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 |
1,148.5 |
1,161.0 |
12.5 |
1.1% |
1,146.8 |
High |
1,161.6 |
1,167.2 |
5.6 |
0.5% |
1,167.2 |
Low |
1,141.1 |
1,159.6 |
18.5 |
1.6% |
1,141.1 |
Close |
1,159.9 |
1,163.3 |
3.4 |
0.3% |
1,163.3 |
Range |
20.5 |
7.6 |
-12.9 |
-62.9% |
26.1 |
ATR |
18.3 |
17.5 |
-0.8 |
-4.2% |
0.0 |
Volume |
110,893 |
90,506 |
-20,387 |
-18.4% |
429,427 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.3 |
1,182.3 |
1,167.5 |
|
R3 |
1,178.5 |
1,174.8 |
1,165.5 |
|
R2 |
1,171.0 |
1,171.0 |
1,164.8 |
|
R1 |
1,167.3 |
1,167.3 |
1,164.0 |
1,169.0 |
PP |
1,163.3 |
1,163.3 |
1,163.3 |
1,164.3 |
S1 |
1,159.5 |
1,159.5 |
1,162.5 |
1,161.5 |
S2 |
1,155.8 |
1,155.8 |
1,162.0 |
|
S3 |
1,148.3 |
1,152.0 |
1,161.3 |
|
S4 |
1,140.5 |
1,144.3 |
1,159.0 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.5 |
1,225.5 |
1,177.8 |
|
R3 |
1,209.5 |
1,199.5 |
1,170.5 |
|
R2 |
1,183.3 |
1,183.3 |
1,168.0 |
|
R1 |
1,173.3 |
1,173.3 |
1,165.8 |
1,178.3 |
PP |
1,157.3 |
1,157.3 |
1,157.3 |
1,159.8 |
S1 |
1,147.3 |
1,147.3 |
1,161.0 |
1,152.3 |
S2 |
1,131.0 |
1,131.0 |
1,158.5 |
|
S3 |
1,105.0 |
1,121.0 |
1,156.0 |
|
S4 |
1,079.0 |
1,095.0 |
1,149.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,167.2 |
1,137.1 |
30.1 |
2.6% |
14.8 |
1.3% |
87% |
True |
False |
105,388 |
10 |
1,167.2 |
1,089.9 |
77.3 |
6.6% |
16.5 |
1.4% |
95% |
True |
False |
112,305 |
20 |
1,174.3 |
1,078.0 |
96.3 |
8.3% |
21.0 |
1.8% |
89% |
False |
False |
137,083 |
40 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
16.5 |
1.4% |
83% |
False |
False |
107,159 |
60 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
15.5 |
1.3% |
83% |
False |
False |
88,157 |
80 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
12.8 |
1.1% |
83% |
False |
False |
66,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.5 |
2.618 |
1,187.0 |
1.618 |
1,179.5 |
1.000 |
1,174.8 |
0.618 |
1,172.0 |
HIGH |
1,167.3 |
0.618 |
1,164.3 |
0.500 |
1,163.5 |
0.382 |
1,162.5 |
LOW |
1,159.5 |
0.618 |
1,155.0 |
1.000 |
1,152.0 |
1.618 |
1,147.3 |
2.618 |
1,139.8 |
4.250 |
1,127.3 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,163.5 |
1,160.3 |
PP |
1,163.3 |
1,157.3 |
S1 |
1,163.3 |
1,154.3 |
|