Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,345.0 |
5,359.0 |
14.0 |
0.3% |
5,145.0 |
High |
5,350.0 |
5,365.0 |
15.0 |
0.3% |
5,311.0 |
Low |
5,329.0 |
5,344.0 |
15.0 |
0.3% |
5,135.0 |
Close |
5,345.0 |
5,363.0 |
18.0 |
0.3% |
5,308.0 |
Range |
21.0 |
21.0 |
0.0 |
0.0% |
176.0 |
ATR |
54.5 |
52.1 |
-2.4 |
-4.4% |
0.0 |
Volume |
21,674 |
18,846 |
-2,828 |
-13.0% |
113,702 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,420.3 |
5,412.7 |
5,374.6 |
|
R3 |
5,399.3 |
5,391.7 |
5,368.8 |
|
R2 |
5,378.3 |
5,378.3 |
5,366.9 |
|
R1 |
5,370.7 |
5,370.7 |
5,364.9 |
5,374.5 |
PP |
5,357.3 |
5,357.3 |
5,357.3 |
5,359.3 |
S1 |
5,349.7 |
5,349.7 |
5,361.1 |
5,353.5 |
S2 |
5,336.3 |
5,336.3 |
5,359.2 |
|
S3 |
5,315.3 |
5,328.7 |
5,357.2 |
|
S4 |
5,294.3 |
5,307.7 |
5,351.5 |
|
|
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 |
5,365.0 |
5,217.0 |
148.0 |
2.8% |
31.6 |
0.6% |
99% |
True |
False |
21,439 |
10 |
5,365.0 |
4,998.0 |
367.0 |
6.8% |
42.1 |
0.8% |
99% |
True |
False |
23,584 |
20 |
5,365.0 |
4,998.0 |
367.0 |
6.8% |
45.6 |
0.8% |
99% |
True |
False |
23,718 |
40 |
5,365.0 |
4,998.0 |
367.0 |
6.8% |
45.5 |
0.8% |
99% |
True |
False |
20,288 |
60 |
5,365.0 |
4,993.0 |
372.0 |
6.9% |
41.6 |
0.8% |
99% |
True |
False |
18,546 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
33.0 |
0.6% |
91% |
False |
False |
13,923 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
28.1 |
0.5% |
91% |
False |
False |
11,150 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
23.9 |
0.4% |
91% |
False |
False |
9,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,454.3 |
2.618 |
5,420.0 |
1.618 |
5,399.0 |
1.000 |
5,386.0 |
0.618 |
5,378.0 |
HIGH |
5,365.0 |
0.618 |
5,357.0 |
0.500 |
5,354.5 |
0.382 |
5,352.0 |
LOW |
5,344.0 |
0.618 |
5,331.0 |
1.000 |
5,323.0 |
1.618 |
5,310.0 |
2.618 |
5,289.0 |
4.250 |
5,254.8 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,360.2 |
5,349.3 |
PP |
5,357.3 |
5,335.7 |
S1 |
5,354.5 |
5,322.0 |
|