Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,675 |
14,905 |
230 |
1.6% |
14,675 |
High |
14,965 |
14,910 |
-55 |
-0.4% |
14,875 |
Low |
14,600 |
14,705 |
105 |
0.7% |
13,945 |
Close |
14,905 |
14,810 |
-95 |
-0.6% |
14,695 |
Range |
365 |
205 |
-160 |
-43.8% |
930 |
ATR |
369 |
357 |
-12 |
-3.2% |
0 |
Volume |
16,620 |
13,289 |
-3,331 |
-20.0% |
140,918 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,423 |
15,322 |
14,923 |
|
R3 |
15,218 |
15,117 |
14,867 |
|
R2 |
15,013 |
15,013 |
14,848 |
|
R1 |
14,912 |
14,912 |
14,829 |
14,860 |
PP |
14,808 |
14,808 |
14,808 |
14,783 |
S1 |
14,707 |
14,707 |
14,791 |
14,655 |
S2 |
14,603 |
14,603 |
14,773 |
|
S3 |
14,398 |
14,502 |
14,754 |
|
S4 |
14,193 |
14,297 |
14,697 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,295 |
16,925 |
15,207 |
|
R3 |
16,365 |
15,995 |
14,951 |
|
R2 |
15,435 |
15,435 |
14,866 |
|
R1 |
15,065 |
15,065 |
14,780 |
15,250 |
PP |
14,505 |
14,505 |
14,505 |
14,598 |
S1 |
14,135 |
14,135 |
14,610 |
14,320 |
S2 |
13,575 |
13,575 |
14,525 |
|
S3 |
12,645 |
13,205 |
14,439 |
|
S4 |
11,715 |
12,275 |
14,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,965 |
14,135 |
830 |
5.6% |
299 |
2.0% |
81% |
False |
False |
17,057 |
10 |
15,245 |
13,945 |
1,300 |
8.8% |
392 |
2.6% |
67% |
False |
False |
23,289 |
20 |
15,995 |
13,945 |
2,050 |
13.8% |
387 |
2.6% |
42% |
False |
False |
21,818 |
40 |
16,450 |
13,945 |
2,505 |
16.9% |
333 |
2.2% |
35% |
False |
False |
16,136 |
60 |
16,450 |
13,945 |
2,505 |
16.9% |
308 |
2.1% |
35% |
False |
False |
12,804 |
80 |
16,450 |
13,945 |
2,505 |
16.9% |
259 |
1.7% |
35% |
False |
False |
9,605 |
100 |
16,450 |
13,905 |
2,545 |
17.2% |
225 |
1.5% |
36% |
False |
False |
7,685 |
120 |
16,450 |
13,330 |
3,120 |
21.1% |
191 |
1.3% |
47% |
False |
False |
6,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,781 |
2.618 |
15,447 |
1.618 |
15,242 |
1.000 |
15,115 |
0.618 |
15,037 |
HIGH |
14,910 |
0.618 |
14,832 |
0.500 |
14,808 |
0.382 |
14,783 |
LOW |
14,705 |
0.618 |
14,578 |
1.000 |
14,500 |
1.618 |
14,373 |
2.618 |
14,168 |
4.250 |
13,834 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,809 |
14,799 |
PP |
14,808 |
14,788 |
S1 |
14,808 |
14,778 |
|