Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,570.0 |
9,647.5 |
77.5 |
0.8% |
9,676.5 |
High |
9,627.5 |
9,670.5 |
43.0 |
0.4% |
9,701.0 |
Low |
9,504.5 |
9,600.0 |
95.5 |
1.0% |
9,504.5 |
Close |
9,606.0 |
9,664.5 |
58.5 |
0.6% |
9,664.5 |
Range |
123.0 |
70.5 |
-52.5 |
-42.7% |
196.5 |
ATR |
142.1 |
136.9 |
-5.1 |
-3.6% |
0.0 |
Volume |
91,037 |
90,541 |
-496 |
-0.5% |
399,208 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,856.5 |
9,831.0 |
9,703.3 |
|
R3 |
9,786.0 |
9,760.5 |
9,683.9 |
|
R2 |
9,715.5 |
9,715.5 |
9,677.4 |
|
R1 |
9,690.0 |
9,690.0 |
9,671.0 |
9,702.8 |
PP |
9,645.0 |
9,645.0 |
9,645.0 |
9,651.4 |
S1 |
9,619.5 |
9,619.5 |
9,658.0 |
9,632.3 |
S2 |
9,574.5 |
9,574.5 |
9,651.6 |
|
S3 |
9,504.0 |
9,549.0 |
9,645.1 |
|
S4 |
9,433.5 |
9,478.5 |
9,625.7 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,212.8 |
10,135.2 |
9,772.6 |
|
R3 |
10,016.3 |
9,938.7 |
9,718.5 |
|
R2 |
9,819.8 |
9,819.8 |
9,700.5 |
|
R1 |
9,742.2 |
9,742.2 |
9,682.5 |
9,682.8 |
PP |
9,623.3 |
9,623.3 |
9,623.3 |
9,593.6 |
S1 |
9,545.7 |
9,545.7 |
9,646.5 |
9,486.3 |
S2 |
9,426.8 |
9,426.8 |
9,628.5 |
|
S3 |
9,230.3 |
9,349.2 |
9,610.5 |
|
S4 |
9,033.8 |
9,152.7 |
9,556.4 |
|
|
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 |
9,504.5 |
196.5 |
2.0% |
96.2 |
1.0% |
81% |
False |
False |
87,426 |
10 |
9,701.0 |
9,226.0 |
475.0 |
4.9% |
113.7 |
1.2% |
92% |
False |
False |
94,189 |
20 |
9,701.0 |
9,015.5 |
685.5 |
7.1% |
154.5 |
1.6% |
95% |
False |
False |
119,060 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
129.7 |
1.3% |
82% |
False |
False |
103,394 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
118.3 |
1.2% |
83% |
False |
False |
73,609 |
80 |
9,802.5 |
8,952.0 |
850.5 |
8.8% |
107.1 |
1.1% |
84% |
False |
False |
55,239 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
101.3 |
1.0% |
89% |
False |
False |
44,226 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.4% |
95.0 |
1.0% |
92% |
False |
False |
36,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,970.1 |
2.618 |
9,855.1 |
1.618 |
9,784.6 |
1.000 |
9,741.0 |
0.618 |
9,714.1 |
HIGH |
9,670.5 |
0.618 |
9,643.6 |
0.500 |
9,635.3 |
0.382 |
9,626.9 |
LOW |
9,600.0 |
0.618 |
9,556.4 |
1.000 |
9,529.5 |
1.618 |
9,485.9 |
2.618 |
9,415.4 |
4.250 |
9,300.4 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,654.8 |
9,643.9 |
PP |
9,645.0 |
9,623.3 |
S1 |
9,635.3 |
9,602.8 |
|