Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,445.0 |
5,415.0 |
-30.0 |
-0.6% |
5,345.0 |
High |
5,449.0 |
5,443.0 |
-6.0 |
-0.1% |
5,419.0 |
Low |
5,409.0 |
5,408.0 |
-1.0 |
0.0% |
5,329.0 |
Close |
5,410.0 |
5,437.0 |
27.0 |
0.5% |
5,414.0 |
Range |
40.0 |
35.0 |
-5.0 |
-12.5% |
90.0 |
ATR |
47.6 |
46.7 |
-0.9 |
-1.9% |
0.0 |
Volume |
20,156 |
22,511 |
2,355 |
11.7% |
125,995 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,534.3 |
5,520.7 |
5,456.3 |
|
R3 |
5,499.3 |
5,485.7 |
5,446.6 |
|
R2 |
5,464.3 |
5,464.3 |
5,443.4 |
|
R1 |
5,450.7 |
5,450.7 |
5,440.2 |
5,457.5 |
PP |
5,429.3 |
5,429.3 |
5,429.3 |
5,432.8 |
S1 |
5,415.7 |
5,415.7 |
5,433.8 |
5,422.5 |
S2 |
5,394.3 |
5,394.3 |
5,430.6 |
|
S3 |
5,359.3 |
5,380.7 |
5,427.4 |
|
S4 |
5,324.3 |
5,345.7 |
5,417.8 |
|
|
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 |
5,363.0 |
86.0 |
1.6% |
35.8 |
0.7% |
86% |
False |
False |
23,298 |
10 |
5,449.0 |
5,256.0 |
193.0 |
3.5% |
31.4 |
0.6% |
94% |
False |
False |
23,258 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
39.1 |
0.7% |
97% |
False |
False |
24,203 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.3% |
42.2 |
0.8% |
97% |
False |
False |
21,432 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
44.5 |
0.8% |
97% |
False |
False |
21,038 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
35.1 |
0.6% |
97% |
False |
False |
15,793 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
29.9 |
0.5% |
97% |
False |
False |
12,649 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.4% |
25.6 |
0.5% |
97% |
False |
False |
10,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,591.8 |
2.618 |
5,534.6 |
1.618 |
5,499.6 |
1.000 |
5,478.0 |
0.618 |
5,464.6 |
HIGH |
5,443.0 |
0.618 |
5,429.6 |
0.500 |
5,425.5 |
0.382 |
5,421.4 |
LOW |
5,408.0 |
0.618 |
5,386.4 |
1.000 |
5,373.0 |
1.618 |
5,351.4 |
2.618 |
5,316.4 |
4.250 |
5,259.3 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,433.2 |
5,433.7 |
PP |
5,429.3 |
5,430.3 |
S1 |
5,425.5 |
5,427.0 |
|