Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,614.0 |
9,676.5 |
62.5 |
0.7% |
9,349.0 |
High |
9,681.5 |
9,697.0 |
15.5 |
0.2% |
9,681.5 |
Low |
9,595.5 |
9,615.5 |
20.0 |
0.2% |
9,282.5 |
Close |
9,653.5 |
9,671.5 |
18.0 |
0.2% |
9,653.5 |
Range |
86.0 |
81.5 |
-4.5 |
-5.2% |
399.0 |
ATR |
147.7 |
142.9 |
-4.7 |
-3.2% |
0.0 |
Volume |
37,926 |
108,815 |
70,889 |
186.9% |
455,844 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,905.8 |
9,870.2 |
9,716.3 |
|
R3 |
9,824.3 |
9,788.7 |
9,693.9 |
|
R2 |
9,742.8 |
9,742.8 |
9,686.4 |
|
R1 |
9,707.2 |
9,707.2 |
9,679.0 |
9,684.3 |
PP |
9,661.3 |
9,661.3 |
9,661.3 |
9,649.9 |
S1 |
9,625.7 |
9,625.7 |
9,664.0 |
9,602.8 |
S2 |
9,579.8 |
9,579.8 |
9,656.6 |
|
S3 |
9,498.3 |
9,544.2 |
9,649.1 |
|
S4 |
9,416.8 |
9,462.7 |
9,626.7 |
|
|
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 |
9,697.0 |
9,327.5 |
369.5 |
3.8% |
125.4 |
1.3% |
93% |
True |
False |
89,529 |
10 |
9,697.0 |
9,015.5 |
681.5 |
7.0% |
125.7 |
1.3% |
96% |
True |
False |
103,246 |
20 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
154.3 |
1.6% |
83% |
False |
False |
123,893 |
40 |
9,802.5 |
8,998.5 |
804.0 |
8.3% |
132.8 |
1.4% |
84% |
False |
False |
100,721 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
117.2 |
1.2% |
84% |
False |
False |
68,777 |
80 |
9,802.5 |
8,851.0 |
951.5 |
9.8% |
105.8 |
1.1% |
86% |
False |
False |
51,622 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
100.0 |
1.0% |
90% |
False |
False |
41,326 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.3% |
94.3 |
1.0% |
92% |
False |
False |
34,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,043.4 |
2.618 |
9,910.4 |
1.618 |
9,828.9 |
1.000 |
9,778.5 |
0.618 |
9,747.4 |
HIGH |
9,697.0 |
0.618 |
9,665.9 |
0.500 |
9,656.3 |
0.382 |
9,646.6 |
LOW |
9,615.5 |
0.618 |
9,565.1 |
1.000 |
9,534.0 |
1.618 |
9,483.6 |
2.618 |
9,402.1 |
4.250 |
9,269.1 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,666.4 |
9,644.2 |
PP |
9,661.3 |
9,616.8 |
S1 |
9,656.3 |
9,589.5 |
|