Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.4 |
1,341.2 |
4.8 |
0.4% |
1,322.9 |
High |
1,343.9 |
1,342.0 |
-1.9 |
-0.1% |
1,330.6 |
Low |
1,333.1 |
1,328.2 |
-4.9 |
-0.4% |
1,309.1 |
Close |
1,343.0 |
1,328.2 |
-14.8 |
-1.1% |
1,323.9 |
Range |
10.8 |
13.8 |
3.0 |
27.8% |
21.5 |
ATR |
16.9 |
16.7 |
-0.1 |
-0.9% |
0.0 |
Volume |
290 |
57 |
-233 |
-80.3% |
853 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.2 |
1,365.0 |
1,335.8 |
|
R3 |
1,360.4 |
1,351.2 |
1,332.0 |
|
R2 |
1,346.6 |
1,346.6 |
1,330.7 |
|
R1 |
1,337.4 |
1,337.4 |
1,329.5 |
1,335.1 |
PP |
1,332.8 |
1,332.8 |
1,332.8 |
1,331.7 |
S1 |
1,323.6 |
1,323.6 |
1,326.9 |
1,321.3 |
S2 |
1,319.0 |
1,319.0 |
1,325.7 |
|
S3 |
1,305.2 |
1,309.8 |
1,324.4 |
|
S4 |
1,291.4 |
1,296.0 |
1,320.6 |
|
|
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 |
1,343.9 |
1,309.6 |
34.3 |
2.6% |
13.4 |
1.0% |
54% |
False |
False |
145 |
10 |
1,343.9 |
1,285.5 |
58.4 |
4.4% |
14.2 |
1.1% |
73% |
False |
False |
261 |
20 |
1,343.9 |
1,237.5 |
106.4 |
8.0% |
16.3 |
1.2% |
85% |
False |
False |
9,951 |
40 |
1,343.9 |
1,181.4 |
162.5 |
12.2% |
18.0 |
1.4% |
90% |
False |
False |
72,914 |
60 |
1,343.9 |
1,181.4 |
162.5 |
12.2% |
19.7 |
1.5% |
90% |
False |
False |
90,815 |
80 |
1,343.9 |
1,181.4 |
162.5 |
12.2% |
19.4 |
1.5% |
90% |
False |
False |
76,031 |
100 |
1,362.3 |
1,181.4 |
180.9 |
13.6% |
20.1 |
1.5% |
81% |
False |
False |
61,741 |
120 |
1,397.4 |
1,181.4 |
216.0 |
16.3% |
21.6 |
1.6% |
68% |
False |
False |
51,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.7 |
2.618 |
1,378.1 |
1.618 |
1,364.3 |
1.000 |
1,355.8 |
0.618 |
1,350.5 |
HIGH |
1,342.0 |
0.618 |
1,336.7 |
0.500 |
1,335.1 |
0.382 |
1,333.5 |
LOW |
1,328.2 |
0.618 |
1,319.7 |
1.000 |
1,314.4 |
1.618 |
1,305.9 |
2.618 |
1,292.1 |
4.250 |
1,269.6 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.1 |
1,332.7 |
PP |
1,332.8 |
1,331.2 |
S1 |
1,330.5 |
1,329.7 |
|