Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
14,710 |
14,570 |
-140 |
-1.0% |
14,425 |
High |
14,740 |
14,920 |
180 |
1.2% |
14,920 |
Low |
14,385 |
14,540 |
155 |
1.1% |
14,210 |
Close |
14,565 |
14,800 |
235 |
1.6% |
14,800 |
Range |
355 |
380 |
25 |
7.0% |
710 |
ATR |
378 |
378 |
0 |
0.0% |
0 |
Volume |
16,293 |
11,919 |
-4,374 |
-26.8% |
70,961 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,893 |
15,727 |
15,009 |
|
R3 |
15,513 |
15,347 |
14,905 |
|
R2 |
15,133 |
15,133 |
14,870 |
|
R1 |
14,967 |
14,967 |
14,835 |
15,050 |
PP |
14,753 |
14,753 |
14,753 |
14,795 |
S1 |
14,587 |
14,587 |
14,765 |
14,670 |
S2 |
14,373 |
14,373 |
14,730 |
|
S3 |
13,993 |
14,207 |
14,696 |
|
S4 |
13,613 |
13,827 |
14,591 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,773 |
16,497 |
15,191 |
|
R3 |
16,063 |
15,787 |
14,995 |
|
R2 |
15,353 |
15,353 |
14,930 |
|
R1 |
15,077 |
15,077 |
14,865 |
15,215 |
PP |
14,643 |
14,643 |
14,643 |
14,713 |
S1 |
14,367 |
14,367 |
14,735 |
14,505 |
S2 |
13,933 |
13,933 |
14,670 |
|
S3 |
13,223 |
13,657 |
14,605 |
|
S4 |
12,513 |
12,947 |
14,410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,920 |
14,210 |
710 |
4.8% |
411 |
2.8% |
83% |
True |
False |
18,961 |
10 |
14,965 |
14,210 |
755 |
5.1% |
367 |
2.5% |
78% |
False |
False |
18,239 |
20 |
15,520 |
13,945 |
1,575 |
10.6% |
410 |
2.8% |
54% |
False |
False |
22,706 |
40 |
16,450 |
13,945 |
2,505 |
16.9% |
352 |
2.4% |
34% |
False |
False |
17,594 |
60 |
16,450 |
13,945 |
2,505 |
16.9% |
330 |
2.2% |
34% |
False |
False |
14,754 |
80 |
16,450 |
13,945 |
2,505 |
16.9% |
283 |
1.9% |
34% |
False |
False |
11,072 |
100 |
16,450 |
13,905 |
2,545 |
17.2% |
247 |
1.7% |
35% |
False |
False |
8,859 |
120 |
16,450 |
13,450 |
3,000 |
20.3% |
212 |
1.4% |
45% |
False |
False |
7,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,535 |
2.618 |
15,915 |
1.618 |
15,535 |
1.000 |
15,300 |
0.618 |
15,155 |
HIGH |
14,920 |
0.618 |
14,775 |
0.500 |
14,730 |
0.382 |
14,685 |
LOW |
14,540 |
0.618 |
14,305 |
1.000 |
14,160 |
1.618 |
13,925 |
2.618 |
13,545 |
4.250 |
12,925 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
14,777 |
14,751 |
PP |
14,753 |
14,702 |
S1 |
14,730 |
14,653 |
|