Trading Metrics calculated at close of trading on 17-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
17-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,300.0 |
5,345.0 |
45.0 |
0.8% |
5,145.0 |
High |
5,311.0 |
5,350.0 |
39.0 |
0.7% |
5,311.0 |
Low |
5,279.0 |
5,329.0 |
50.0 |
0.9% |
5,135.0 |
Close |
5,308.0 |
5,345.0 |
37.0 |
0.7% |
5,308.0 |
Range |
32.0 |
21.0 |
-11.0 |
-34.4% |
176.0 |
ATR |
55.5 |
54.5 |
-1.0 |
-1.7% |
0.0 |
Volume |
22,138 |
21,674 |
-464 |
-2.1% |
113,702 |
|
Daily Pivots for day following 17-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,404.3 |
5,395.7 |
5,356.6 |
|
R3 |
5,383.3 |
5,374.7 |
5,350.8 |
|
R2 |
5,362.3 |
5,362.3 |
5,348.9 |
|
R1 |
5,353.7 |
5,353.7 |
5,346.9 |
5,355.5 |
PP |
5,341.3 |
5,341.3 |
5,341.3 |
5,342.3 |
S1 |
5,332.7 |
5,332.7 |
5,343.1 |
5,334.5 |
S2 |
5,320.3 |
5,320.3 |
5,341.2 |
|
S3 |
5,299.3 |
5,311.7 |
5,339.2 |
|
S4 |
5,278.3 |
5,290.7 |
5,333.5 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,779.3 |
5,719.7 |
5,404.8 |
|
R3 |
5,603.3 |
5,543.7 |
5,356.4 |
|
R2 |
5,427.3 |
5,427.3 |
5,340.3 |
|
R1 |
5,367.7 |
5,367.7 |
5,324.1 |
5,397.5 |
PP |
5,251.3 |
5,251.3 |
5,251.3 |
5,266.3 |
S1 |
5,191.7 |
5,191.7 |
5,291.9 |
5,221.5 |
S2 |
5,075.3 |
5,075.3 |
5,275.7 |
|
S3 |
4,899.3 |
5,015.7 |
5,259.6 |
|
S4 |
4,723.3 |
4,839.7 |
5,211.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,350.0 |
5,151.0 |
199.0 |
3.7% |
40.6 |
0.8% |
97% |
True |
False |
22,410 |
10 |
5,350.0 |
4,998.0 |
352.0 |
6.6% |
43.3 |
0.8% |
99% |
True |
False |
25,038 |
20 |
5,350.0 |
4,998.0 |
352.0 |
6.6% |
46.7 |
0.9% |
99% |
True |
False |
23,768 |
40 |
5,358.0 |
4,998.0 |
360.0 |
6.7% |
45.9 |
0.9% |
96% |
False |
False |
21,641 |
60 |
5,358.0 |
4,993.0 |
365.0 |
6.8% |
41.7 |
0.8% |
96% |
False |
False |
18,233 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
32.8 |
0.6% |
86% |
False |
False |
13,688 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
28.2 |
0.5% |
86% |
False |
False |
10,963 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
23.7 |
0.4% |
86% |
False |
False |
9,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,439.3 |
2.618 |
5,405.0 |
1.618 |
5,384.0 |
1.000 |
5,371.0 |
0.618 |
5,363.0 |
HIGH |
5,350.0 |
0.618 |
5,342.0 |
0.500 |
5,339.5 |
0.382 |
5,337.0 |
LOW |
5,329.0 |
0.618 |
5,316.0 |
1.000 |
5,308.0 |
1.618 |
5,295.0 |
2.618 |
5,274.0 |
4.250 |
5,239.8 |
|
|
Fisher Pivots for day following 17-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,343.2 |
5,331.0 |
PP |
5,341.3 |
5,317.0 |
S1 |
5,339.5 |
5,303.0 |
|