Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,168.0 |
5,230.0 |
62.0 |
1.2% |
5,124.0 |
High |
5,217.0 |
5,270.0 |
53.0 |
1.0% |
5,150.0 |
Low |
5,151.0 |
5,217.0 |
66.0 |
1.3% |
4,998.0 |
Close |
5,203.0 |
5,263.0 |
60.0 |
1.2% |
5,122.0 |
Range |
66.0 |
53.0 |
-13.0 |
-19.7% |
152.0 |
ATR |
57.3 |
58.0 |
0.7 |
1.2% |
0.0 |
Volume |
23,701 |
24,836 |
1,135 |
4.8% |
133,670 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,409.0 |
5,389.0 |
5,292.2 |
|
R3 |
5,356.0 |
5,336.0 |
5,277.6 |
|
R2 |
5,303.0 |
5,303.0 |
5,272.7 |
|
R1 |
5,283.0 |
5,283.0 |
5,267.9 |
5,293.0 |
PP |
5,250.0 |
5,250.0 |
5,250.0 |
5,255.0 |
S1 |
5,230.0 |
5,230.0 |
5,258.1 |
5,240.0 |
S2 |
5,197.0 |
5,197.0 |
5,253.3 |
|
S3 |
5,144.0 |
5,177.0 |
5,248.4 |
|
S4 |
5,091.0 |
5,124.0 |
5,233.9 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,546.0 |
5,486.0 |
5,205.6 |
|
R3 |
5,394.0 |
5,334.0 |
5,163.8 |
|
R2 |
5,242.0 |
5,242.0 |
5,149.9 |
|
R1 |
5,182.0 |
5,182.0 |
5,135.9 |
5,136.0 |
PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,067.0 |
S1 |
5,030.0 |
5,030.0 |
5,108.1 |
4,984.0 |
S2 |
4,938.0 |
4,938.0 |
5,094.1 |
|
S3 |
4,786.0 |
4,878.0 |
5,080.2 |
|
S4 |
4,634.0 |
4,726.0 |
5,038.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,270.0 |
5,022.0 |
248.0 |
4.7% |
51.2 |
1.0% |
97% |
True |
False |
24,002 |
10 |
5,270.0 |
4,998.0 |
272.0 |
5.2% |
46.8 |
0.9% |
97% |
True |
False |
25,147 |
20 |
5,295.0 |
4,998.0 |
297.0 |
5.6% |
47.5 |
0.9% |
89% |
False |
False |
23,321 |
40 |
5,358.0 |
4,998.0 |
360.0 |
6.8% |
47.8 |
0.9% |
74% |
False |
False |
25,305 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
40.7 |
0.8% |
69% |
False |
False |
17,178 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
31.7 |
0.6% |
66% |
False |
False |
12,896 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
27.4 |
0.5% |
66% |
False |
False |
10,328 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.0 |
0.4% |
66% |
False |
False |
8,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,495.3 |
2.618 |
5,408.8 |
1.618 |
5,355.8 |
1.000 |
5,323.0 |
0.618 |
5,302.8 |
HIGH |
5,270.0 |
0.618 |
5,249.8 |
0.500 |
5,243.5 |
0.382 |
5,237.2 |
LOW |
5,217.0 |
0.618 |
5,184.2 |
1.000 |
5,164.0 |
1.618 |
5,131.2 |
2.618 |
5,078.2 |
4.250 |
4,991.8 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,256.5 |
5,242.8 |
PP |
5,250.0 |
5,222.7 |
S1 |
5,243.5 |
5,202.5 |
|