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 |
3,147.0 |
3,161.0 |
14.0 |
0.4% |
3,126.0 |
High |
3,161.0 |
3,164.0 |
3.0 |
0.1% |
3,137.0 |
Low |
3,133.0 |
3,134.0 |
1.0 |
0.0% |
3,077.0 |
Close |
3,159.0 |
3,154.0 |
-5.0 |
-0.2% |
3,133.0 |
Range |
28.0 |
30.0 |
2.0 |
7.1% |
60.0 |
ATR |
45.2 |
44.1 |
-1.1 |
-2.4% |
0.0 |
Volume |
761,739 |
1,177,897 |
416,158 |
54.6% |
3,433,366 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,240.7 |
3,227.3 |
3,170.5 |
|
R3 |
3,210.7 |
3,197.3 |
3,162.3 |
|
R2 |
3,180.7 |
3,180.7 |
3,159.5 |
|
R1 |
3,167.3 |
3,167.3 |
3,156.8 |
3,159.0 |
PP |
3,150.7 |
3,150.7 |
3,150.7 |
3,146.5 |
S1 |
3,137.3 |
3,137.3 |
3,151.3 |
3,129.0 |
S2 |
3,120.7 |
3,120.7 |
3,148.5 |
|
S3 |
3,090.7 |
3,107.3 |
3,145.8 |
|
S4 |
3,060.7 |
3,077.3 |
3,137.5 |
|
|
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% |
35.0 |
1.1% |
89% |
True |
False |
901,249 |
10 |
3,164.0 |
3,063.0 |
101.0 |
3.2% |
35.9 |
1.1% |
90% |
True |
False |
834,295 |
20 |
3,164.0 |
2,933.0 |
231.0 |
7.3% |
48.4 |
1.5% |
96% |
True |
False |
994,047 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
46.0 |
1.5% |
90% |
False |
False |
945,420 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
43.1 |
1.4% |
91% |
False |
False |
744,722 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.0 |
1.3% |
91% |
False |
False |
559,463 |
100 |
3,178.0 |
2,875.0 |
303.0 |
9.6% |
38.5 |
1.2% |
92% |
False |
False |
447,676 |
120 |
3,178.0 |
2,718.0 |
460.0 |
14.6% |
36.3 |
1.1% |
95% |
False |
False |
373,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,291.5 |
2.618 |
3,242.5 |
1.618 |
3,212.5 |
1.000 |
3,194.0 |
0.618 |
3,182.5 |
HIGH |
3,164.0 |
0.618 |
3,152.5 |
0.500 |
3,149.0 |
0.382 |
3,145.5 |
LOW |
3,134.0 |
0.618 |
3,115.5 |
1.000 |
3,104.0 |
1.618 |
3,085.5 |
2.618 |
3,055.5 |
4.250 |
3,006.5 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,152.3 |
3,149.8 |
PP |
3,150.7 |
3,145.7 |
S1 |
3,149.0 |
3,141.5 |
|