Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,676.5 |
9,644.0 |
-32.5 |
-0.3% |
9,349.0 |
High |
9,697.0 |
9,701.0 |
4.0 |
0.0% |
9,681.5 |
Low |
9,615.5 |
9,581.0 |
-34.5 |
-0.4% |
9,282.5 |
Close |
9,671.5 |
9,656.5 |
-15.0 |
-0.2% |
9,653.5 |
Range |
81.5 |
120.0 |
38.5 |
47.2% |
399.0 |
ATR |
142.9 |
141.3 |
-1.6 |
-1.1% |
0.0 |
Volume |
108,815 |
108,815 |
0 |
0.0% |
455,844 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,006.2 |
9,951.3 |
9,722.5 |
|
R3 |
9,886.2 |
9,831.3 |
9,689.5 |
|
R2 |
9,766.2 |
9,766.2 |
9,678.5 |
|
R1 |
9,711.3 |
9,711.3 |
9,667.5 |
9,738.8 |
PP |
9,646.2 |
9,646.2 |
9,646.2 |
9,659.9 |
S1 |
9,591.3 |
9,591.3 |
9,645.5 |
9,618.8 |
S2 |
9,526.2 |
9,526.2 |
9,634.5 |
|
S3 |
9,406.2 |
9,471.3 |
9,623.5 |
|
S4 |
9,286.2 |
9,351.3 |
9,590.5 |
|
|
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 |
9,701.0 |
9,482.0 |
219.0 |
2.3% |
110.7 |
1.1% |
80% |
True |
False |
90,396 |
10 |
9,701.0 |
9,015.5 |
685.5 |
7.1% |
127.9 |
1.3% |
94% |
True |
False |
102,119 |
20 |
9,775.5 |
9,015.5 |
760.0 |
7.9% |
156.1 |
1.6% |
84% |
False |
False |
125,161 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
130.7 |
1.4% |
81% |
False |
False |
101,633 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
117.2 |
1.2% |
82% |
False |
False |
70,587 |
80 |
9,802.5 |
8,869.0 |
933.5 |
9.7% |
106.8 |
1.1% |
84% |
False |
False |
52,982 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
100.3 |
1.0% |
89% |
False |
False |
42,412 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.4% |
94.9 |
1.0% |
91% |
False |
False |
35,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,211.0 |
2.618 |
10,015.2 |
1.618 |
9,895.2 |
1.000 |
9,821.0 |
0.618 |
9,775.2 |
HIGH |
9,701.0 |
0.618 |
9,655.2 |
0.500 |
9,641.0 |
0.382 |
9,626.8 |
LOW |
9,581.0 |
0.618 |
9,506.8 |
1.000 |
9,461.0 |
1.618 |
9,386.8 |
2.618 |
9,266.8 |
4.250 |
9,071.0 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,651.3 |
9,651.3 |
PP |
9,646.2 |
9,646.2 |
S1 |
9,641.0 |
9,641.0 |
|