Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
6,825.5 |
6,793.5 |
-32.0 |
-0.5% |
6,627.0 |
High |
6,834.5 |
6,809.5 |
-25.0 |
-0.4% |
6,836.0 |
Low |
6,761.5 |
6,744.5 |
-17.0 |
-0.3% |
6,617.5 |
Close |
6,818.5 |
6,788.0 |
-30.5 |
-0.4% |
6,810.5 |
Range |
73.0 |
65.0 |
-8.0 |
-11.0% |
218.5 |
ATR |
79.3 |
79.0 |
-0.4 |
-0.5% |
0.0 |
Volume |
93,344 |
128,902 |
35,558 |
38.1% |
632,578 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,975.5 |
6,947.0 |
6,824.0 |
|
R3 |
6,910.5 |
6,882.0 |
6,806.0 |
|
R2 |
6,845.5 |
6,845.5 |
6,800.0 |
|
R1 |
6,817.0 |
6,817.0 |
6,794.0 |
6,799.0 |
PP |
6,780.5 |
6,780.5 |
6,780.5 |
6,771.5 |
S1 |
6,752.0 |
6,752.0 |
6,782.0 |
6,734.0 |
S2 |
6,715.5 |
6,715.5 |
6,776.0 |
|
S3 |
6,650.5 |
6,687.0 |
6,770.0 |
|
S4 |
6,585.5 |
6,622.0 |
6,752.0 |
|
|
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% |
77.5 |
1.1% |
55% |
False |
False |
127,762 |
10 |
6,858.0 |
6,565.0 |
293.0 |
4.3% |
74.0 |
1.1% |
76% |
False |
False |
115,130 |
20 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
79.0 |
1.2% |
86% |
False |
False |
116,430 |
40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
76.0 |
1.1% |
86% |
False |
False |
108,639 |
60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
73.0 |
1.1% |
86% |
False |
False |
94,155 |
80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
65.5 |
1.0% |
86% |
False |
False |
71,307 |
100 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
58.0 |
0.9% |
88% |
False |
False |
57,073 |
120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
50.0 |
0.7% |
88% |
False |
False |
47,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,086.0 |
2.618 |
6,979.5 |
1.618 |
6,914.5 |
1.000 |
6,874.5 |
0.618 |
6,849.5 |
HIGH |
6,809.5 |
0.618 |
6,784.5 |
0.500 |
6,777.0 |
0.382 |
6,769.5 |
LOW |
6,744.5 |
0.618 |
6,704.5 |
1.000 |
6,679.5 |
1.618 |
6,639.5 |
2.618 |
6,574.5 |
4.250 |
6,468.0 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
6,784.5 |
6,801.0 |
PP |
6,780.5 |
6,797.0 |
S1 |
6,777.0 |
6,792.5 |
|