Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,235.7 |
1,221.5 |
-14.2 |
-1.1% |
1,281.5 |
High |
1,237.8 |
1,228.0 |
-9.8 |
-0.8% |
1,286.0 |
Low |
1,220.0 |
1,221.5 |
1.5 |
0.1% |
1,231.9 |
Close |
1,221.2 |
1,222.2 |
1.0 |
0.1% |
1,236.2 |
Range |
17.8 |
6.5 |
-11.3 |
-63.5% |
54.1 |
ATR |
18.1 |
17.3 |
-0.8 |
-4.5% |
0.0 |
Volume |
1,556 |
1,288 |
-268 |
-17.2% |
7,424 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.4 |
1,239.3 |
1,225.8 |
|
R3 |
1,236.9 |
1,232.8 |
1,224.0 |
|
R2 |
1,230.4 |
1,230.4 |
1,223.4 |
|
R1 |
1,226.3 |
1,226.3 |
1,222.8 |
1,228.4 |
PP |
1,223.9 |
1,223.9 |
1,223.9 |
1,224.9 |
S1 |
1,219.8 |
1,219.8 |
1,221.6 |
1,221.9 |
S2 |
1,217.4 |
1,217.4 |
1,221.0 |
|
S3 |
1,210.9 |
1,213.3 |
1,220.4 |
|
S4 |
1,204.4 |
1,206.8 |
1,218.6 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.7 |
1,379.0 |
1,266.0 |
|
R3 |
1,359.6 |
1,324.9 |
1,251.1 |
|
R2 |
1,305.5 |
1,305.5 |
1,246.1 |
|
R1 |
1,270.8 |
1,270.8 |
1,241.2 |
1,261.1 |
PP |
1,251.4 |
1,251.4 |
1,251.4 |
1,246.5 |
S1 |
1,216.7 |
1,216.7 |
1,231.2 |
1,207.0 |
S2 |
1,197.3 |
1,197.3 |
1,226.3 |
|
S3 |
1,143.2 |
1,162.6 |
1,221.3 |
|
S4 |
1,089.1 |
1,108.5 |
1,206.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.6 |
1,220.0 |
48.6 |
4.0% |
14.9 |
1.2% |
5% |
False |
False |
1,081 |
10 |
1,286.0 |
1,220.0 |
66.0 |
5.4% |
16.5 |
1.3% |
3% |
False |
False |
1,326 |
20 |
1,309.0 |
1,220.0 |
89.0 |
7.3% |
18.7 |
1.5% |
2% |
False |
False |
1,418 |
40 |
1,309.0 |
1,173.6 |
135.4 |
11.1% |
15.7 |
1.3% |
36% |
False |
False |
1,003 |
60 |
1,309.0 |
1,147.8 |
161.2 |
13.2% |
15.0 |
1.2% |
46% |
False |
False |
922 |
80 |
1,309.0 |
1,135.3 |
173.7 |
14.2% |
14.0 |
1.1% |
50% |
False |
False |
773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.6 |
2.618 |
1,245.0 |
1.618 |
1,238.5 |
1.000 |
1,234.5 |
0.618 |
1,232.0 |
HIGH |
1,228.0 |
0.618 |
1,225.5 |
0.500 |
1,224.8 |
0.382 |
1,224.0 |
LOW |
1,221.5 |
0.618 |
1,217.5 |
1.000 |
1,215.0 |
1.618 |
1,211.0 |
2.618 |
1,204.5 |
4.250 |
1,193.9 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,224.8 |
1,230.2 |
PP |
1,223.9 |
1,227.5 |
S1 |
1,223.1 |
1,224.9 |
|