Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
6,802.0 |
6,791.5 |
-10.5 |
-0.2% |
6,627.0 |
High |
6,836.0 |
6,858.0 |
22.0 |
0.3% |
6,836.0 |
Low |
6,776.0 |
6,768.0 |
-8.0 |
-0.1% |
6,617.5 |
Close |
6,810.5 |
6,834.0 |
23.5 |
0.3% |
6,810.5 |
Range |
60.0 |
90.0 |
30.0 |
50.0% |
218.5 |
ATR |
79.0 |
79.8 |
0.8 |
1.0% |
0.0 |
Volume |
112,681 |
155,609 |
42,928 |
38.1% |
632,578 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,090.0 |
7,052.0 |
6,883.5 |
|
R3 |
7,000.0 |
6,962.0 |
6,859.0 |
|
R2 |
6,910.0 |
6,910.0 |
6,850.5 |
|
R1 |
6,872.0 |
6,872.0 |
6,842.0 |
6,891.0 |
PP |
6,820.0 |
6,820.0 |
6,820.0 |
6,829.5 |
S1 |
6,782.0 |
6,782.0 |
6,826.0 |
6,801.0 |
S2 |
6,730.0 |
6,730.0 |
6,817.5 |
|
S3 |
6,640.0 |
6,692.0 |
6,809.0 |
|
S4 |
6,550.0 |
6,602.0 |
6,784.5 |
|
|
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 |
6,858.0 |
6,674.5 |
183.5 |
2.7% |
81.0 |
1.2% |
87% |
True |
False |
132,865 |
10 |
6,858.0 |
6,548.5 |
309.5 |
4.5% |
75.0 |
1.1% |
92% |
True |
False |
113,887 |
20 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
83.5 |
1.2% |
95% |
True |
False |
119,645 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
74.5 |
1.1% |
95% |
True |
False |
105,393 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
71.5 |
1.0% |
95% |
True |
False |
91,159 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
64.5 |
0.9% |
95% |
True |
False |
68,530 |
100 |
6,858.0 |
6,275.0 |
583.0 |
8.5% |
57.0 |
0.8% |
96% |
True |
False |
54,851 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.5% |
49.0 |
0.7% |
96% |
True |
False |
45,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,240.5 |
2.618 |
7,093.5 |
1.618 |
7,003.5 |
1.000 |
6,948.0 |
0.618 |
6,913.5 |
HIGH |
6,858.0 |
0.618 |
6,823.5 |
0.500 |
6,813.0 |
0.382 |
6,802.5 |
LOW |
6,768.0 |
0.618 |
6,712.5 |
1.000 |
6,678.0 |
1.618 |
6,622.5 |
2.618 |
6,532.5 |
4.250 |
6,385.5 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,827.0 |
6,816.0 |
PP |
6,820.0 |
6,798.5 |
S1 |
6,813.0 |
6,781.0 |
|