Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
6,791.5 |
6,825.5 |
34.0 |
0.5% |
6,627.0 |
High |
6,858.0 |
6,834.5 |
-23.5 |
-0.3% |
6,836.0 |
Low |
6,768.0 |
6,761.5 |
-6.5 |
-0.1% |
6,617.5 |
Close |
6,834.0 |
6,818.5 |
-15.5 |
-0.2% |
6,810.5 |
Range |
90.0 |
73.0 |
-17.0 |
-18.9% |
218.5 |
ATR |
79.8 |
79.3 |
-0.5 |
-0.6% |
0.0 |
Volume |
155,609 |
93,344 |
-62,265 |
-40.0% |
632,578 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,024.0 |
6,994.0 |
6,858.5 |
|
R3 |
6,951.0 |
6,921.0 |
6,838.5 |
|
R2 |
6,878.0 |
6,878.0 |
6,832.0 |
|
R1 |
6,848.0 |
6,848.0 |
6,825.0 |
6,826.5 |
PP |
6,805.0 |
6,805.0 |
6,805.0 |
6,794.0 |
S1 |
6,775.0 |
6,775.0 |
6,812.0 |
6,753.5 |
S2 |
6,732.0 |
6,732.0 |
6,805.0 |
|
S3 |
6,659.0 |
6,702.0 |
6,798.5 |
|
S4 |
6,586.0 |
6,629.0 |
6,778.5 |
|
|
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 |
6,703.5 |
154.5 |
2.3% |
76.5 |
1.1% |
74% |
False |
False |
124,760 |
10 |
6,858.0 |
6,565.0 |
293.0 |
4.3% |
72.0 |
1.1% |
87% |
False |
False |
112,256 |
20 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
84.0 |
1.2% |
92% |
False |
False |
115,687 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
75.0 |
1.1% |
92% |
False |
False |
107,256 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
72.5 |
1.1% |
92% |
False |
False |
92,250 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.5% |
65.0 |
1.0% |
92% |
False |
False |
69,696 |
100 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
57.5 |
0.8% |
93% |
False |
False |
55,784 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
49.5 |
0.7% |
93% |
False |
False |
46,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,145.0 |
2.618 |
7,025.5 |
1.618 |
6,952.5 |
1.000 |
6,907.5 |
0.618 |
6,879.5 |
HIGH |
6,834.5 |
0.618 |
6,806.5 |
0.500 |
6,798.0 |
0.382 |
6,789.5 |
LOW |
6,761.5 |
0.618 |
6,716.5 |
1.000 |
6,688.5 |
1.618 |
6,643.5 |
2.618 |
6,570.5 |
4.250 |
6,451.0 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,811.5 |
6,815.5 |
PP |
6,805.0 |
6,812.5 |
S1 |
6,798.0 |
6,810.0 |
|