Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,512.0 |
9,512.0 |
0.0 |
0.0% |
9,290.5 |
High |
9,600.0 |
9,643.5 |
43.5 |
0.5% |
9,363.0 |
Low |
9,495.5 |
9,482.0 |
-13.5 |
-0.1% |
9,015.5 |
Close |
9,533.5 |
9,600.5 |
67.0 |
0.7% |
9,303.5 |
Range |
104.5 |
161.5 |
57.0 |
54.5% |
347.5 |
ATR |
151.7 |
152.4 |
0.7 |
0.5% |
0.0 |
Volume |
105,158 |
91,269 |
-13,889 |
-13.2% |
619,065 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,059.8 |
9,991.7 |
9,689.3 |
|
R3 |
9,898.3 |
9,830.2 |
9,644.9 |
|
R2 |
9,736.8 |
9,736.8 |
9,630.1 |
|
R1 |
9,668.7 |
9,668.7 |
9,615.3 |
9,702.8 |
PP |
9,575.3 |
9,575.3 |
9,575.3 |
9,592.4 |
S1 |
9,507.2 |
9,507.2 |
9,585.7 |
9,541.3 |
S2 |
9,413.8 |
9,413.8 |
9,570.9 |
|
S3 |
9,252.3 |
9,345.7 |
9,556.1 |
|
S4 |
9,090.8 |
9,184.2 |
9,511.7 |
|
|
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 |
9,643.5 |
9,226.0 |
417.5 |
4.3% |
131.1 |
1.4% |
90% |
True |
False |
100,952 |
10 |
9,643.5 |
9,015.5 |
628.0 |
6.5% |
157.0 |
1.6% |
93% |
True |
False |
118,928 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
153.4 |
1.6% |
74% |
False |
False |
124,370 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
132.0 |
1.4% |
75% |
False |
False |
98,560 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
115.9 |
1.2% |
75% |
False |
False |
66,338 |
80 |
9,802.5 |
8,786.0 |
1,016.5 |
10.6% |
105.3 |
1.1% |
80% |
False |
False |
49,790 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.5% |
99.8 |
1.0% |
84% |
False |
False |
39,861 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.5% |
93.8 |
1.0% |
88% |
False |
False |
33,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,329.9 |
2.618 |
10,066.3 |
1.618 |
9,904.8 |
1.000 |
9,805.0 |
0.618 |
9,743.3 |
HIGH |
9,643.5 |
0.618 |
9,581.8 |
0.500 |
9,562.8 |
0.382 |
9,543.7 |
LOW |
9,482.0 |
0.618 |
9,382.2 |
1.000 |
9,320.5 |
1.618 |
9,220.7 |
2.618 |
9,059.2 |
4.250 |
8,795.6 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,587.9 |
9,562.2 |
PP |
9,575.3 |
9,523.8 |
S1 |
9,562.8 |
9,485.5 |
|