Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
6,627.0 |
6,693.5 |
66.5 |
1.0% |
6,549.0 |
High |
6,705.0 |
6,769.0 |
64.0 |
1.0% |
6,668.0 |
Low |
6,617.5 |
6,674.5 |
57.0 |
0.9% |
6,511.0 |
Close |
6,690.5 |
6,763.5 |
73.0 |
1.1% |
6,621.0 |
Range |
87.5 |
94.5 |
7.0 |
8.0% |
157.0 |
ATR |
79.4 |
80.5 |
1.1 |
1.4% |
0.0 |
Volume |
123,858 |
133,871 |
10,013 |
8.1% |
457,009 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,019.0 |
6,986.0 |
6,815.5 |
|
R3 |
6,924.5 |
6,891.5 |
6,789.5 |
|
R2 |
6,830.0 |
6,830.0 |
6,781.0 |
|
R1 |
6,797.0 |
6,797.0 |
6,772.0 |
6,813.5 |
PP |
6,735.5 |
6,735.5 |
6,735.5 |
6,744.0 |
S1 |
6,702.5 |
6,702.5 |
6,755.0 |
6,719.0 |
S2 |
6,641.0 |
6,641.0 |
6,746.0 |
|
S3 |
6,546.5 |
6,608.0 |
6,737.5 |
|
S4 |
6,452.0 |
6,513.5 |
6,711.5 |
|
|
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 |
6,769.0 |
6,565.0 |
204.0 |
3.0% |
67.5 |
1.0% |
97% |
True |
False |
99,753 |
10 |
6,769.0 |
6,360.0 |
409.0 |
6.0% |
73.5 |
1.1% |
99% |
True |
False |
104,872 |
20 |
6,814.0 |
6,344.5 |
469.5 |
6.9% |
90.5 |
1.3% |
89% |
False |
False |
119,488 |
40 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
74.5 |
1.1% |
89% |
False |
False |
96,664 |
60 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
69.0 |
1.0% |
89% |
False |
False |
82,320 |
80 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
62.0 |
0.9% |
89% |
False |
False |
61,918 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
54.5 |
0.8% |
90% |
False |
False |
49,564 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
47.5 |
0.7% |
90% |
False |
False |
41,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,170.5 |
2.618 |
7,016.5 |
1.618 |
6,922.0 |
1.000 |
6,863.5 |
0.618 |
6,827.5 |
HIGH |
6,769.0 |
0.618 |
6,733.0 |
0.500 |
6,722.0 |
0.382 |
6,710.5 |
LOW |
6,674.5 |
0.618 |
6,616.0 |
1.000 |
6,580.0 |
1.618 |
6,521.5 |
2.618 |
6,427.0 |
4.250 |
6,273.0 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,749.5 |
6,737.5 |
PP |
6,735.5 |
6,711.5 |
S1 |
6,722.0 |
6,685.0 |
|