13% |
False |
True |
2,873 |
20 |
1,299.4 |
1,190.8 |
108.6 |
9.1% |
20.0 |
1.7% |
7% |
False |
True |
4,152 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.7% |
20.6 |
1.7% |
21% |
False |
False |
3,713 |
60 |
1,309.0 |
1,143.2 |
165.8 |
13.8% |
21.1 |
1.8% |
33% |
False |
False |
3,434 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
21.1 |
1.8% |
37% |
False |
False |
3,381 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
19.2 |
1.6% |
37% |
False |
False |
2,916 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.6% |
17.7 |
1.5% |
37% |
False |
False |
2,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.4 |
2.618 |
1,242.2 |
1.618 |
1,228.0 |
1.000 |
1,219.2 |
0.618 |
1,213.8 |
HIGH |
1,205.0 |
0.618 |
1,199.6 |
0.500 |
1,197.9 |
0.382 |
1,196.2 |
LOW |
1,190.8 |
0.618 |
1,182.0 |
1.000 |
1,176.6 |
1.618 |
1,167.8 |
2.618 |
1,153.6 |
4.250 |
1,130.5 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,198.0 |
1,203.3 |
PP |
1,198.0 |
1,201.6 |
S1 |
1,197.9 |
1,199.8 |
|