Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
16,126.23 |
16,044.15 |
-82.08 |
-0.5% |
15,793.63 |
High |
16,225.72 |
16,161.64 |
-64.08 |
-0.4% |
16,175.55 |
Low |
16,031.66 |
16,006.59 |
-25.07 |
-0.2% |
15,733.69 |
Close |
16,040.56 |
16,133.23 |
92.67 |
0.6% |
16,154.39 |
Range |
194.06 |
155.05 |
-39.01 |
-20.1% |
441.86 |
ATR |
159.87 |
159.53 |
-0.34 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,565.64 |
16,504.48 |
16,218.51 |
|
R3 |
16,410.59 |
16,349.43 |
16,175.87 |
|
R2 |
16,255.54 |
16,255.54 |
16,161.66 |
|
R1 |
16,194.38 |
16,194.38 |
16,147.44 |
16,224.96 |
PP |
16,100.49 |
16,100.49 |
16,100.49 |
16,115.78 |
S1 |
16,039.33 |
16,039.33 |
16,119.02 |
16,069.91 |
S2 |
15,945.44 |
15,945.44 |
16,104.80 |
|
S3 |
15,790.39 |
15,884.28 |
16,090.59 |
|
S4 |
15,635.34 |
15,729.23 |
16,047.95 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,346.79 |
17,192.45 |
16,397.41 |
|
R3 |
16,904.93 |
16,750.59 |
16,275.90 |
|
R2 |
16,463.07 |
16,463.07 |
16,235.40 |
|
R1 |
16,308.73 |
16,308.73 |
16,194.89 |
16,385.90 |
PP |
16,021.21 |
16,021.21 |
16,021.21 |
16,059.80 |
S1 |
15,866.87 |
15,866.87 |
16,113.89 |
15,944.04 |
S2 |
15,579.35 |
15,579.35 |
16,073.38 |
|
S3 |
15,137.49 |
15,425.01 |
16,032.88 |
|
S4 |
14,695.63 |
14,983.15 |
15,911.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,225.72 |
15,863.25 |
362.47 |
2.2% |
155.14 |
1.0% |
74% |
False |
False |
|
10 |
16,225.72 |
15,443.00 |
782.72 |
4.9% |
153.75 |
1.0% |
88% |
False |
False |
|
20 |
16,372.96 |
15,340.69 |
1,032.27 |
6.4% |
179.77 |
1.1% |
77% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
147.48 |
0.9% |
64% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
137.38 |
0.9% |
64% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
130.60 |
0.8% |
64% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
132.88 |
0.8% |
76% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
131.83 |
0.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,820.60 |
2.618 |
16,567.56 |
1.618 |
16,412.51 |
1.000 |
16,316.69 |
0.618 |
16,257.46 |
HIGH |
16,161.64 |
0.618 |
16,102.41 |
0.500 |
16,084.12 |
0.382 |
16,065.82 |
LOW |
16,006.59 |
0.618 |
15,910.77 |
1.000 |
15,851.54 |
1.618 |
15,755.72 |
2.618 |
15,600.67 |
4.250 |
15,347.63 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,116.86 |
16,127.54 |
PP |
16,100.49 |
16,121.85 |
S1 |
16,084.12 |
16,116.16 |
|