Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,092.0 |
3,129.0 |
37.0 |
1.2% |
3,126.0 |
High |
3,125.0 |
3,137.0 |
12.0 |
0.4% |
3,137.0 |
Low |
3,077.0 |
3,113.0 |
36.0 |
1.2% |
3,077.0 |
Close |
3,117.0 |
3,133.0 |
16.0 |
0.5% |
3,133.0 |
Range |
48.0 |
24.0 |
-24.0 |
-50.0% |
60.0 |
ATR |
48.3 |
46.6 |
-1.7 |
-3.6% |
0.0 |
Volume |
885,827 |
849,149 |
-36,678 |
-4.1% |
3,433,366 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,199.7 |
3,190.3 |
3,146.2 |
|
R3 |
3,175.7 |
3,166.3 |
3,139.6 |
|
R2 |
3,151.7 |
3,151.7 |
3,137.4 |
|
R1 |
3,142.3 |
3,142.3 |
3,135.2 |
3,147.0 |
PP |
3,127.7 |
3,127.7 |
3,127.7 |
3,130.0 |
S1 |
3,118.3 |
3,118.3 |
3,130.8 |
3,123.0 |
S2 |
3,103.7 |
3,103.7 |
3,128.6 |
|
S3 |
3,079.7 |
3,094.3 |
3,126.4 |
|
S4 |
3,055.7 |
3,070.3 |
3,119.8 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,295.7 |
3,274.3 |
3,166.0 |
|
R3 |
3,235.7 |
3,214.3 |
3,149.5 |
|
R2 |
3,175.7 |
3,175.7 |
3,144.0 |
|
R1 |
3,154.3 |
3,154.3 |
3,138.5 |
3,165.0 |
PP |
3,115.7 |
3,115.7 |
3,115.7 |
3,121.0 |
S1 |
3,094.3 |
3,094.3 |
3,127.5 |
3,105.0 |
S2 |
3,055.7 |
3,055.7 |
3,122.0 |
|
S3 |
2,995.7 |
3,034.3 |
3,116.5 |
|
S4 |
2,935.7 |
2,974.3 |
3,100.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,137.0 |
3,077.0 |
60.0 |
1.9% |
35.2 |
1.1% |
93% |
True |
False |
760,666 |
10 |
3,137.0 |
2,996.0 |
141.0 |
4.5% |
40.4 |
1.3% |
97% |
True |
False |
823,304 |
20 |
3,137.0 |
2,933.0 |
204.0 |
6.5% |
53.7 |
1.7% |
98% |
True |
False |
1,066,559 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
45.7 |
1.5% |
82% |
False |
False |
918,244 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.7 |
1.4% |
83% |
False |
False |
698,848 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
40.5 |
1.3% |
83% |
False |
False |
524,826 |
100 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
38.1 |
1.2% |
86% |
False |
False |
419,966 |
120 |
3,178.0 |
2,708.0 |
470.0 |
15.0% |
36.1 |
1.2% |
90% |
False |
False |
349,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,239.0 |
2.618 |
3,199.8 |
1.618 |
3,175.8 |
1.000 |
3,161.0 |
0.618 |
3,151.8 |
HIGH |
3,137.0 |
0.618 |
3,127.8 |
0.500 |
3,125.0 |
0.382 |
3,122.2 |
LOW |
3,113.0 |
0.618 |
3,098.2 |
1.000 |
3,089.0 |
1.618 |
3,074.2 |
2.618 |
3,050.2 |
4.250 |
3,011.0 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,130.3 |
3,124.3 |
PP |
3,127.7 |
3,115.7 |
S1 |
3,125.0 |
3,107.0 |
|