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 |
6,735.0 |
6,802.0 |
67.0 |
1.0% |
6,627.0 |
High |
6,803.0 |
6,836.0 |
33.0 |
0.5% |
6,836.0 |
Low |
6,703.5 |
6,776.0 |
72.5 |
1.1% |
6,617.5 |
Close |
6,776.5 |
6,810.5 |
34.0 |
0.5% |
6,810.5 |
Range |
99.5 |
60.0 |
-39.5 |
-39.7% |
218.5 |
ATR |
80.5 |
79.0 |
-1.5 |
-1.8% |
0.0 |
Volume |
148,278 |
112,681 |
-35,597 |
-24.0% |
632,578 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,987.5 |
6,959.0 |
6,843.5 |
|
R3 |
6,927.5 |
6,899.0 |
6,827.0 |
|
R2 |
6,867.5 |
6,867.5 |
6,821.5 |
|
R1 |
6,839.0 |
6,839.0 |
6,816.0 |
6,853.0 |
PP |
6,807.5 |
6,807.5 |
6,807.5 |
6,814.5 |
S1 |
6,779.0 |
6,779.0 |
6,805.0 |
6,793.0 |
S2 |
6,747.5 |
6,747.5 |
6,799.5 |
|
S3 |
6,687.5 |
6,719.0 |
6,794.0 |
|
S4 |
6,627.5 |
6,659.0 |
6,777.5 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,410.0 |
7,329.0 |
6,930.5 |
|
R3 |
7,191.5 |
7,110.5 |
6,870.5 |
|
R2 |
6,973.0 |
6,973.0 |
6,850.5 |
|
R1 |
6,892.0 |
6,892.0 |
6,830.5 |
6,932.5 |
PP |
6,754.5 |
6,754.5 |
6,754.5 |
6,775.0 |
S1 |
6,673.5 |
6,673.5 |
6,790.5 |
6,714.0 |
S2 |
6,536.0 |
6,536.0 |
6,770.5 |
|
S3 |
6,317.5 |
6,455.0 |
6,750.5 |
|
S4 |
6,099.0 |
6,236.5 |
6,690.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,836.0 |
6,617.5 |
218.5 |
3.2% |
80.5 |
1.2% |
88% |
True |
False |
126,515 |
10 |
6,836.0 |
6,511.0 |
325.0 |
4.8% |
70.0 |
1.0% |
92% |
True |
False |
108,958 |
20 |
6,836.0 |
6,344.5 |
491.5 |
7.2% |
85.5 |
1.3% |
95% |
True |
False |
117,593 |
40 |
6,836.0 |
6,344.5 |
491.5 |
7.2% |
74.0 |
1.1% |
95% |
True |
False |
103,047 |
60 |
6,836.0 |
6,344.5 |
491.5 |
7.2% |
70.5 |
1.0% |
95% |
True |
False |
88,567 |
80 |
6,836.0 |
6,344.5 |
491.5 |
7.2% |
64.0 |
0.9% |
95% |
True |
False |
66,603 |
100 |
6,836.0 |
6,275.0 |
561.0 |
8.2% |
56.0 |
0.8% |
95% |
True |
False |
53,295 |
120 |
6,836.0 |
6,275.0 |
561.0 |
8.2% |
48.5 |
0.7% |
95% |
True |
False |
44,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,091.0 |
2.618 |
6,993.0 |
1.618 |
6,933.0 |
1.000 |
6,896.0 |
0.618 |
6,873.0 |
HIGH |
6,836.0 |
0.618 |
6,813.0 |
0.500 |
6,806.0 |
0.382 |
6,799.0 |
LOW |
6,776.0 |
0.618 |
6,739.0 |
1.000 |
6,716.0 |
1.618 |
6,679.0 |
2.618 |
6,619.0 |
4.250 |
6,521.0 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,809.0 |
6,797.0 |
PP |
6,807.5 |
6,783.5 |
S1 |
6,806.0 |
6,770.0 |
|