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 |
1,163.9 |
1,172.5 |
8.6 |
0.7% |
1,146.8 |
High |
1,179.5 |
1,178.7 |
-0.8 |
-0.1% |
1,167.2 |
Low |
1,159.6 |
1,168.3 |
8.7 |
0.8% |
1,141.1 |
Close |
1,172.5 |
1,174.2 |
1.7 |
0.1% |
1,163.3 |
Range |
19.9 |
10.4 |
-9.5 |
-47.7% |
26.1 |
ATR |
17.7 |
17.2 |
-0.5 |
-2.9% |
0.0 |
Volume |
103,529 |
106,811 |
3,282 |
3.2% |
429,427 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.0 |
1,200.0 |
1,180.0 |
|
R3 |
1,194.5 |
1,189.5 |
1,177.0 |
|
R2 |
1,184.3 |
1,184.3 |
1,176.0 |
|
R1 |
1,179.3 |
1,179.3 |
1,175.3 |
1,181.8 |
PP |
1,173.8 |
1,173.8 |
1,173.8 |
1,175.0 |
S1 |
1,168.8 |
1,168.8 |
1,173.3 |
1,171.3 |
S2 |
1,163.3 |
1,163.3 |
1,172.3 |
|
S3 |
1,153.0 |
1,158.3 |
1,171.3 |
|
S4 |
1,142.5 |
1,148.0 |
1,168.5 |
|
|
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 |
1,179.5 |
1,141.1 |
38.4 |
3.3% |
15.0 |
1.3% |
86% |
False |
False |
106,417 |
10 |
1,179.5 |
1,113.8 |
65.7 |
5.6% |
15.8 |
1.3% |
92% |
False |
False |
107,128 |
20 |
1,179.5 |
1,078.0 |
101.5 |
8.6% |
19.3 |
1.6% |
95% |
False |
False |
129,947 |
40 |
1,181.3 |
1,078.0 |
103.3 |
8.8% |
16.8 |
1.4% |
93% |
False |
False |
110,843 |
60 |
1,181.3 |
1,078.0 |
103.3 |
8.8% |
15.8 |
1.3% |
93% |
False |
False |
91,662 |
80 |
1,181.3 |
1,078.0 |
103.3 |
8.8% |
13.3 |
1.1% |
93% |
False |
False |
68,748 |
100 |
1,181.3 |
1,037.5 |
143.8 |
12.2% |
10.5 |
0.9% |
95% |
False |
False |
55,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.0 |
2.618 |
1,206.0 |
1.618 |
1,195.5 |
1.000 |
1,189.0 |
0.618 |
1,185.3 |
HIGH |
1,178.8 |
0.618 |
1,174.8 |
0.500 |
1,173.5 |
0.382 |
1,172.3 |
LOW |
1,168.3 |
0.618 |
1,161.8 |
1.000 |
1,158.0 |
1.618 |
1,151.5 |
2.618 |
1,141.0 |
4.250 |
1,124.0 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,174.0 |
1,172.8 |
PP |
1,173.8 |
1,171.0 |
S1 |
1,173.5 |
1,169.5 |
|