Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,322.9 |
1,318.3 |
-4.6 |
-0.3% |
1,269.6 |
High |
1,330.6 |
1,321.6 |
-9.0 |
-0.7% |
1,320.7 |
Low |
1,313.9 |
1,309.1 |
-4.8 |
-0.4% |
1,265.7 |
Close |
1,324.7 |
1,320.6 |
-4.1 |
-0.3% |
1,319.0 |
Range |
16.7 |
12.5 |
-4.2 |
-25.1% |
55.0 |
ATR |
18.3 |
18.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
373 |
193 |
-180 |
-48.3% |
2,629 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.6 |
1,350.1 |
1,327.5 |
|
R3 |
1,342.1 |
1,337.6 |
1,324.0 |
|
R2 |
1,329.6 |
1,329.6 |
1,322.9 |
|
R1 |
1,325.1 |
1,325.1 |
1,321.7 |
1,327.4 |
PP |
1,317.1 |
1,317.1 |
1,317.1 |
1,318.2 |
S1 |
1,312.6 |
1,312.6 |
1,319.5 |
1,314.9 |
S2 |
1,304.6 |
1,304.6 |
1,318.3 |
|
S3 |
1,292.1 |
1,300.1 |
1,317.2 |
|
S4 |
1,279.6 |
1,287.6 |
1,313.7 |
|
|
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 |
1,330.6 |
1,285.5 |
45.1 |
3.4% |
15.0 |
1.1% |
78% |
False |
False |
378 |
10 |
1,330.6 |
1,253.1 |
77.5 |
5.9% |
15.2 |
1.2% |
87% |
False |
False |
552 |
20 |
1,330.6 |
1,230.8 |
99.8 |
7.6% |
18.1 |
1.4% |
90% |
False |
False |
48,969 |
40 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
18.0 |
1.4% |
93% |
False |
False |
83,036 |
60 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
20.1 |
1.5% |
93% |
False |
False |
97,939 |
80 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
19.8 |
1.5% |
77% |
False |
False |
76,532 |
100 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
21.1 |
1.6% |
77% |
False |
False |
61,871 |
120 |
1,433.7 |
1,181.4 |
252.3 |
19.1% |
22.0 |
1.7% |
55% |
False |
False |
51,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.7 |
2.618 |
1,354.3 |
1.618 |
1,341.8 |
1.000 |
1,334.1 |
0.618 |
1,329.3 |
HIGH |
1,321.6 |
0.618 |
1,316.8 |
0.500 |
1,315.4 |
0.382 |
1,313.9 |
LOW |
1,309.1 |
0.618 |
1,301.4 |
1.000 |
1,296.6 |
1.618 |
1,288.9 |
2.618 |
1,276.4 |
4.250 |
1,256.0 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,318.9 |
1,319.1 |
PP |
1,317.1 |
1,317.6 |
S1 |
1,315.4 |
1,316.2 |
|