Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,644.0 |
9,570.0 |
-74.0 |
-0.8% |
9,349.0 |
High |
9,701.0 |
9,627.5 |
-73.5 |
-0.8% |
9,681.5 |
Low |
9,581.0 |
9,504.5 |
-76.5 |
-0.8% |
9,282.5 |
Close |
9,656.5 |
9,606.0 |
-50.5 |
-0.5% |
9,653.5 |
Range |
120.0 |
123.0 |
3.0 |
2.5% |
399.0 |
ATR |
141.3 |
142.1 |
0.8 |
0.5% |
0.0 |
Volume |
108,815 |
91,037 |
-17,778 |
-16.3% |
455,844 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,948.3 |
9,900.2 |
9,673.7 |
|
R3 |
9,825.3 |
9,777.2 |
9,639.8 |
|
R2 |
9,702.3 |
9,702.3 |
9,628.6 |
|
R1 |
9,654.2 |
9,654.2 |
9,617.3 |
9,678.3 |
PP |
9,579.3 |
9,579.3 |
9,579.3 |
9,591.4 |
S1 |
9,531.2 |
9,531.2 |
9,594.7 |
9,555.3 |
S2 |
9,456.3 |
9,456.3 |
9,583.5 |
|
S3 |
9,333.3 |
9,408.2 |
9,572.2 |
|
S4 |
9,210.3 |
9,285.2 |
9,538.4 |
|
|
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% |
114.4 |
1.2% |
57% |
False |
False |
87,572 |
10 |
9,701.0 |
9,015.5 |
685.5 |
7.1% |
132.9 |
1.4% |
86% |
False |
False |
96,676 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
157.7 |
1.6% |
82% |
False |
False |
123,924 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
131.8 |
1.4% |
75% |
False |
False |
102,541 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
118.4 |
1.2% |
76% |
False |
False |
72,103 |
80 |
9,802.5 |
8,910.5 |
892.0 |
9.3% |
106.7 |
1.1% |
78% |
False |
False |
54,118 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.5% |
101.0 |
1.1% |
85% |
False |
False |
43,321 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.5% |
95.2 |
1.0% |
88% |
False |
False |
36,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,150.3 |
2.618 |
9,949.5 |
1.618 |
9,826.5 |
1.000 |
9,750.5 |
0.618 |
9,703.5 |
HIGH |
9,627.5 |
0.618 |
9,580.5 |
0.500 |
9,566.0 |
0.382 |
9,551.5 |
LOW |
9,504.5 |
0.618 |
9,428.5 |
1.000 |
9,381.5 |
1.618 |
9,305.5 |
2.618 |
9,182.5 |
4.250 |
8,981.8 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,592.7 |
9,604.9 |
PP |
9,579.3 |
9,603.8 |
S1 |
9,566.0 |
9,602.8 |
|