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 |
3,111.0 |
3,092.0 |
-19.0 |
-0.6% |
3,058.0 |
High |
3,134.0 |
3,125.0 |
-9.0 |
-0.3% |
3,127.0 |
Low |
3,096.0 |
3,077.0 |
-19.0 |
-0.6% |
3,026.0 |
Close |
3,120.0 |
3,117.0 |
-3.0 |
-0.1% |
3,116.0 |
Range |
38.0 |
48.0 |
10.0 |
26.3% |
101.0 |
ATR |
48.4 |
48.3 |
0.0 |
-0.1% |
0.0 |
Volume |
849,195 |
885,827 |
36,632 |
4.3% |
4,040,192 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,250.3 |
3,231.7 |
3,143.4 |
|
R3 |
3,202.3 |
3,183.7 |
3,130.2 |
|
R2 |
3,154.3 |
3,154.3 |
3,125.8 |
|
R1 |
3,135.7 |
3,135.7 |
3,121.4 |
3,145.0 |
PP |
3,106.3 |
3,106.3 |
3,106.3 |
3,111.0 |
S1 |
3,087.7 |
3,087.7 |
3,112.6 |
3,097.0 |
S2 |
3,058.3 |
3,058.3 |
3,108.2 |
|
S3 |
3,010.3 |
3,039.7 |
3,103.8 |
|
S4 |
2,962.3 |
2,991.7 |
3,090.6 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,392.7 |
3,355.3 |
3,171.6 |
|
R3 |
3,291.7 |
3,254.3 |
3,143.8 |
|
R2 |
3,190.7 |
3,190.7 |
3,134.5 |
|
R1 |
3,153.3 |
3,153.3 |
3,125.3 |
3,172.0 |
PP |
3,089.7 |
3,089.7 |
3,089.7 |
3,099.0 |
S1 |
3,052.3 |
3,052.3 |
3,106.7 |
3,071.0 |
S2 |
2,988.7 |
2,988.7 |
3,097.5 |
|
S3 |
2,887.7 |
2,951.3 |
3,088.2 |
|
S4 |
2,786.7 |
2,850.3 |
3,060.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,134.0 |
3,063.0 |
71.0 |
2.3% |
40.4 |
1.3% |
76% |
False |
False |
760,246 |
10 |
3,134.0 |
2,964.0 |
170.0 |
5.5% |
43.6 |
1.4% |
90% |
False |
False |
859,643 |
20 |
3,159.0 |
2,933.0 |
226.0 |
7.3% |
55.2 |
1.8% |
81% |
False |
False |
1,108,286 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
46.7 |
1.5% |
75% |
False |
False |
916,493 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.9 |
1.4% |
77% |
False |
False |
684,699 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
40.5 |
1.3% |
77% |
False |
False |
514,213 |
100 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
38.1 |
1.2% |
81% |
False |
False |
411,475 |
120 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
36.1 |
1.2% |
87% |
False |
False |
342,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,329.0 |
2.618 |
3,250.7 |
1.618 |
3,202.7 |
1.000 |
3,173.0 |
0.618 |
3,154.7 |
HIGH |
3,125.0 |
0.618 |
3,106.7 |
0.500 |
3,101.0 |
0.382 |
3,095.3 |
LOW |
3,077.0 |
0.618 |
3,047.3 |
1.000 |
3,029.0 |
1.618 |
2,999.3 |
2.618 |
2,951.3 |
4.250 |
2,873.0 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,111.7 |
3,113.2 |
PP |
3,106.3 |
3,109.3 |
S1 |
3,101.0 |
3,105.5 |
|