Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.3 |
1,301.7 |
8.4 |
0.6% |
1,269.6 |
High |
1,303.5 |
1,320.7 |
17.2 |
1.3% |
1,320.7 |
Low |
1,287.5 |
1,301.7 |
14.2 |
1.1% |
1,265.7 |
Close |
1,300.4 |
1,319.0 |
18.6 |
1.4% |
1,319.0 |
Range |
16.0 |
19.0 |
3.0 |
18.8% |
55.0 |
ATR |
18.3 |
18.4 |
0.1 |
0.8% |
0.0 |
Volume |
877 |
308 |
-569 |
-64.9% |
2,629 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.8 |
1,363.9 |
1,329.5 |
|
R3 |
1,351.8 |
1,344.9 |
1,324.2 |
|
R2 |
1,332.8 |
1,332.8 |
1,322.5 |
|
R1 |
1,325.9 |
1,325.9 |
1,320.7 |
1,329.4 |
PP |
1,313.8 |
1,313.8 |
1,313.8 |
1,315.5 |
S1 |
1,306.9 |
1,306.9 |
1,317.3 |
1,310.4 |
S2 |
1,294.8 |
1,294.8 |
1,315.5 |
|
S3 |
1,275.8 |
1,287.9 |
1,313.8 |
|
S4 |
1,256.8 |
1,268.9 |
1,308.6 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.8 |
1,447.9 |
1,349.3 |
|
R3 |
1,411.8 |
1,392.9 |
1,334.1 |
|
R2 |
1,356.8 |
1,356.8 |
1,329.1 |
|
R1 |
1,337.9 |
1,337.9 |
1,324.0 |
1,347.4 |
PP |
1,301.8 |
1,301.8 |
1,301.8 |
1,306.5 |
S1 |
1,282.9 |
1,282.9 |
1,314.0 |
1,292.4 |
S2 |
1,246.8 |
1,246.8 |
1,308.9 |
|
S3 |
1,191.8 |
1,227.9 |
1,303.9 |
|
S4 |
1,136.8 |
1,172.9 |
1,288.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,320.7 |
1,265.7 |
55.0 |
4.2% |
15.1 |
1.1% |
97% |
True |
False |
525 |
10 |
1,320.7 |
1,241.2 |
79.5 |
6.0% |
16.1 |
1.2% |
98% |
True |
False |
961 |
20 |
1,320.7 |
1,230.8 |
89.9 |
6.8% |
18.8 |
1.4% |
98% |
True |
False |
63,311 |
40 |
1,320.7 |
1,181.4 |
139.3 |
10.6% |
19.0 |
1.4% |
99% |
True |
False |
92,200 |
60 |
1,320.7 |
1,181.4 |
139.3 |
10.6% |
20.3 |
1.5% |
99% |
True |
False |
98,676 |
80 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
20.0 |
1.5% |
76% |
False |
False |
76,653 |
100 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
21.3 |
1.6% |
76% |
False |
False |
61,909 |
120 |
1,433.7 |
1,181.4 |
252.3 |
19.1% |
22.1 |
1.7% |
55% |
False |
False |
51,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.5 |
2.618 |
1,370.4 |
1.618 |
1,351.4 |
1.000 |
1,339.7 |
0.618 |
1,332.4 |
HIGH |
1,320.7 |
0.618 |
1,313.4 |
0.500 |
1,311.2 |
0.382 |
1,309.0 |
LOW |
1,301.7 |
0.618 |
1,290.0 |
1.000 |
1,282.7 |
1.618 |
1,271.0 |
2.618 |
1,252.0 |
4.250 |
1,221.0 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.4 |
1,313.7 |
PP |
1,313.8 |
1,308.4 |
S1 |
1,311.2 |
1,303.1 |
|