Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
1,209.2 |
1,200.0 |
-9.2 |
-0.8% |
1,234.8 |
High |
1,214.0 |
1,208.3 |
-5.7 |
-0.5% |
1,234.8 |
Low |
1,200.5 |
1,194.3 |
-6.2 |
-0.5% |
1,199.9 |
Close |
1,206.4 |
1,202.2 |
-4.2 |
-0.3% |
1,206.4 |
Range |
13.5 |
14.0 |
0.5 |
3.7% |
34.9 |
ATR |
17.5 |
17.2 |
-0.2 |
-1.4% |
0.0 |
Volume |
2,900 |
766 |
-2,134 |
-73.6% |
7,275 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.6 |
1,236.9 |
1,209.9 |
|
R3 |
1,229.6 |
1,222.9 |
1,206.1 |
|
R2 |
1,215.6 |
1,215.6 |
1,204.8 |
|
R1 |
1,208.9 |
1,208.9 |
1,203.5 |
1,212.3 |
PP |
1,201.6 |
1,201.6 |
1,201.6 |
1,203.3 |
S1 |
1,194.9 |
1,194.9 |
1,200.9 |
1,198.3 |
S2 |
1,187.6 |
1,187.6 |
1,199.6 |
|
S3 |
1,173.6 |
1,180.9 |
1,198.4 |
|
S4 |
1,159.6 |
1,166.9 |
1,194.5 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.4 |
1,297.3 |
1,225.6 |
|
R3 |
1,283.5 |
1,262.4 |
1,216.0 |
|
R2 |
1,248.6 |
1,248.6 |
1,212.8 |
|
R1 |
1,227.5 |
1,227.5 |
1,209.6 |
1,220.6 |
PP |
1,213.7 |
1,213.7 |
1,213.7 |
1,210.3 |
S1 |
1,192.6 |
1,192.6 |
1,203.2 |
1,185.7 |
S2 |
1,178.8 |
1,178.8 |
1,200.0 |
|
S3 |
1,143.9 |
1,157.7 |
1,196.8 |
|
S4 |
1,109.0 |
1,122.8 |
1,187.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.8 |
1,194.3 |
40.5 |
3.4% |
16.7 |
1.4% |
20% |
False |
True |
1,608 |
10 |
1,244.2 |
1,194.3 |
49.9 |
4.2% |
13.2 |
1.1% |
16% |
False |
True |
1,497 |
20 |
1,300.2 |
1,194.3 |
105.9 |
8.8% |
16.9 |
1.4% |
7% |
False |
True |
1,453 |
40 |
1,309.0 |
1,173.6 |
135.4 |
11.3% |
16.3 |
1.4% |
21% |
False |
False |
1,188 |
60 |
1,309.0 |
1,147.8 |
161.2 |
13.4% |
15.5 |
1.3% |
34% |
False |
False |
1,055 |
80 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.9 |
1.2% |
39% |
False |
False |
885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.8 |
2.618 |
1,245.0 |
1.618 |
1,231.0 |
1.000 |
1,222.3 |
0.618 |
1,217.0 |
HIGH |
1,208.3 |
0.618 |
1,203.0 |
0.500 |
1,201.3 |
0.382 |
1,199.6 |
LOW |
1,194.3 |
0.618 |
1,185.6 |
1.000 |
1,180.3 |
1.618 |
1,171.6 |
2.618 |
1,157.6 |
4.250 |
1,134.8 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.9 |
1,207.8 |
PP |
1,201.6 |
1,205.9 |
S1 |
1,201.3 |
1,204.1 |
|