Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,795 |
14,710 |
-85 |
-0.6% |
14,680 |
High |
14,820 |
14,740 |
-80 |
-0.5% |
14,965 |
Low |
14,645 |
14,385 |
-260 |
-1.8% |
14,250 |
Close |
14,665 |
14,565 |
-100 |
-0.7% |
14,460 |
Range |
175 |
355 |
180 |
102.9% |
715 |
ATR |
380 |
378 |
-2 |
-0.5% |
0 |
Volume |
15,255 |
16,293 |
1,038 |
6.8% |
89,271 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,628 |
15,452 |
14,760 |
|
R3 |
15,273 |
15,097 |
14,663 |
|
R2 |
14,918 |
14,918 |
14,630 |
|
R1 |
14,742 |
14,742 |
14,598 |
14,653 |
PP |
14,563 |
14,563 |
14,563 |
14,519 |
S1 |
14,387 |
14,387 |
14,533 |
14,298 |
S2 |
14,208 |
14,208 |
14,500 |
|
S3 |
13,853 |
14,032 |
14,468 |
|
S4 |
13,498 |
13,677 |
14,370 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,703 |
16,297 |
14,853 |
|
R3 |
15,988 |
15,582 |
14,657 |
|
R2 |
15,273 |
15,273 |
14,591 |
|
R1 |
14,867 |
14,867 |
14,526 |
14,713 |
PP |
14,558 |
14,558 |
14,558 |
14,481 |
S1 |
14,152 |
14,152 |
14,395 |
13,998 |
S2 |
13,843 |
13,843 |
14,329 |
|
S3 |
13,128 |
13,437 |
14,264 |
|
S4 |
12,413 |
12,722 |
14,067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,910 |
14,210 |
700 |
4.8% |
432 |
3.0% |
51% |
False |
False |
21,095 |
10 |
14,965 |
14,135 |
830 |
5.7% |
366 |
2.5% |
52% |
False |
False |
19,076 |
20 |
15,995 |
13,945 |
2,050 |
14.1% |
426 |
2.9% |
30% |
False |
False |
23,788 |
40 |
16,450 |
13,945 |
2,505 |
17.2% |
348 |
2.4% |
25% |
False |
False |
17,471 |
60 |
16,450 |
13,945 |
2,505 |
17.2% |
327 |
2.2% |
25% |
False |
False |
14,557 |
80 |
16,450 |
13,945 |
2,505 |
17.2% |
281 |
1.9% |
25% |
False |
False |
10,923 |
100 |
16,450 |
13,905 |
2,545 |
17.5% |
245 |
1.7% |
26% |
False |
False |
8,740 |
120 |
16,450 |
13,450 |
3,000 |
20.6% |
209 |
1.4% |
37% |
False |
False |
7,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,249 |
2.618 |
15,670 |
1.618 |
15,315 |
1.000 |
15,095 |
0.618 |
14,960 |
HIGH |
14,740 |
0.618 |
14,605 |
0.500 |
14,563 |
0.382 |
14,521 |
LOW |
14,385 |
0.618 |
14,166 |
1.000 |
14,030 |
1.618 |
13,811 |
2.618 |
13,456 |
4.250 |
12,876 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,564 |
14,563 |
PP |
14,563 |
14,562 |
S1 |
14,563 |
14,560 |
|