Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,813.25 |
1,816.75 |
3.50 |
0.2% |
1,777.50 |
High |
1,823.25 |
1,827.00 |
3.75 |
0.2% |
1,794.00 |
Low |
1,811.25 |
1,802.25 |
-9.00 |
-0.5% |
1,732.00 |
Close |
1,817.00 |
1,824.25 |
7.25 |
0.4% |
1,793.50 |
Range |
12.00 |
24.75 |
12.75 |
106.3% |
62.00 |
ATR |
22.40 |
22.57 |
0.17 |
0.7% |
0.00 |
Volume |
1,385,941 |
1,645,236 |
259,295 |
18.7% |
11,511,618 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.00 |
1,883.00 |
1,837.75 |
|
R3 |
1,867.25 |
1,858.25 |
1,831.00 |
|
R2 |
1,842.50 |
1,842.50 |
1,828.75 |
|
R1 |
1,833.50 |
1,833.50 |
1,826.50 |
1,838.00 |
PP |
1,817.75 |
1,817.75 |
1,817.75 |
1,820.00 |
S1 |
1,808.75 |
1,808.75 |
1,822.00 |
1,813.25 |
S2 |
1,793.00 |
1,793.00 |
1,819.75 |
|
S3 |
1,768.25 |
1,784.00 |
1,817.50 |
|
S4 |
1,743.50 |
1,759.25 |
1,810.75 |
|
|
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 |
1,827.00 |
1,758.25 |
68.75 |
3.8% |
21.50 |
1.2% |
96% |
True |
False |
1,657,808 |
10 |
1,827.00 |
1,732.00 |
95.00 |
5.2% |
25.00 |
1.4% |
97% |
True |
False |
1,984,556 |
20 |
1,844.00 |
1,732.00 |
112.00 |
6.1% |
24.50 |
1.3% |
82% |
False |
False |
1,885,081 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
19.75 |
1.1% |
81% |
False |
False |
1,546,594 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
18.00 |
1.0% |
81% |
False |
False |
1,114,318 |
80 |
1,846.50 |
1,728.50 |
118.00 |
6.5% |
17.25 |
0.9% |
81% |
False |
False |
837,062 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
17.50 |
1.0% |
90% |
False |
False |
670,657 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
17.00 |
0.9% |
90% |
False |
False |
558,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.25 |
2.618 |
1,891.75 |
1.618 |
1,867.00 |
1.000 |
1,851.75 |
0.618 |
1,842.25 |
HIGH |
1,827.00 |
0.618 |
1,817.50 |
0.500 |
1,814.50 |
0.382 |
1,811.75 |
LOW |
1,802.25 |
0.618 |
1,787.00 |
1.000 |
1,777.50 |
1.618 |
1,762.25 |
2.618 |
1,737.50 |
4.250 |
1,697.00 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,821.00 |
1,819.75 |
PP |
1,817.75 |
1,815.25 |
S1 |
1,814.50 |
1,810.50 |
|