Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,410.0 |
5,418.0 |
8.0 |
0.1% |
5,345.0 |
High |
5,419.0 |
5,438.0 |
19.0 |
0.4% |
5,419.0 |
Low |
5,394.0 |
5,405.0 |
11.0 |
0.2% |
5,329.0 |
Close |
5,414.0 |
5,423.0 |
9.0 |
0.2% |
5,414.0 |
Range |
25.0 |
33.0 |
8.0 |
32.0% |
90.0 |
ATR |
49.3 |
48.2 |
-1.2 |
-2.4% |
0.0 |
Volume |
21,386 |
22,088 |
702 |
3.3% |
125,995 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,521.0 |
5,505.0 |
5,441.2 |
|
R3 |
5,488.0 |
5,472.0 |
5,432.1 |
|
R2 |
5,455.0 |
5,455.0 |
5,429.1 |
|
R1 |
5,439.0 |
5,439.0 |
5,426.0 |
5,447.0 |
PP |
5,422.0 |
5,422.0 |
5,422.0 |
5,426.0 |
S1 |
5,406.0 |
5,406.0 |
5,420.0 |
5,414.0 |
S2 |
5,389.0 |
5,389.0 |
5,417.0 |
|
S3 |
5,356.0 |
5,373.0 |
5,413.9 |
|
S4 |
5,323.0 |
5,340.0 |
5,404.9 |
|
|
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 |
5,438.0 |
5,344.0 |
94.0 |
1.7% |
31.0 |
0.6% |
84% |
True |
False |
25,281 |
10 |
5,438.0 |
5,151.0 |
287.0 |
5.3% |
35.8 |
0.7% |
95% |
True |
False |
23,845 |
20 |
5,438.0 |
4,998.0 |
440.0 |
8.1% |
41.1 |
0.8% |
97% |
True |
False |
24,939 |
40 |
5,438.0 |
4,998.0 |
440.0 |
8.1% |
42.5 |
0.8% |
97% |
True |
False |
20,949 |
60 |
5,438.0 |
4,993.0 |
445.0 |
8.2% |
43.4 |
0.8% |
97% |
True |
False |
20,334 |
80 |
5,438.0 |
4,993.0 |
445.0 |
8.2% |
34.7 |
0.6% |
97% |
True |
False |
15,264 |
100 |
5,438.0 |
4,993.0 |
445.0 |
8.2% |
29.3 |
0.5% |
97% |
True |
False |
12,224 |
120 |
5,438.0 |
4,993.0 |
445.0 |
8.2% |
25.0 |
0.5% |
97% |
True |
False |
10,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,578.3 |
2.618 |
5,524.4 |
1.618 |
5,491.4 |
1.000 |
5,471.0 |
0.618 |
5,458.4 |
HIGH |
5,438.0 |
0.618 |
5,425.4 |
0.500 |
5,421.5 |
0.382 |
5,417.6 |
LOW |
5,405.0 |
0.618 |
5,384.6 |
1.000 |
5,372.0 |
1.618 |
5,351.6 |
2.618 |
5,318.6 |
4.250 |
5,264.8 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,422.5 |
5,415.5 |
PP |
5,422.0 |
5,408.0 |
S1 |
5,421.5 |
5,400.5 |
|