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 |
1,318.3 |
1,310.7 |
-7.6 |
-0.6% |
1,269.6 |
High |
1,321.6 |
1,323.5 |
1.9 |
0.1% |
1,320.7 |
Low |
1,309.1 |
1,309.6 |
0.5 |
0.0% |
1,265.7 |
Close |
1,320.6 |
1,317.1 |
-3.5 |
-0.3% |
1,319.0 |
Range |
12.5 |
13.9 |
1.4 |
11.2% |
55.0 |
ATR |
18.1 |
17.8 |
-0.3 |
-1.7% |
0.0 |
Volume |
193 |
116 |
-77 |
-39.9% |
2,629 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.4 |
1,351.7 |
1,324.7 |
|
R3 |
1,344.5 |
1,337.8 |
1,320.9 |
|
R2 |
1,330.6 |
1,330.6 |
1,319.6 |
|
R1 |
1,323.9 |
1,323.9 |
1,318.4 |
1,327.3 |
PP |
1,316.7 |
1,316.7 |
1,316.7 |
1,318.4 |
S1 |
1,310.0 |
1,310.0 |
1,315.8 |
1,313.4 |
S2 |
1,302.8 |
1,302.8 |
1,314.6 |
|
S3 |
1,288.9 |
1,296.1 |
1,313.3 |
|
S4 |
1,275.0 |
1,282.2 |
1,309.5 |
|
|
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 |
1,287.5 |
43.1 |
3.3% |
15.6 |
1.2% |
69% |
False |
False |
373 |
10 |
1,330.6 |
1,253.5 |
77.1 |
5.9% |
14.6 |
1.1% |
82% |
False |
False |
402 |
20 |
1,330.6 |
1,230.8 |
99.8 |
7.6% |
18.4 |
1.4% |
86% |
False |
False |
44,635 |
40 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
17.9 |
1.4% |
91% |
False |
False |
79,571 |
60 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
20.1 |
1.5% |
91% |
False |
False |
97,031 |
80 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
19.7 |
1.5% |
75% |
False |
False |
76,474 |
100 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
21.0 |
1.6% |
75% |
False |
False |
61,859 |
120 |
1,416.7 |
1,181.4 |
235.3 |
17.9% |
22.0 |
1.7% |
58% |
False |
False |
51,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.6 |
2.618 |
1,359.9 |
1.618 |
1,346.0 |
1.000 |
1,337.4 |
0.618 |
1,332.1 |
HIGH |
1,323.5 |
0.618 |
1,318.2 |
0.500 |
1,316.6 |
0.382 |
1,314.9 |
LOW |
1,309.6 |
0.618 |
1,301.0 |
1.000 |
1,295.7 |
1.618 |
1,287.1 |
2.618 |
1,273.2 |
4.250 |
1,250.5 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.9 |
1,319.9 |
PP |
1,316.7 |
1,318.9 |
S1 |
1,316.6 |
1,318.0 |
|