Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,418.0 |
5,445.0 |
27.0 |
0.5% |
5,345.0 |
High |
5,438.0 |
5,449.0 |
11.0 |
0.2% |
5,419.0 |
Low |
5,405.0 |
5,409.0 |
4.0 |
0.1% |
5,329.0 |
Close |
5,423.0 |
5,410.0 |
-13.0 |
-0.2% |
5,414.0 |
Range |
33.0 |
40.0 |
7.0 |
21.2% |
90.0 |
ATR |
48.2 |
47.6 |
-0.6 |
-1.2% |
0.0 |
Volume |
22,088 |
20,156 |
-1,932 |
-8.7% |
125,995 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,542.7 |
5,516.3 |
5,432.0 |
|
R3 |
5,502.7 |
5,476.3 |
5,421.0 |
|
R2 |
5,462.7 |
5,462.7 |
5,417.3 |
|
R1 |
5,436.3 |
5,436.3 |
5,413.7 |
5,429.5 |
PP |
5,422.7 |
5,422.7 |
5,422.7 |
5,419.3 |
S1 |
5,396.3 |
5,396.3 |
5,406.3 |
5,389.5 |
S2 |
5,382.7 |
5,382.7 |
5,402.7 |
|
S3 |
5,342.7 |
5,356.3 |
5,399.0 |
|
S4 |
5,302.7 |
5,316.3 |
5,388.0 |
|
|
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 |
5,449.0 |
5,358.0 |
91.0 |
1.7% |
34.8 |
0.6% |
57% |
True |
False |
25,543 |
10 |
5,449.0 |
5,217.0 |
232.0 |
4.3% |
33.2 |
0.6% |
83% |
True |
False |
23,491 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
39.6 |
0.7% |
91% |
True |
False |
24,171 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
42.1 |
0.8% |
91% |
True |
False |
21,128 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
43.9 |
0.8% |
91% |
True |
False |
20,667 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
35.0 |
0.6% |
91% |
True |
False |
15,512 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
29.7 |
0.5% |
91% |
True |
False |
12,425 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
25.3 |
0.5% |
91% |
True |
False |
10,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,619.0 |
2.618 |
5,553.7 |
1.618 |
5,513.7 |
1.000 |
5,489.0 |
0.618 |
5,473.7 |
HIGH |
5,449.0 |
0.618 |
5,433.7 |
0.500 |
5,429.0 |
0.382 |
5,424.3 |
LOW |
5,409.0 |
0.618 |
5,384.3 |
1.000 |
5,369.0 |
1.618 |
5,344.3 |
2.618 |
5,304.3 |
4.250 |
5,239.0 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,429.0 |
5,421.5 |
PP |
5,422.7 |
5,417.7 |
S1 |
5,416.3 |
5,413.8 |
|