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 |
3,129.0 |
3,124.0 |
-5.0 |
-0.2% |
3,126.0 |
High |
3,137.0 |
3,164.0 |
27.0 |
0.9% |
3,137.0 |
Low |
3,113.0 |
3,119.0 |
6.0 |
0.2% |
3,077.0 |
Close |
3,133.0 |
3,152.0 |
19.0 |
0.6% |
3,133.0 |
Range |
24.0 |
45.0 |
21.0 |
87.5% |
60.0 |
ATR |
46.6 |
46.5 |
-0.1 |
-0.2% |
0.0 |
Volume |
849,149 |
831,633 |
-17,516 |
-2.1% |
3,433,366 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,280.0 |
3,261.0 |
3,176.8 |
|
R3 |
3,235.0 |
3,216.0 |
3,164.4 |
|
R2 |
3,190.0 |
3,190.0 |
3,160.3 |
|
R1 |
3,171.0 |
3,171.0 |
3,156.1 |
3,180.5 |
PP |
3,145.0 |
3,145.0 |
3,145.0 |
3,149.8 |
S1 |
3,126.0 |
3,126.0 |
3,147.9 |
3,135.5 |
S2 |
3,100.0 |
3,100.0 |
3,143.8 |
|
S3 |
3,055.0 |
3,081.0 |
3,139.6 |
|
S4 |
3,010.0 |
3,036.0 |
3,127.3 |
|
|
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 |
3,164.0 |
3,077.0 |
87.0 |
2.8% |
37.6 |
1.2% |
86% |
True |
False |
852,999 |
10 |
3,164.0 |
3,026.0 |
138.0 |
4.4% |
38.4 |
1.2% |
91% |
True |
False |
830,519 |
20 |
3,164.0 |
2,933.0 |
231.0 |
7.3% |
50.0 |
1.6% |
95% |
True |
False |
1,040,426 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
45.9 |
1.5% |
89% |
False |
False |
916,944 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
42.8 |
1.4% |
90% |
False |
False |
712,610 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
40.9 |
1.3% |
90% |
False |
False |
535,220 |
100 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
38.3 |
1.2% |
92% |
False |
False |
428,281 |
120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
36.3 |
1.2% |
94% |
False |
False |
356,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,355.3 |
2.618 |
3,281.8 |
1.618 |
3,236.8 |
1.000 |
3,209.0 |
0.618 |
3,191.8 |
HIGH |
3,164.0 |
0.618 |
3,146.8 |
0.500 |
3,141.5 |
0.382 |
3,136.2 |
LOW |
3,119.0 |
0.618 |
3,091.2 |
1.000 |
3,074.0 |
1.618 |
3,046.2 |
2.618 |
3,001.2 |
4.250 |
2,927.8 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,148.5 |
3,141.5 |
PP |
3,145.0 |
3,131.0 |
S1 |
3,141.5 |
3,120.5 |
|