Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,647.5 |
9,629.5 |
-18.0 |
-0.2% |
9,676.5 |
High |
9,670.5 |
9,737.5 |
67.0 |
0.7% |
9,701.0 |
Low |
9,600.0 |
9,604.5 |
4.5 |
0.0% |
9,504.5 |
Close |
9,664.5 |
9,690.0 |
25.5 |
0.3% |
9,664.5 |
Range |
70.5 |
133.0 |
62.5 |
88.7% |
196.5 |
ATR |
136.9 |
136.7 |
-0.3 |
-0.2% |
0.0 |
Volume |
90,541 |
90,498 |
-43 |
0.0% |
399,208 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,076.3 |
10,016.2 |
9,763.2 |
|
R3 |
9,943.3 |
9,883.2 |
9,726.6 |
|
R2 |
9,810.3 |
9,810.3 |
9,714.4 |
|
R1 |
9,750.2 |
9,750.2 |
9,702.2 |
9,780.3 |
PP |
9,677.3 |
9,677.3 |
9,677.3 |
9,692.4 |
S1 |
9,617.2 |
9,617.2 |
9,677.8 |
9,647.3 |
S2 |
9,544.3 |
9,544.3 |
9,665.6 |
|
S3 |
9,411.3 |
9,484.2 |
9,653.4 |
|
S4 |
9,278.3 |
9,351.2 |
9,616.9 |
|
|
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 |
9,737.5 |
9,504.5 |
233.0 |
2.4% |
105.6 |
1.1% |
80% |
True |
False |
97,941 |
10 |
9,737.5 |
9,282.5 |
455.0 |
4.7% |
114.3 |
1.2% |
90% |
True |
False |
94,555 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
144.7 |
1.5% |
93% |
True |
False |
115,556 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
130.3 |
1.3% |
86% |
False |
False |
103,495 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
119.0 |
1.2% |
86% |
False |
False |
75,115 |
80 |
9,802.5 |
8,952.0 |
850.5 |
8.8% |
108.2 |
1.1% |
87% |
False |
False |
56,369 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
102.0 |
1.1% |
91% |
False |
False |
45,130 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.3% |
95.8 |
1.0% |
93% |
False |
False |
37,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,302.8 |
2.618 |
10,085.7 |
1.618 |
9,952.7 |
1.000 |
9,870.5 |
0.618 |
9,819.7 |
HIGH |
9,737.5 |
0.618 |
9,686.7 |
0.500 |
9,671.0 |
0.382 |
9,655.3 |
LOW |
9,604.5 |
0.618 |
9,522.3 |
1.000 |
9,471.5 |
1.618 |
9,389.3 |
2.618 |
9,256.3 |
4.250 |
9,039.3 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,683.7 |
9,667.0 |
PP |
9,677.3 |
9,644.0 |
S1 |
9,671.0 |
9,621.0 |
|