Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
6,632.5 |
6,631.0 |
-1.5 |
0.0% |
6,549.0 |
High |
6,640.0 |
6,637.5 |
-2.5 |
0.0% |
6,668.0 |
Low |
6,565.0 |
6,601.5 |
36.5 |
0.6% |
6,511.0 |
Close |
6,621.5 |
6,621.0 |
-0.5 |
0.0% |
6,621.0 |
Range |
75.0 |
36.0 |
-39.0 |
-52.0% |
157.0 |
ATR |
82.1 |
78.8 |
-3.3 |
-4.0% |
0.0 |
Volume |
73,779 |
67,092 |
-6,687 |
-9.1% |
457,009 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,728.0 |
6,710.5 |
6,641.0 |
|
R3 |
6,692.0 |
6,674.5 |
6,631.0 |
|
R2 |
6,656.0 |
6,656.0 |
6,627.5 |
|
R1 |
6,638.5 |
6,638.5 |
6,624.5 |
6,629.0 |
PP |
6,620.0 |
6,620.0 |
6,620.0 |
6,615.5 |
S1 |
6,602.5 |
6,602.5 |
6,617.5 |
6,593.0 |
S2 |
6,584.0 |
6,584.0 |
6,614.5 |
|
S3 |
6,548.0 |
6,566.5 |
6,611.0 |
|
S4 |
6,512.0 |
6,530.5 |
6,601.0 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,071.0 |
7,003.0 |
6,707.5 |
|
R3 |
6,914.0 |
6,846.0 |
6,664.0 |
|
R2 |
6,757.0 |
6,757.0 |
6,650.0 |
|
R1 |
6,689.0 |
6,689.0 |
6,635.5 |
6,723.0 |
PP |
6,600.0 |
6,600.0 |
6,600.0 |
6,617.0 |
S1 |
6,532.0 |
6,532.0 |
6,606.5 |
6,566.0 |
S2 |
6,443.0 |
6,443.0 |
6,592.0 |
|
S3 |
6,286.0 |
6,375.0 |
6,578.0 |
|
S4 |
6,129.0 |
6,218.0 |
6,534.5 |
|
|
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 |
6,511.0 |
157.0 |
2.4% |
59.5 |
0.9% |
70% |
False |
False |
91,401 |
10 |
6,668.0 |
6,344.5 |
323.5 |
4.9% |
76.0 |
1.2% |
85% |
False |
False |
103,826 |
20 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
85.0 |
1.3% |
59% |
False |
False |
114,612 |
40 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
74.5 |
1.1% |
59% |
False |
False |
95,285 |
60 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
67.5 |
1.0% |
59% |
False |
False |
78,030 |
80 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
60.5 |
0.9% |
59% |
False |
False |
58,704 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
53.0 |
0.8% |
64% |
False |
False |
46,987 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
46.0 |
0.7% |
64% |
False |
False |
39,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,790.5 |
2.618 |
6,731.5 |
1.618 |
6,695.5 |
1.000 |
6,673.5 |
0.618 |
6,659.5 |
HIGH |
6,637.5 |
0.618 |
6,623.5 |
0.500 |
6,619.5 |
0.382 |
6,615.5 |
LOW |
6,601.5 |
0.618 |
6,579.5 |
1.000 |
6,565.5 |
1.618 |
6,543.5 |
2.618 |
6,507.5 |
4.250 |
6,448.5 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,620.5 |
6,619.5 |
PP |
6,620.0 |
6,618.0 |
S1 |
6,619.5 |
6,616.5 |
|