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 |
1,274.0 |
1,290.5 |
16.5 |
1.3% |
1,242.4 |
High |
1,292.0 |
1,296.2 |
4.2 |
0.3% |
1,273.7 |
Low |
1,273.8 |
1,285.5 |
11.7 |
0.9% |
1,241.2 |
Close |
1,290.1 |
1,295.3 |
5.2 |
0.4% |
1,263.3 |
Range |
18.2 |
10.7 |
-7.5 |
-41.2% |
32.5 |
ATR |
19.1 |
18.5 |
-0.6 |
-3.1% |
0.0 |
Volume |
562 |
140 |
-422 |
-75.1% |
6,985 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.4 |
1,320.6 |
1,301.2 |
|
R3 |
1,313.7 |
1,309.9 |
1,298.2 |
|
R2 |
1,303.0 |
1,303.0 |
1,297.3 |
|
R1 |
1,299.2 |
1,299.2 |
1,296.3 |
1,301.1 |
PP |
1,292.3 |
1,292.3 |
1,292.3 |
1,293.3 |
S1 |
1,288.5 |
1,288.5 |
1,294.3 |
1,290.4 |
S2 |
1,281.6 |
1,281.6 |
1,293.3 |
|
S3 |
1,270.9 |
1,277.8 |
1,292.4 |
|
S4 |
1,260.2 |
1,267.1 |
1,289.4 |
|
|
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 |
1,296.2 |
1,253.5 |
42.7 |
3.3% |
13.5 |
1.0% |
98% |
True |
False |
430 |
10 |
1,296.2 |
1,237.5 |
58.7 |
4.5% |
17.2 |
1.3% |
98% |
True |
False |
5,952 |
20 |
1,296.2 |
1,230.8 |
65.4 |
5.0% |
18.1 |
1.4% |
99% |
True |
False |
74,090 |
40 |
1,296.2 |
1,181.4 |
114.8 |
8.9% |
19.3 |
1.5% |
99% |
True |
False |
98,589 |
60 |
1,296.2 |
1,181.4 |
114.8 |
8.9% |
20.3 |
1.6% |
99% |
True |
False |
99,010 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.0% |
19.9 |
1.5% |
63% |
False |
False |
76,739 |
100 |
1,369.0 |
1,181.4 |
187.6 |
14.5% |
21.5 |
1.7% |
61% |
False |
False |
61,950 |
120 |
1,433.7 |
1,181.4 |
252.3 |
19.5% |
22.3 |
1.7% |
45% |
False |
False |
51,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.7 |
2.618 |
1,324.2 |
1.618 |
1,313.5 |
1.000 |
1,306.9 |
0.618 |
1,302.8 |
HIGH |
1,296.2 |
0.618 |
1,292.1 |
0.500 |
1,290.9 |
0.382 |
1,289.6 |
LOW |
1,285.5 |
0.618 |
1,278.9 |
1.000 |
1,274.8 |
1.618 |
1,268.2 |
2.618 |
1,257.5 |
4.250 |
1,240.0 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.8 |
1,290.5 |
PP |
1,292.3 |
1,285.7 |
S1 |
1,290.9 |
1,281.0 |
|