Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,512.0 |
9,614.0 |
102.0 |
1.1% |
9,349.0 |
High |
9,643.5 |
9,681.5 |
38.0 |
0.4% |
9,681.5 |
Low |
9,482.0 |
9,595.5 |
113.5 |
1.2% |
9,282.5 |
Close |
9,600.5 |
9,653.5 |
53.0 |
0.6% |
9,653.5 |
Range |
161.5 |
86.0 |
-75.5 |
-46.7% |
399.0 |
ATR |
152.4 |
147.7 |
-4.7 |
-3.1% |
0.0 |
Volume |
91,269 |
37,926 |
-53,343 |
-58.4% |
455,844 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,901.5 |
9,863.5 |
9,700.8 |
|
R3 |
9,815.5 |
9,777.5 |
9,677.2 |
|
R2 |
9,729.5 |
9,729.5 |
9,669.3 |
|
R1 |
9,691.5 |
9,691.5 |
9,661.4 |
9,710.5 |
PP |
9,643.5 |
9,643.5 |
9,643.5 |
9,653.0 |
S1 |
9,605.5 |
9,605.5 |
9,645.6 |
9,624.5 |
S2 |
9,557.5 |
9,557.5 |
9,637.7 |
|
S3 |
9,471.5 |
9,519.5 |
9,629.9 |
|
S4 |
9,385.5 |
9,433.5 |
9,606.2 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,736.2 |
10,593.8 |
9,873.0 |
|
R3 |
10,337.2 |
10,194.8 |
9,763.2 |
|
R2 |
9,938.2 |
9,938.2 |
9,726.7 |
|
R1 |
9,795.8 |
9,795.8 |
9,690.1 |
9,867.0 |
PP |
9,539.2 |
9,539.2 |
9,539.2 |
9,574.8 |
S1 |
9,396.8 |
9,396.8 |
9,616.9 |
9,468.0 |
S2 |
9,140.2 |
9,140.2 |
9,580.4 |
|
S3 |
8,741.2 |
8,997.8 |
9,543.8 |
|
S4 |
8,342.2 |
8,598.8 |
9,434.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,681.5 |
9,282.5 |
399.0 |
4.1% |
122.9 |
1.3% |
93% |
True |
False |
91,168 |
10 |
9,681.5 |
9,015.5 |
666.0 |
6.9% |
143.8 |
1.5% |
96% |
True |
False |
107,490 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
154.9 |
1.6% |
81% |
False |
False |
120,822 |
40 |
9,802.5 |
8,998.5 |
804.0 |
8.3% |
132.2 |
1.4% |
81% |
False |
False |
99,209 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
116.6 |
1.2% |
81% |
False |
False |
66,965 |
80 |
9,802.5 |
8,820.0 |
982.5 |
10.2% |
105.5 |
1.1% |
85% |
False |
False |
50,263 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
99.7 |
1.0% |
89% |
False |
False |
40,239 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.4% |
94.1 |
1.0% |
91% |
False |
False |
33,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,047.0 |
2.618 |
9,906.6 |
1.618 |
9,820.6 |
1.000 |
9,767.5 |
0.618 |
9,734.6 |
HIGH |
9,681.5 |
0.618 |
9,648.6 |
0.500 |
9,638.5 |
0.382 |
9,628.4 |
LOW |
9,595.5 |
0.618 |
9,542.4 |
1.000 |
9,509.5 |
1.618 |
9,456.4 |
2.618 |
9,370.4 |
4.250 |
9,230.0 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,648.5 |
9,629.6 |
PP |
9,643.5 |
9,605.7 |
S1 |
9,638.5 |
9,581.8 |
|