Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,230.0 |
5,264.0 |
34.0 |
0.7% |
5,124.0 |
High |
5,270.0 |
5,287.0 |
17.0 |
0.3% |
5,150.0 |
Low |
5,217.0 |
5,256.0 |
39.0 |
0.7% |
4,998.0 |
Close |
5,263.0 |
5,263.0 |
0.0 |
0.0% |
5,122.0 |
Range |
53.0 |
31.0 |
-22.0 |
-41.5% |
152.0 |
ATR |
58.0 |
56.0 |
-1.9 |
-3.3% |
0.0 |
Volume |
24,836 |
19,701 |
-5,135 |
-20.7% |
133,670 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,361.7 |
5,343.3 |
5,280.1 |
|
R3 |
5,330.7 |
5,312.3 |
5,271.5 |
|
R2 |
5,299.7 |
5,299.7 |
5,268.7 |
|
R1 |
5,281.3 |
5,281.3 |
5,265.8 |
5,275.0 |
PP |
5,268.7 |
5,268.7 |
5,268.7 |
5,265.5 |
S1 |
5,250.3 |
5,250.3 |
5,260.2 |
5,244.0 |
S2 |
5,237.7 |
5,237.7 |
5,257.3 |
|
S3 |
5,206.7 |
5,219.3 |
5,254.5 |
|
S4 |
5,175.7 |
5,188.3 |
5,246.0 |
|
|
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 |
5,287.0 |
5,087.0 |
200.0 |
3.8% |
45.4 |
0.9% |
88% |
True |
False |
22,655 |
10 |
5,287.0 |
4,998.0 |
289.0 |
5.5% |
45.9 |
0.9% |
92% |
True |
False |
24,602 |
20 |
5,295.0 |
4,998.0 |
297.0 |
5.6% |
47.8 |
0.9% |
89% |
False |
False |
23,416 |
40 |
5,358.0 |
4,998.0 |
360.0 |
6.8% |
47.0 |
0.9% |
74% |
False |
False |
25,397 |
60 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
41.2 |
0.8% |
69% |
False |
False |
17,506 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
32.1 |
0.6% |
66% |
False |
False |
13,142 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
27.8 |
0.5% |
66% |
False |
False |
10,525 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.2 |
0.4% |
66% |
False |
False |
8,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,418.8 |
2.618 |
5,368.2 |
1.618 |
5,337.2 |
1.000 |
5,318.0 |
0.618 |
5,306.2 |
HIGH |
5,287.0 |
0.618 |
5,275.2 |
0.500 |
5,271.5 |
0.382 |
5,267.8 |
LOW |
5,256.0 |
0.618 |
5,236.8 |
1.000 |
5,225.0 |
1.618 |
5,205.8 |
2.618 |
5,174.8 |
4.250 |
5,124.3 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,271.5 |
5,248.3 |
PP |
5,268.7 |
5,233.7 |
S1 |
5,265.8 |
5,219.0 |
|