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 |
6,755.5 |
6,735.0 |
-20.5 |
-0.3% |
6,549.0 |
High |
6,784.5 |
6,803.0 |
18.5 |
0.3% |
6,668.0 |
Low |
6,724.5 |
6,703.5 |
-21.0 |
-0.3% |
6,511.0 |
Close |
6,769.0 |
6,776.5 |
7.5 |
0.1% |
6,621.0 |
Range |
60.0 |
99.5 |
39.5 |
65.8% |
157.0 |
ATR |
79.0 |
80.5 |
1.5 |
1.8% |
0.0 |
Volume |
113,890 |
148,278 |
34,388 |
30.2% |
457,009 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,059.5 |
7,017.5 |
6,831.0 |
|
R3 |
6,960.0 |
6,918.0 |
6,804.0 |
|
R2 |
6,860.5 |
6,860.5 |
6,794.5 |
|
R1 |
6,818.5 |
6,818.5 |
6,785.5 |
6,839.5 |
PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,771.5 |
S1 |
6,719.0 |
6,719.0 |
6,767.5 |
6,740.0 |
S2 |
6,661.5 |
6,661.5 |
6,758.5 |
|
S3 |
6,562.0 |
6,619.5 |
6,749.0 |
|
S4 |
6,462.5 |
6,520.0 |
6,722.0 |
|
|
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 |
6,803.0 |
6,601.5 |
201.5 |
3.0% |
75.5 |
1.1% |
87% |
True |
False |
117,397 |
10 |
6,803.0 |
6,484.0 |
319.0 |
4.7% |
70.5 |
1.0% |
92% |
True |
False |
106,253 |
20 |
6,803.0 |
6,344.5 |
458.5 |
6.8% |
91.5 |
1.4% |
94% |
True |
False |
120,030 |
40 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
73.5 |
1.1% |
92% |
False |
False |
101,589 |
60 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
70.5 |
1.0% |
92% |
False |
False |
86,689 |
80 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
63.5 |
0.9% |
92% |
False |
False |
65,195 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
56.0 |
0.8% |
93% |
False |
False |
52,173 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
48.0 |
0.7% |
93% |
False |
False |
43,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,226.0 |
2.618 |
7,063.5 |
1.618 |
6,964.0 |
1.000 |
6,902.5 |
0.618 |
6,864.5 |
HIGH |
6,803.0 |
0.618 |
6,765.0 |
0.500 |
6,753.0 |
0.382 |
6,741.5 |
LOW |
6,703.5 |
0.618 |
6,642.0 |
1.000 |
6,604.0 |
1.618 |
6,542.5 |
2.618 |
6,443.0 |
4.250 |
6,280.5 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,769.0 |
6,764.0 |
PP |
6,761.0 |
6,751.5 |
S1 |
6,753.0 |
6,739.0 |
|