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 |
1,269.6 |
1,274.0 |
4.4 |
0.3% |
1,242.4 |
High |
1,277.3 |
1,292.0 |
14.7 |
1.2% |
1,273.7 |
Low |
1,265.7 |
1,273.8 |
8.1 |
0.6% |
1,241.2 |
Close |
1,274.8 |
1,290.1 |
15.3 |
1.2% |
1,263.3 |
Range |
11.6 |
18.2 |
6.6 |
56.9% |
32.5 |
ATR |
19.1 |
19.1 |
-0.1 |
-0.3% |
0.0 |
Volume |
742 |
562 |
-180 |
-24.3% |
6,985 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.9 |
1,333.2 |
1,300.1 |
|
R3 |
1,321.7 |
1,315.0 |
1,295.1 |
|
R2 |
1,303.5 |
1,303.5 |
1,293.4 |
|
R1 |
1,296.8 |
1,296.8 |
1,291.8 |
1,300.2 |
PP |
1,285.3 |
1,285.3 |
1,285.3 |
1,287.0 |
S1 |
1,278.6 |
1,278.6 |
1,288.4 |
1,282.0 |
S2 |
1,267.1 |
1,267.1 |
1,286.8 |
|
S3 |
1,248.9 |
1,260.4 |
1,285.1 |
|
S4 |
1,230.7 |
1,242.2 |
1,280.1 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.9 |
1,342.6 |
1,281.2 |
|
R3 |
1,324.4 |
1,310.1 |
1,272.2 |
|
R2 |
1,291.9 |
1,291.9 |
1,269.3 |
|
R1 |
1,277.6 |
1,277.6 |
1,266.3 |
1,284.8 |
PP |
1,259.4 |
1,259.4 |
1,259.4 |
1,263.0 |
S1 |
1,245.1 |
1,245.1 |
1,260.3 |
1,252.3 |
S2 |
1,226.9 |
1,226.9 |
1,257.3 |
|
S3 |
1,194.4 |
1,212.6 |
1,254.4 |
|
S4 |
1,161.9 |
1,180.1 |
1,245.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,292.0 |
1,253.1 |
38.9 |
3.0% |
15.5 |
1.2% |
95% |
True |
False |
726 |
10 |
1,292.0 |
1,237.5 |
54.5 |
4.2% |
18.4 |
1.4% |
97% |
True |
False |
19,641 |
20 |
1,292.0 |
1,230.8 |
61.2 |
4.7% |
18.2 |
1.4% |
97% |
True |
False |
80,993 |
40 |
1,292.0 |
1,181.4 |
110.6 |
8.6% |
19.5 |
1.5% |
98% |
True |
False |
101,423 |
60 |
1,294.7 |
1,181.4 |
113.3 |
8.8% |
20.3 |
1.6% |
96% |
False |
False |
99,247 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.0% |
20.4 |
1.6% |
60% |
False |
False |
76,761 |
100 |
1,375.8 |
1,181.4 |
194.4 |
15.1% |
21.6 |
1.7% |
56% |
False |
False |
61,961 |
120 |
1,433.7 |
1,181.4 |
252.3 |
19.6% |
22.3 |
1.7% |
43% |
False |
False |
51,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.4 |
2.618 |
1,339.6 |
1.618 |
1,321.4 |
1.000 |
1,310.2 |
0.618 |
1,303.2 |
HIGH |
1,292.0 |
0.618 |
1,285.0 |
0.500 |
1,282.9 |
0.382 |
1,280.8 |
LOW |
1,273.8 |
0.618 |
1,262.6 |
1.000 |
1,255.6 |
1.618 |
1,244.4 |
2.618 |
1,226.2 |
4.250 |
1,196.5 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,287.7 |
1,285.1 |
PP |
1,285.3 |
1,280.0 |
S1 |
1,282.9 |
1,275.0 |
|