Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,793.63 |
15,804.17 |
10.54 |
0.1% |
15,697.69 |
High |
15,801.79 |
16,027.19 |
225.40 |
1.4% |
15,798.51 |
Low |
15,733.69 |
15,803.40 |
69.71 |
0.4% |
15,340.69 |
Close |
15,801.79 |
15,994.77 |
192.98 |
1.2% |
15,794.08 |
Range |
68.10 |
223.79 |
155.69 |
228.6% |
457.82 |
ATR |
161.28 |
165.86 |
4.58 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,613.16 |
16,527.75 |
16,117.85 |
|
R3 |
16,389.37 |
16,303.96 |
16,056.31 |
|
R2 |
16,165.58 |
16,165.58 |
16,035.80 |
|
R1 |
16,080.17 |
16,080.17 |
16,015.28 |
16,122.88 |
PP |
15,941.79 |
15,941.79 |
15,941.79 |
15,963.14 |
S1 |
15,856.38 |
15,856.38 |
15,974.26 |
15,899.09 |
S2 |
15,718.00 |
15,718.00 |
15,953.74 |
|
S3 |
15,494.21 |
15,632.59 |
15,933.23 |
|
S4 |
15,270.42 |
15,408.80 |
15,871.69 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,017.89 |
16,863.80 |
16,045.88 |
|
R3 |
16,560.07 |
16,405.98 |
15,919.98 |
|
R2 |
16,102.25 |
16,102.25 |
15,878.01 |
|
R1 |
15,948.16 |
15,948.16 |
15,836.05 |
16,025.21 |
PP |
15,644.43 |
15,644.43 |
15,644.43 |
15,682.95 |
S1 |
15,490.34 |
15,490.34 |
15,752.11 |
15,567.39 |
S2 |
15,186.61 |
15,186.61 |
15,710.15 |
|
S3 |
14,728.79 |
15,032.52 |
15,668.18 |
|
S4 |
14,270.97 |
14,574.70 |
15,542.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,027.19 |
15,340.69 |
686.50 |
4.3% |
158.30 |
1.0% |
95% |
True |
False |
|
10 |
16,027.19 |
15,340.69 |
686.50 |
4.3% |
189.11 |
1.2% |
95% |
True |
False |
|
20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.4% |
174.85 |
1.1% |
55% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
147.23 |
0.9% |
52% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
132.70 |
0.8% |
52% |
False |
False |
|
80 |
16,588.25 |
15,229.02 |
1,359.23 |
8.5% |
127.35 |
0.8% |
56% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
131.19 |
0.8% |
68% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
130.37 |
0.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,978.30 |
2.618 |
16,613.07 |
1.618 |
16,389.28 |
1.000 |
16,250.98 |
0.618 |
16,165.49 |
HIGH |
16,027.19 |
0.618 |
15,941.70 |
0.500 |
15,915.30 |
0.382 |
15,888.89 |
LOW |
15,803.40 |
0.618 |
15,665.10 |
1.000 |
15,579.61 |
1.618 |
15,441.31 |
2.618 |
15,217.52 |
4.250 |
14,852.29 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,968.28 |
15,938.63 |
PP |
15,941.79 |
15,882.50 |
S1 |
15,915.30 |
15,826.36 |
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