Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,328.0 |
9,512.0 |
184.0 |
2.0% |
9,290.5 |
High |
9,521.0 |
9,600.0 |
79.0 |
0.8% |
9,363.0 |
Low |
9,327.5 |
9,495.5 |
168.0 |
1.8% |
9,015.5 |
Close |
9,469.0 |
9,533.5 |
64.5 |
0.7% |
9,303.5 |
Range |
193.5 |
104.5 |
-89.0 |
-46.0% |
347.5 |
ATR |
153.3 |
151.7 |
-1.6 |
-1.0% |
0.0 |
Volume |
104,481 |
105,158 |
677 |
0.6% |
619,065 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,856.5 |
9,799.5 |
9,591.0 |
|
R3 |
9,752.0 |
9,695.0 |
9,562.2 |
|
R2 |
9,647.5 |
9,647.5 |
9,552.7 |
|
R1 |
9,590.5 |
9,590.5 |
9,543.1 |
9,619.0 |
PP |
9,543.0 |
9,543.0 |
9,543.0 |
9,557.3 |
S1 |
9,486.0 |
9,486.0 |
9,523.9 |
9,514.5 |
S2 |
9,438.5 |
9,438.5 |
9,514.3 |
|
S3 |
9,334.0 |
9,381.5 |
9,504.8 |
|
S4 |
9,229.5 |
9,277.0 |
9,476.0 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,269.8 |
10,134.2 |
9,494.6 |
|
R3 |
9,922.3 |
9,786.7 |
9,399.1 |
|
R2 |
9,574.8 |
9,574.8 |
9,367.2 |
|
R1 |
9,439.2 |
9,439.2 |
9,335.4 |
9,507.0 |
PP |
9,227.3 |
9,227.3 |
9,227.3 |
9,261.3 |
S1 |
9,091.7 |
9,091.7 |
9,271.6 |
9,159.5 |
S2 |
8,879.8 |
8,879.8 |
9,239.8 |
|
S3 |
8,532.3 |
8,744.2 |
9,207.9 |
|
S4 |
8,184.8 |
8,396.7 |
9,112.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,600.0 |
9,015.5 |
584.5 |
6.1% |
151.3 |
1.6% |
89% |
True |
False |
105,780 |
10 |
9,600.0 |
9,015.5 |
584.5 |
6.1% |
156.9 |
1.6% |
89% |
True |
False |
125,080 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.3% |
155.7 |
1.6% |
66% |
False |
False |
123,967 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
130.9 |
1.4% |
67% |
False |
False |
96,567 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
115.2 |
1.2% |
67% |
False |
False |
64,819 |
80 |
9,802.5 |
8,786.0 |
1,016.5 |
10.7% |
104.2 |
1.1% |
74% |
False |
False |
48,651 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.6% |
99.7 |
1.0% |
79% |
False |
False |
38,949 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.6% |
92.9 |
1.0% |
84% |
False |
False |
32,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,044.1 |
2.618 |
9,873.6 |
1.618 |
9,769.1 |
1.000 |
9,704.5 |
0.618 |
9,664.6 |
HIGH |
9,600.0 |
0.618 |
9,560.1 |
0.500 |
9,547.8 |
0.382 |
9,535.4 |
LOW |
9,495.5 |
0.618 |
9,430.9 |
1.000 |
9,391.0 |
1.618 |
9,326.4 |
2.618 |
9,221.9 |
4.250 |
9,051.4 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,547.8 |
9,502.8 |
PP |
9,543.0 |
9,472.0 |
S1 |
9,538.3 |
9,441.3 |
|