Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
9,700.0 |
9,716.0 |
16.0 |
0.2% |
9,676.5 |
High |
9,714.5 |
9,724.5 |
10.0 |
0.1% |
9,701.0 |
Low |
9,631.0 |
9,613.0 |
-18.0 |
-0.2% |
9,504.5 |
Close |
9,713.0 |
9,678.5 |
-34.5 |
-0.4% |
9,664.5 |
Range |
83.5 |
111.5 |
28.0 |
33.5% |
196.5 |
ATR |
132.9 |
131.3 |
-1.5 |
-1.1% |
0.0 |
Volume |
83,096 |
131,031 |
47,935 |
57.7% |
399,208 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,006.5 |
9,954.0 |
9,739.8 |
|
R3 |
9,895.0 |
9,842.5 |
9,709.2 |
|
R2 |
9,783.5 |
9,783.5 |
9,698.9 |
|
R1 |
9,731.0 |
9,731.0 |
9,688.7 |
9,701.5 |
PP |
9,672.0 |
9,672.0 |
9,672.0 |
9,657.3 |
S1 |
9,619.5 |
9,619.5 |
9,668.3 |
9,590.0 |
S2 |
9,560.5 |
9,560.5 |
9,658.1 |
|
S3 |
9,449.0 |
9,508.0 |
9,647.8 |
|
S4 |
9,337.5 |
9,396.5 |
9,617.2 |
|
|
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% |
104.3 |
1.1% |
75% |
False |
False |
97,240 |
10 |
9,737.5 |
9,482.0 |
255.5 |
2.6% |
107.5 |
1.1% |
77% |
False |
False |
93,818 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
142.7 |
1.5% |
92% |
False |
False |
109,659 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
131.7 |
1.4% |
84% |
False |
False |
106,554 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
120.0 |
1.2% |
85% |
False |
False |
78,678 |
80 |
9,802.5 |
8,980.0 |
822.5 |
8.5% |
108.9 |
1.1% |
85% |
False |
False |
59,042 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
102.7 |
1.1% |
90% |
False |
False |
47,266 |
120 |
9,802.5 |
8,142.0 |
1,660.5 |
17.2% |
96.8 |
1.0% |
93% |
False |
False |
39,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,198.4 |
2.618 |
10,016.4 |
1.618 |
9,904.9 |
1.000 |
9,836.0 |
0.618 |
9,793.4 |
HIGH |
9,724.5 |
0.618 |
9,681.9 |
0.500 |
9,668.8 |
0.382 |
9,655.6 |
LOW |
9,613.0 |
0.618 |
9,544.1 |
1.000 |
9,501.5 |
1.618 |
9,432.6 |
2.618 |
9,321.1 |
4.250 |
9,139.1 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,675.3 |
9,676.0 |
PP |
9,672.0 |
9,673.5 |
S1 |
9,668.8 |
9,671.0 |
|