Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,795.25 |
1,813.25 |
18.00 |
1.0% |
1,777.50 |
High |
1,819.50 |
1,823.25 |
3.75 |
0.2% |
1,794.00 |
Low |
1,794.25 |
1,811.25 |
17.00 |
0.9% |
1,732.00 |
Close |
1,813.50 |
1,817.00 |
3.50 |
0.2% |
1,793.50 |
Range |
25.25 |
12.00 |
-13.25 |
-52.5% |
62.00 |
ATR |
23.20 |
22.40 |
-0.80 |
-3.4% |
0.00 |
Volume |
1,764,385 |
1,385,941 |
-378,444 |
-21.4% |
11,511,618 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.25 |
1,847.00 |
1,823.50 |
|
R3 |
1,841.25 |
1,835.00 |
1,820.25 |
|
R2 |
1,829.25 |
1,829.25 |
1,819.25 |
|
R1 |
1,823.00 |
1,823.00 |
1,818.00 |
1,826.00 |
PP |
1,817.25 |
1,817.25 |
1,817.25 |
1,818.75 |
S1 |
1,811.00 |
1,811.00 |
1,816.00 |
1,814.00 |
S2 |
1,805.25 |
1,805.25 |
1,814.75 |
|
S3 |
1,793.25 |
1,799.00 |
1,813.75 |
|
S4 |
1,781.25 |
1,787.00 |
1,810.50 |
|
|
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 |
1,823.25 |
1,744.00 |
79.25 |
4.4% |
21.75 |
1.2% |
92% |
True |
False |
1,676,610 |
10 |
1,823.25 |
1,732.00 |
91.25 |
5.0% |
25.00 |
1.4% |
93% |
True |
False |
2,002,490 |
20 |
1,845.75 |
1,732.00 |
113.75 |
6.3% |
24.00 |
1.3% |
75% |
False |
False |
1,865,824 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
20.00 |
1.1% |
74% |
False |
False |
1,550,294 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
17.75 |
1.0% |
74% |
False |
False |
1,086,975 |
80 |
1,846.50 |
1,720.50 |
126.00 |
6.9% |
17.25 |
0.9% |
77% |
False |
False |
816,519 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
17.50 |
1.0% |
86% |
False |
False |
654,213 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.9% |
17.00 |
0.9% |
87% |
False |
False |
545,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.25 |
2.618 |
1,854.75 |
1.618 |
1,842.75 |
1.000 |
1,835.25 |
0.618 |
1,830.75 |
HIGH |
1,823.25 |
0.618 |
1,818.75 |
0.500 |
1,817.25 |
0.382 |
1,815.75 |
LOW |
1,811.25 |
0.618 |
1,803.75 |
1.000 |
1,799.25 |
1.618 |
1,791.75 |
2.618 |
1,779.75 |
4.250 |
1,760.25 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,817.25 |
1,813.00 |
PP |
1,817.25 |
1,808.75 |
S1 |
1,817.00 |
1,804.75 |
|