Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
17,736.15 |
17,867.86 |
131.71 |
0.7% |
17,169.99 |
High |
17,890.34 |
17,897.21 |
6.87 |
0.0% |
17,951.09 |
Low |
17,729.24 |
17,759.65 |
30.41 |
0.2% |
17,037.76 |
Close |
17,868.76 |
17,862.14 |
-6.62 |
0.0% |
17,824.29 |
Range |
161.10 |
137.56 |
-23.54 |
-14.6% |
913.33 |
ATR |
231.94 |
225.20 |
-6.74 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,252.35 |
18,194.80 |
17,937.80 |
|
R3 |
18,114.79 |
18,057.24 |
17,899.97 |
|
R2 |
17,977.23 |
17,977.23 |
17,887.36 |
|
R1 |
17,919.68 |
17,919.68 |
17,874.75 |
17,879.68 |
PP |
17,839.67 |
17,839.67 |
17,839.67 |
17,819.66 |
S1 |
17,782.12 |
17,782.12 |
17,849.53 |
17,742.12 |
S2 |
17,702.11 |
17,702.11 |
17,836.92 |
|
S3 |
17,564.55 |
17,644.56 |
17,824.31 |
|
S4 |
17,426.99 |
17,507.00 |
17,786.48 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,344.37 |
19,997.66 |
18,326.62 |
|
R3 |
19,431.04 |
19,084.33 |
18,075.46 |
|
R2 |
18,517.71 |
18,517.71 |
17,991.73 |
|
R1 |
18,171.00 |
18,171.00 |
17,908.01 |
18,344.36 |
PP |
17,604.38 |
17,604.38 |
17,604.38 |
17,691.06 |
S1 |
17,257.67 |
17,257.67 |
17,740.57 |
17,431.03 |
S2 |
16,691.05 |
16,691.05 |
17,656.85 |
|
S3 |
15,777.72 |
16,344.34 |
17,573.12 |
|
S4 |
14,864.39 |
15,431.01 |
17,321.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,951.09 |
17,677.26 |
273.83 |
1.5% |
166.77 |
0.9% |
68% |
False |
False |
|
10 |
17,951.09 |
17,037.76 |
913.33 |
5.1% |
220.35 |
1.2% |
90% |
False |
False |
|
20 |
17,951.09 |
17,037.76 |
913.33 |
5.1% |
238.75 |
1.3% |
90% |
False |
False |
|
40 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
232.77 |
1.3% |
77% |
False |
False |
|
60 |
18,103.45 |
17,037.76 |
1,065.69 |
6.0% |
197.54 |
1.1% |
77% |
False |
False |
|
80 |
18,103.45 |
16,118.39 |
1,985.06 |
11.1% |
186.92 |
1.0% |
88% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
194.63 |
1.1% |
89% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
179.04 |
1.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,481.84 |
2.618 |
18,257.34 |
1.618 |
18,119.78 |
1.000 |
18,034.77 |
0.618 |
17,982.22 |
HIGH |
17,897.21 |
0.618 |
17,844.66 |
0.500 |
17,828.43 |
0.382 |
17,812.20 |
LOW |
17,759.65 |
0.618 |
17,674.64 |
1.000 |
17,622.09 |
1.618 |
17,537.08 |
2.618 |
17,399.52 |
4.250 |
17,175.02 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
17,850.90 |
17,838.52 |
PP |
17,839.67 |
17,814.89 |
S1 |
17,828.43 |
17,791.27 |
|