Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,793.00 |
1,795.25 |
2.25 |
0.1% |
1,777.50 |
High |
1,796.00 |
1,819.50 |
23.50 |
1.3% |
1,794.00 |
Low |
1,786.25 |
1,794.25 |
8.00 |
0.4% |
1,732.00 |
Close |
1,794.75 |
1,813.50 |
18.75 |
1.0% |
1,793.50 |
Range |
9.75 |
25.25 |
15.50 |
159.0% |
62.00 |
ATR |
23.04 |
23.20 |
0.16 |
0.7% |
0.00 |
Volume |
1,148,560 |
1,764,385 |
615,825 |
53.6% |
11,511,618 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.75 |
1,874.50 |
1,827.50 |
|
R3 |
1,859.50 |
1,849.25 |
1,820.50 |
|
R2 |
1,834.25 |
1,834.25 |
1,818.25 |
|
R1 |
1,824.00 |
1,824.00 |
1,815.75 |
1,829.00 |
PP |
1,809.00 |
1,809.00 |
1,809.00 |
1,811.75 |
S1 |
1,798.75 |
1,798.75 |
1,811.25 |
1,804.00 |
S2 |
1,783.75 |
1,783.75 |
1,808.75 |
|
S3 |
1,758.50 |
1,773.50 |
1,806.50 |
|
S4 |
1,733.25 |
1,748.25 |
1,799.50 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,959.25 |
1,938.25 |
1,827.50 |
|
R3 |
1,897.25 |
1,876.25 |
1,810.50 |
|
R2 |
1,835.25 |
1,835.25 |
1,804.75 |
|
R1 |
1,814.25 |
1,814.25 |
1,799.25 |
1,824.75 |
PP |
1,773.25 |
1,773.25 |
1,773.25 |
1,778.50 |
S1 |
1,752.25 |
1,752.25 |
1,787.75 |
1,762.75 |
S2 |
1,711.25 |
1,711.25 |
1,782.25 |
|
S3 |
1,649.25 |
1,690.25 |
1,776.50 |
|
S4 |
1,587.25 |
1,628.25 |
1,759.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.50 |
1,732.00 |
87.50 |
4.8% |
23.00 |
1.3% |
93% |
True |
False |
1,814,524 |
10 |
1,819.50 |
1,732.00 |
87.50 |
4.8% |
27.75 |
1.5% |
93% |
True |
False |
2,137,970 |
20 |
1,845.75 |
1,732.00 |
113.75 |
6.3% |
24.50 |
1.4% |
72% |
False |
False |
1,876,286 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
20.00 |
1.1% |
71% |
False |
False |
1,554,608 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
17.75 |
1.0% |
71% |
False |
False |
1,063,957 |
80 |
1,846.50 |
1,700.25 |
146.25 |
8.1% |
17.25 |
1.0% |
77% |
False |
False |
799,259 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
17.50 |
1.0% |
85% |
False |
False |
640,363 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.9% |
17.25 |
0.9% |
86% |
False |
False |
533,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,926.75 |
2.618 |
1,885.50 |
1.618 |
1,860.25 |
1.000 |
1,844.75 |
0.618 |
1,835.00 |
HIGH |
1,819.50 |
0.618 |
1,809.75 |
0.500 |
1,807.00 |
0.382 |
1,804.00 |
LOW |
1,794.25 |
0.618 |
1,778.75 |
1.000 |
1,769.00 |
1.618 |
1,753.50 |
2.618 |
1,728.25 |
4.250 |
1,687.00 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,811.25 |
1,805.25 |
PP |
1,809.00 |
1,797.00 |
S1 |
1,807.00 |
1,789.00 |
|