Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,816.75 |
1,823.75 |
7.00 |
0.4% |
1,793.00 |
High |
1,827.00 |
1,838.75 |
11.75 |
0.6% |
1,838.75 |
Low |
1,802.25 |
1,816.00 |
13.75 |
0.8% |
1,786.25 |
Close |
1,824.25 |
1,835.00 |
10.75 |
0.6% |
1,835.00 |
Range |
24.75 |
22.75 |
-2.00 |
-8.1% |
52.50 |
ATR |
22.57 |
22.58 |
0.01 |
0.1% |
0.00 |
Volume |
1,645,236 |
1,365,228 |
-280,008 |
-17.0% |
7,309,350 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.25 |
1,889.25 |
1,847.50 |
|
R3 |
1,875.50 |
1,866.50 |
1,841.25 |
|
R2 |
1,852.75 |
1,852.75 |
1,839.25 |
|
R1 |
1,843.75 |
1,843.75 |
1,837.00 |
1,848.25 |
PP |
1,830.00 |
1,830.00 |
1,830.00 |
1,832.00 |
S1 |
1,821.00 |
1,821.00 |
1,833.00 |
1,825.50 |
S2 |
1,807.25 |
1,807.25 |
1,830.75 |
|
S3 |
1,784.50 |
1,798.25 |
1,828.75 |
|
S4 |
1,761.75 |
1,775.50 |
1,822.50 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.50 |
1,958.75 |
1,864.00 |
|
R3 |
1,925.00 |
1,906.25 |
1,849.50 |
|
R2 |
1,872.50 |
1,872.50 |
1,844.50 |
|
R1 |
1,853.75 |
1,853.75 |
1,839.75 |
1,863.00 |
PP |
1,820.00 |
1,820.00 |
1,820.00 |
1,824.75 |
S1 |
1,801.25 |
1,801.25 |
1,830.25 |
1,810.50 |
S2 |
1,767.50 |
1,767.50 |
1,825.50 |
|
S3 |
1,715.00 |
1,748.75 |
1,820.50 |
|
S4 |
1,662.50 |
1,696.25 |
1,806.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,838.75 |
1,786.25 |
52.50 |
2.9% |
19.00 |
1.0% |
93% |
True |
False |
1,461,870 |
10 |
1,838.75 |
1,732.00 |
106.75 |
5.8% |
24.50 |
1.3% |
96% |
True |
False |
1,882,096 |
20 |
1,844.00 |
1,732.00 |
112.00 |
6.1% |
25.25 |
1.4% |
92% |
False |
False |
1,905,718 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
20.00 |
1.1% |
90% |
False |
False |
1,535,068 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
18.25 |
1.0% |
90% |
False |
False |
1,136,972 |
80 |
1,846.50 |
1,728.75 |
117.75 |
6.4% |
17.50 |
1.0% |
90% |
False |
False |
854,054 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
17.75 |
1.0% |
95% |
False |
False |
684,276 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
17.25 |
0.9% |
95% |
False |
False |
570,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,935.50 |
2.618 |
1,898.25 |
1.618 |
1,875.50 |
1.000 |
1,861.50 |
0.618 |
1,852.75 |
HIGH |
1,838.75 |
0.618 |
1,830.00 |
0.500 |
1,827.50 |
0.382 |
1,824.75 |
LOW |
1,816.00 |
0.618 |
1,802.00 |
1.000 |
1,793.25 |
1.618 |
1,779.25 |
2.618 |
1,756.50 |
4.250 |
1,719.25 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,832.50 |
1,830.25 |
PP |
1,830.00 |
1,825.25 |
S1 |
1,827.50 |
1,820.50 |
|