Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,201.7 |
1,205.8 |
4.1 |
0.3% |
1,232.4 |
High |
1,212.0 |
1,220.7 |
8.7 |
0.7% |
1,236.0 |
Low |
1,201.6 |
1,205.8 |
4.2 |
0.3% |
1,197.9 |
Close |
1,202.3 |
1,211.0 |
8.7 |
0.7% |
1,205.7 |
Range |
10.4 |
14.9 |
4.5 |
43.3% |
38.1 |
ATR |
19.6 |
19.6 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,675 |
6,358 |
3,683 |
137.7% |
12,872 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.2 |
1,249.0 |
1,219.2 |
|
R3 |
1,242.3 |
1,234.1 |
1,215.1 |
|
R2 |
1,227.4 |
1,227.4 |
1,213.7 |
|
R1 |
1,219.2 |
1,219.2 |
1,212.4 |
1,223.3 |
PP |
1,212.5 |
1,212.5 |
1,212.5 |
1,214.6 |
S1 |
1,204.3 |
1,204.3 |
1,209.6 |
1,208.4 |
S2 |
1,197.6 |
1,197.6 |
1,208.3 |
|
S3 |
1,182.7 |
1,189.4 |
1,206.9 |
|
S4 |
1,167.8 |
1,174.5 |
1,202.8 |
|
|
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 |
1,220.7 |
1,190.8 |
29.9 |
2.5% |
14.7 |
1.2% |
68% |
True |
False |
3,339 |
10 |
1,236.0 |
1,190.8 |
45.2 |
3.7% |
16.5 |
1.4% |
45% |
False |
False |
3,188 |
20 |
1,287.2 |
1,190.8 |
96.4 |
8.0% |
19.5 |
1.6% |
21% |
False |
False |
3,961 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
20.3 |
1.7% |
30% |
False |
False |
3,877 |
60 |
1,309.0 |
1,143.2 |
165.8 |
13.7% |
20.9 |
1.7% |
41% |
False |
False |
3,395 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
21.0 |
1.7% |
44% |
False |
False |
3,470 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
19.2 |
1.6% |
44% |
False |
False |
2,985 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
17.8 |
1.5% |
44% |
False |
False |
2,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.0 |
2.618 |
1,259.7 |
1.618 |
1,244.8 |
1.000 |
1,235.6 |
0.618 |
1,229.9 |
HIGH |
1,220.7 |
0.618 |
1,215.0 |
0.500 |
1,213.3 |
0.382 |
1,211.5 |
LOW |
1,205.8 |
0.618 |
1,196.6 |
1.000 |
1,190.9 |
1.618 |
1,181.7 |
2.618 |
1,166.8 |
4.250 |
1,142.5 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,213.3 |
1,209.3 |
PP |
1,212.5 |
1,207.5 |
S1 |
1,211.8 |
1,205.8 |
|