Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,378.0 |
5,372.0 |
-6.0 |
-0.1% |
5,145.0 |
High |
5,388.0 |
5,409.0 |
21.0 |
0.4% |
5,311.0 |
Low |
5,358.0 |
5,363.0 |
5.0 |
0.1% |
5,135.0 |
Close |
5,377.0 |
5,381.0 |
4.0 |
0.1% |
5,308.0 |
Range |
30.0 |
46.0 |
16.0 |
53.3% |
176.0 |
ATR |
50.5 |
50.2 |
-0.3 |
-0.6% |
0.0 |
Volume |
33,739 |
30,350 |
-3,389 |
-10.0% |
113,702 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,522.3 |
5,497.7 |
5,406.3 |
|
R3 |
5,476.3 |
5,451.7 |
5,393.7 |
|
R2 |
5,430.3 |
5,430.3 |
5,389.4 |
|
R1 |
5,405.7 |
5,405.7 |
5,385.2 |
5,418.0 |
PP |
5,384.3 |
5,384.3 |
5,384.3 |
5,390.5 |
S1 |
5,359.7 |
5,359.7 |
5,376.8 |
5,372.0 |
S2 |
5,338.3 |
5,338.3 |
5,372.6 |
|
S3 |
5,292.3 |
5,313.7 |
5,368.4 |
|
S4 |
5,246.3 |
5,267.7 |
5,355.7 |
|
|
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 |
5,409.0 |
5,279.0 |
130.0 |
2.4% |
30.0 |
0.6% |
78% |
True |
False |
25,349 |
10 |
5,409.0 |
5,087.0 |
322.0 |
6.0% |
37.7 |
0.7% |
91% |
True |
False |
24,002 |
20 |
5,409.0 |
4,998.0 |
411.0 |
7.6% |
44.3 |
0.8% |
93% |
True |
False |
25,289 |
40 |
5,409.0 |
4,998.0 |
411.0 |
7.6% |
43.3 |
0.8% |
93% |
True |
False |
20,554 |
60 |
5,409.0 |
4,993.0 |
416.0 |
7.7% |
42.5 |
0.8% |
93% |
True |
False |
19,609 |
80 |
5,409.0 |
4,993.0 |
416.0 |
7.7% |
34.0 |
0.6% |
93% |
True |
False |
14,723 |
100 |
5,409.0 |
4,993.0 |
416.0 |
7.7% |
28.9 |
0.5% |
93% |
True |
False |
11,789 |
120 |
5,409.0 |
4,993.0 |
416.0 |
7.7% |
24.5 |
0.5% |
93% |
True |
False |
9,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.5 |
2.618 |
5,529.4 |
1.618 |
5,483.4 |
1.000 |
5,455.0 |
0.618 |
5,437.4 |
HIGH |
5,409.0 |
0.618 |
5,391.4 |
0.500 |
5,386.0 |
0.382 |
5,380.6 |
LOW |
5,363.0 |
0.618 |
5,334.6 |
1.000 |
5,317.0 |
1.618 |
5,288.6 |
2.618 |
5,242.6 |
4.250 |
5,167.5 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,386.0 |
5,379.5 |
PP |
5,384.3 |
5,378.0 |
S1 |
5,382.7 |
5,376.5 |
|