Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,124.0 |
3,147.0 |
23.0 |
0.7% |
3,126.0 |
High |
3,164.0 |
3,161.0 |
-3.0 |
-0.1% |
3,137.0 |
Low |
3,119.0 |
3,133.0 |
14.0 |
0.4% |
3,077.0 |
Close |
3,152.0 |
3,159.0 |
7.0 |
0.2% |
3,133.0 |
Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
60.0 |
ATR |
46.5 |
45.2 |
-1.3 |
-2.8% |
0.0 |
Volume |
831,633 |
761,739 |
-69,894 |
-8.4% |
3,433,366 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,235.0 |
3,225.0 |
3,174.4 |
|
R3 |
3,207.0 |
3,197.0 |
3,166.7 |
|
R2 |
3,179.0 |
3,179.0 |
3,164.1 |
|
R1 |
3,169.0 |
3,169.0 |
3,161.6 |
3,174.0 |
PP |
3,151.0 |
3,151.0 |
3,151.0 |
3,153.5 |
S1 |
3,141.0 |
3,141.0 |
3,156.4 |
3,146.0 |
S2 |
3,123.0 |
3,123.0 |
3,153.9 |
|
S3 |
3,095.0 |
3,113.0 |
3,151.3 |
|
S4 |
3,067.0 |
3,085.0 |
3,143.6 |
|
|
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% |
36.6 |
1.2% |
94% |
False |
False |
835,508 |
10 |
3,164.0 |
3,043.0 |
121.0 |
3.8% |
37.9 |
1.2% |
96% |
False |
False |
807,241 |
20 |
3,164.0 |
2,933.0 |
231.0 |
7.3% |
48.9 |
1.5% |
98% |
False |
False |
1,021,478 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
46.0 |
1.5% |
92% |
False |
False |
926,914 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
42.9 |
1.4% |
93% |
False |
False |
725,260 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.0 |
1.3% |
93% |
False |
False |
544,740 |
100 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
38.4 |
1.2% |
94% |
False |
False |
435,898 |
120 |
3,178.0 |
2,718.0 |
460.0 |
14.6% |
36.2 |
1.1% |
96% |
False |
False |
363,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,280.0 |
2.618 |
3,234.3 |
1.618 |
3,206.3 |
1.000 |
3,189.0 |
0.618 |
3,178.3 |
HIGH |
3,161.0 |
0.618 |
3,150.3 |
0.500 |
3,147.0 |
0.382 |
3,143.7 |
LOW |
3,133.0 |
0.618 |
3,115.7 |
1.000 |
3,105.0 |
1.618 |
3,087.7 |
2.618 |
3,059.7 |
4.250 |
3,014.0 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,155.0 |
3,152.2 |
PP |
3,151.0 |
3,145.3 |
S1 |
3,147.0 |
3,138.5 |
|