Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,804.17 |
15,993.04 |
188.87 |
1.2% |
15,697.69 |
High |
16,027.19 |
16,036.56 |
9.37 |
0.1% |
15,798.51 |
Low |
15,803.40 |
15,928.75 |
125.35 |
0.8% |
15,340.69 |
Close |
15,994.77 |
15,963.94 |
-30.83 |
-0.2% |
15,794.08 |
Range |
223.79 |
107.81 |
-115.98 |
-51.8% |
457.82 |
ATR |
165.86 |
161.72 |
-4.15 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,299.85 |
16,239.70 |
16,023.24 |
|
R3 |
16,192.04 |
16,131.89 |
15,993.59 |
|
R2 |
16,084.23 |
16,084.23 |
15,983.71 |
|
R1 |
16,024.08 |
16,024.08 |
15,973.82 |
16,000.25 |
PP |
15,976.42 |
15,976.42 |
15,976.42 |
15,964.50 |
S1 |
15,916.27 |
15,916.27 |
15,954.06 |
15,892.44 |
S2 |
15,868.61 |
15,868.61 |
15,944.17 |
|
S3 |
15,760.80 |
15,808.46 |
15,934.29 |
|
S4 |
15,652.99 |
15,700.65 |
15,904.64 |
|
|
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 |
16,036.56 |
15,443.00 |
593.56 |
3.7% |
152.35 |
1.0% |
88% |
True |
False |
|
10 |
16,036.56 |
15,340.69 |
695.87 |
4.4% |
178.08 |
1.1% |
90% |
True |
False |
|
20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.4% |
174.58 |
1.1% |
53% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
148.06 |
0.9% |
50% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
133.06 |
0.8% |
50% |
False |
False |
|
80 |
16,588.25 |
15,321.81 |
1,266.44 |
7.9% |
126.86 |
0.8% |
51% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
131.57 |
0.8% |
67% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
130.11 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,494.75 |
2.618 |
16,318.81 |
1.618 |
16,211.00 |
1.000 |
16,144.37 |
0.618 |
16,103.19 |
HIGH |
16,036.56 |
0.618 |
15,995.38 |
0.500 |
15,982.66 |
0.382 |
15,969.93 |
LOW |
15,928.75 |
0.618 |
15,862.12 |
1.000 |
15,820.94 |
1.618 |
15,754.31 |
2.618 |
15,646.50 |
4.250 |
15,470.56 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
15,982.66 |
15,937.67 |
PP |
15,976.42 |
15,911.40 |
S1 |
15,970.18 |
15,885.13 |
|