Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,359.0 |
5,378.0 |
19.0 |
0.4% |
5,145.0 |
High |
5,365.0 |
5,388.0 |
23.0 |
0.4% |
5,311.0 |
Low |
5,344.0 |
5,358.0 |
14.0 |
0.3% |
5,135.0 |
Close |
5,363.0 |
5,377.0 |
14.0 |
0.3% |
5,308.0 |
Range |
21.0 |
30.0 |
9.0 |
42.9% |
176.0 |
ATR |
52.1 |
50.5 |
-1.6 |
-3.0% |
0.0 |
Volume |
18,846 |
33,739 |
14,893 |
79.0% |
113,702 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,464.3 |
5,450.7 |
5,393.5 |
|
R3 |
5,434.3 |
5,420.7 |
5,385.3 |
|
R2 |
5,404.3 |
5,404.3 |
5,382.5 |
|
R1 |
5,390.7 |
5,390.7 |
5,379.8 |
5,382.5 |
PP |
5,374.3 |
5,374.3 |
5,374.3 |
5,370.3 |
S1 |
5,360.7 |
5,360.7 |
5,374.3 |
5,352.5 |
S2 |
5,344.3 |
5,344.3 |
5,371.5 |
|
S3 |
5,314.3 |
5,330.7 |
5,368.8 |
|
S4 |
5,284.3 |
5,300.7 |
5,360.5 |
|
|
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 |
5,388.0 |
5,256.0 |
132.0 |
2.5% |
27.0 |
0.5% |
92% |
True |
False |
23,219 |
10 |
5,388.0 |
5,022.0 |
366.0 |
6.8% |
39.1 |
0.7% |
97% |
True |
False |
23,611 |
20 |
5,388.0 |
4,998.0 |
390.0 |
7.3% |
44.0 |
0.8% |
97% |
True |
False |
24,712 |
40 |
5,388.0 |
4,998.0 |
390.0 |
7.3% |
44.0 |
0.8% |
97% |
True |
False |
20,398 |
60 |
5,388.0 |
4,993.0 |
395.0 |
7.3% |
42.0 |
0.8% |
97% |
True |
False |
19,108 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
33.4 |
0.6% |
94% |
False |
False |
14,344 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
28.4 |
0.5% |
94% |
False |
False |
11,486 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
24.1 |
0.4% |
94% |
False |
False |
9,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,515.5 |
2.618 |
5,466.5 |
1.618 |
5,436.5 |
1.000 |
5,418.0 |
0.618 |
5,406.5 |
HIGH |
5,388.0 |
0.618 |
5,376.5 |
0.500 |
5,373.0 |
0.382 |
5,369.5 |
LOW |
5,358.0 |
0.618 |
5,339.5 |
1.000 |
5,328.0 |
1.618 |
5,309.5 |
2.618 |
5,279.5 |
4.250 |
5,230.5 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,375.7 |
5,370.8 |
PP |
5,374.3 |
5,364.7 |
S1 |
5,373.0 |
5,358.5 |
|