Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,629.5 |
9,700.0 |
70.5 |
0.7% |
9,676.5 |
High |
9,737.5 |
9,714.5 |
-23.0 |
-0.2% |
9,701.0 |
Low |
9,604.5 |
9,631.0 |
26.5 |
0.3% |
9,504.5 |
Close |
9,690.0 |
9,713.0 |
23.0 |
0.2% |
9,664.5 |
Range |
133.0 |
83.5 |
-49.5 |
-37.2% |
196.5 |
ATR |
136.7 |
132.9 |
-3.8 |
-2.8% |
0.0 |
Volume |
90,498 |
83,096 |
-7,402 |
-8.2% |
399,208 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,936.7 |
9,908.3 |
9,758.9 |
|
R3 |
9,853.2 |
9,824.8 |
9,736.0 |
|
R2 |
9,769.7 |
9,769.7 |
9,728.3 |
|
R1 |
9,741.3 |
9,741.3 |
9,720.7 |
9,755.5 |
PP |
9,686.2 |
9,686.2 |
9,686.2 |
9,693.3 |
S1 |
9,657.8 |
9,657.8 |
9,705.3 |
9,672.0 |
S2 |
9,602.7 |
9,602.7 |
9,697.7 |
|
S3 |
9,519.2 |
9,574.3 |
9,690.0 |
|
S4 |
9,435.7 |
9,490.8 |
9,667.1 |
|
|
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% |
106.0 |
1.1% |
89% |
False |
False |
92,797 |
10 |
9,737.5 |
9,327.5 |
410.0 |
4.2% |
115.7 |
1.2% |
94% |
False |
False |
91,163 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.4% |
142.8 |
1.5% |
97% |
False |
False |
113,084 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
130.7 |
1.3% |
89% |
False |
False |
104,479 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
119.5 |
1.2% |
89% |
False |
False |
76,498 |
80 |
9,802.5 |
8,969.5 |
833.0 |
8.6% |
108.4 |
1.1% |
89% |
False |
False |
57,406 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
102.2 |
1.1% |
93% |
False |
False |
45,960 |
120 |
9,802.5 |
8,142.0 |
1,660.5 |
17.1% |
96.3 |
1.0% |
95% |
False |
False |
38,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,069.4 |
2.618 |
9,933.1 |
1.618 |
9,849.6 |
1.000 |
9,798.0 |
0.618 |
9,766.1 |
HIGH |
9,714.5 |
0.618 |
9,682.6 |
0.500 |
9,672.8 |
0.382 |
9,662.9 |
LOW |
9,631.0 |
0.618 |
9,579.4 |
1.000 |
9,547.5 |
1.618 |
9,495.9 |
2.618 |
9,412.4 |
4.250 |
9,276.1 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,699.6 |
9,698.3 |
PP |
9,686.2 |
9,683.5 |
S1 |
9,672.8 |
9,668.8 |
|