Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,372.0 |
5,410.0 |
38.0 |
0.7% |
5,345.0 |
High |
5,409.0 |
5,419.0 |
10.0 |
0.2% |
5,419.0 |
Low |
5,363.0 |
5,394.0 |
31.0 |
0.6% |
5,329.0 |
Close |
5,381.0 |
5,414.0 |
33.0 |
0.6% |
5,414.0 |
Range |
46.0 |
25.0 |
-21.0 |
-45.7% |
90.0 |
ATR |
50.2 |
49.3 |
-0.9 |
-1.7% |
0.0 |
Volume |
30,350 |
21,386 |
-8,964 |
-29.5% |
125,995 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,484.0 |
5,474.0 |
5,427.8 |
|
R3 |
5,459.0 |
5,449.0 |
5,420.9 |
|
R2 |
5,434.0 |
5,434.0 |
5,418.6 |
|
R1 |
5,424.0 |
5,424.0 |
5,416.3 |
5,429.0 |
PP |
5,409.0 |
5,409.0 |
5,409.0 |
5,411.5 |
S1 |
5,399.0 |
5,399.0 |
5,411.7 |
5,404.0 |
S2 |
5,384.0 |
5,384.0 |
5,409.4 |
|
S3 |
5,359.0 |
5,374.0 |
5,407.1 |
|
S4 |
5,334.0 |
5,349.0 |
5,400.3 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,657.3 |
5,625.7 |
5,463.5 |
|
R3 |
5,567.3 |
5,535.7 |
5,438.8 |
|
R2 |
5,477.3 |
5,477.3 |
5,430.5 |
|
R1 |
5,445.7 |
5,445.7 |
5,422.3 |
5,461.5 |
PP |
5,387.3 |
5,387.3 |
5,387.3 |
5,395.3 |
S1 |
5,355.7 |
5,355.7 |
5,405.8 |
5,371.5 |
S2 |
5,297.3 |
5,297.3 |
5,397.5 |
|
S3 |
5,207.3 |
5,265.7 |
5,389.3 |
|
S4 |
5,117.3 |
5,175.7 |
5,364.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,419.0 |
5,329.0 |
90.0 |
1.7% |
28.6 |
0.5% |
94% |
True |
False |
25,199 |
10 |
5,419.0 |
5,135.0 |
284.0 |
5.2% |
36.4 |
0.7% |
98% |
True |
False |
23,969 |
20 |
5,419.0 |
4,998.0 |
421.0 |
7.8% |
41.8 |
0.8% |
99% |
True |
False |
25,017 |
40 |
5,419.0 |
4,998.0 |
421.0 |
7.8% |
42.7 |
0.8% |
99% |
True |
False |
20,648 |
60 |
5,419.0 |
4,993.0 |
426.0 |
7.9% |
42.9 |
0.8% |
99% |
True |
False |
19,965 |
80 |
5,419.0 |
4,993.0 |
426.0 |
7.9% |
34.3 |
0.6% |
99% |
True |
False |
14,989 |
100 |
5,419.0 |
4,993.0 |
426.0 |
7.9% |
29.0 |
0.5% |
99% |
True |
False |
12,003 |
120 |
5,419.0 |
4,993.0 |
426.0 |
7.9% |
24.7 |
0.5% |
99% |
True |
False |
10,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,525.3 |
2.618 |
5,484.5 |
1.618 |
5,459.5 |
1.000 |
5,444.0 |
0.618 |
5,434.5 |
HIGH |
5,419.0 |
0.618 |
5,409.5 |
0.500 |
5,406.5 |
0.382 |
5,403.6 |
LOW |
5,394.0 |
0.618 |
5,378.6 |
1.000 |
5,369.0 |
1.618 |
5,353.6 |
2.618 |
5,328.6 |
4.250 |
5,287.8 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,411.5 |
5,405.5 |
PP |
5,409.0 |
5,397.0 |
S1 |
5,406.5 |
5,388.5 |
|