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 |
6,548.5 |
6,632.0 |
83.5 |
1.3% |
6,446.5 |
High |
6,651.5 |
6,668.0 |
16.5 |
0.2% |
6,550.5 |
Low |
6,548.5 |
6,623.0 |
74.5 |
1.1% |
6,344.5 |
Close |
6,616.0 |
6,631.5 |
15.5 |
0.2% |
6,517.0 |
Range |
103.0 |
45.0 |
-58.0 |
-56.3% |
206.0 |
ATR |
85.0 |
82.7 |
-2.4 |
-2.8% |
0.0 |
Volume |
109,653 |
100,166 |
-9,487 |
-8.7% |
581,253 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,776.0 |
6,748.5 |
6,656.0 |
|
R3 |
6,731.0 |
6,703.5 |
6,644.0 |
|
R2 |
6,686.0 |
6,686.0 |
6,640.0 |
|
R1 |
6,658.5 |
6,658.5 |
6,635.5 |
6,650.0 |
PP |
6,641.0 |
6,641.0 |
6,641.0 |
6,636.5 |
S1 |
6,613.5 |
6,613.5 |
6,627.5 |
6,605.0 |
S2 |
6,596.0 |
6,596.0 |
6,623.0 |
|
S3 |
6,551.0 |
6,568.5 |
6,619.0 |
|
S4 |
6,506.0 |
6,523.5 |
6,607.0 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,088.5 |
7,009.0 |
6,630.5 |
|
R3 |
6,882.5 |
6,803.0 |
6,573.5 |
|
R2 |
6,676.5 |
6,676.5 |
6,555.0 |
|
R1 |
6,597.0 |
6,597.0 |
6,536.0 |
6,637.0 |
PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,490.5 |
S1 |
6,391.0 |
6,391.0 |
6,498.0 |
6,431.0 |
S2 |
6,264.5 |
6,264.5 |
6,479.0 |
|
S3 |
6,058.5 |
6,185.0 |
6,460.5 |
|
S4 |
5,852.5 |
5,979.0 |
6,403.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,668.0 |
6,406.5 |
261.5 |
3.9% |
74.5 |
1.1% |
86% |
True |
False |
103,677 |
10 |
6,668.0 |
6,344.5 |
323.5 |
4.9% |
84.5 |
1.3% |
89% |
True |
False |
117,730 |
20 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
84.0 |
1.3% |
61% |
False |
False |
115,050 |
40 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
76.0 |
1.1% |
61% |
False |
False |
101,864 |
60 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
66.5 |
1.0% |
61% |
False |
False |
75,682 |
80 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
60.0 |
0.9% |
61% |
False |
False |
56,944 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
52.0 |
0.8% |
66% |
False |
False |
45,580 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
45.0 |
0.7% |
66% |
False |
False |
37,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,859.0 |
2.618 |
6,786.0 |
1.618 |
6,741.0 |
1.000 |
6,713.0 |
0.618 |
6,696.0 |
HIGH |
6,668.0 |
0.618 |
6,651.0 |
0.500 |
6,645.5 |
0.382 |
6,640.0 |
LOW |
6,623.0 |
0.618 |
6,595.0 |
1.000 |
6,578.0 |
1.618 |
6,550.0 |
2.618 |
6,505.0 |
4.250 |
6,432.0 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,645.5 |
6,617.5 |
PP |
6,641.0 |
6,603.5 |
S1 |
6,636.0 |
6,589.5 |
|