Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.0 |
1,324.3 |
4.3 |
0.3% |
1,322.9 |
High |
1,328.3 |
1,339.0 |
10.7 |
0.8% |
1,330.6 |
Low |
1,317.4 |
1,321.4 |
4.0 |
0.3% |
1,309.1 |
Close |
1,323.9 |
1,338.3 |
14.4 |
1.1% |
1,323.9 |
Range |
10.9 |
17.6 |
6.7 |
61.5% |
21.5 |
ATR |
17.3 |
17.4 |
0.0 |
0.1% |
0.0 |
Volume |
171 |
93 |
-78 |
-45.6% |
853 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.7 |
1,379.6 |
1,348.0 |
|
R3 |
1,368.1 |
1,362.0 |
1,343.1 |
|
R2 |
1,350.5 |
1,350.5 |
1,341.5 |
|
R1 |
1,344.4 |
1,344.4 |
1,339.9 |
1,347.5 |
PP |
1,332.9 |
1,332.9 |
1,332.9 |
1,334.4 |
S1 |
1,326.8 |
1,326.8 |
1,336.7 |
1,329.9 |
S2 |
1,315.3 |
1,315.3 |
1,335.1 |
|
S3 |
1,297.7 |
1,309.2 |
1,333.5 |
|
S4 |
1,280.1 |
1,291.6 |
1,328.6 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.7 |
1,376.3 |
1,335.7 |
|
R3 |
1,364.2 |
1,354.8 |
1,329.8 |
|
R2 |
1,342.7 |
1,342.7 |
1,327.8 |
|
R1 |
1,333.3 |
1,333.3 |
1,325.9 |
1,338.0 |
PP |
1,321.2 |
1,321.2 |
1,321.2 |
1,323.6 |
S1 |
1,311.8 |
1,311.8 |
1,321.9 |
1,316.5 |
S2 |
1,299.7 |
1,299.7 |
1,320.0 |
|
S3 |
1,278.2 |
1,290.3 |
1,318.0 |
|
S4 |
1,256.7 |
1,268.8 |
1,312.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.0 |
1,309.1 |
29.9 |
2.2% |
14.3 |
1.1% |
98% |
True |
False |
189 |
10 |
1,339.0 |
1,265.7 |
73.3 |
5.5% |
14.7 |
1.1% |
99% |
True |
False |
357 |
20 |
1,339.0 |
1,237.5 |
101.5 |
7.6% |
17.2 |
1.3% |
99% |
True |
False |
26,094 |
40 |
1,339.0 |
1,181.4 |
157.6 |
11.8% |
18.0 |
1.3% |
100% |
True |
False |
76,366 |
60 |
1,339.0 |
1,181.4 |
157.6 |
11.8% |
20.0 |
1.5% |
100% |
True |
False |
95,282 |
80 |
1,360.9 |
1,181.4 |
179.5 |
13.4% |
19.7 |
1.5% |
87% |
False |
False |
76,295 |
100 |
1,362.3 |
1,181.4 |
180.9 |
13.5% |
20.8 |
1.6% |
87% |
False |
False |
61,790 |
120 |
1,416.7 |
1,181.4 |
235.3 |
17.6% |
22.0 |
1.6% |
67% |
False |
False |
51,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.8 |
2.618 |
1,385.1 |
1.618 |
1,367.5 |
1.000 |
1,356.6 |
0.618 |
1,349.9 |
HIGH |
1,339.0 |
0.618 |
1,332.3 |
0.500 |
1,330.2 |
0.382 |
1,328.1 |
LOW |
1,321.4 |
0.618 |
1,310.5 |
1.000 |
1,303.8 |
1.618 |
1,292.9 |
2.618 |
1,275.3 |
4.250 |
1,246.6 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.6 |
1,333.6 |
PP |
1,332.9 |
1,329.0 |
S1 |
1,330.2 |
1,324.3 |
|