Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,823.75 |
1,833.50 |
9.75 |
0.5% |
1,793.00 |
High |
1,838.75 |
1,840.25 |
1.50 |
0.1% |
1,838.75 |
Low |
1,816.00 |
1,831.50 |
15.50 |
0.9% |
1,786.25 |
Close |
1,835.00 |
1,837.50 |
2.50 |
0.1% |
1,835.00 |
Range |
22.75 |
8.75 |
-14.00 |
-61.5% |
52.50 |
ATR |
22.58 |
21.59 |
-0.99 |
-4.4% |
0.00 |
Volume |
1,365,228 |
1,210,508 |
-154,720 |
-11.3% |
7,309,350 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.75 |
1,858.75 |
1,842.25 |
|
R3 |
1,854.00 |
1,850.00 |
1,840.00 |
|
R2 |
1,845.25 |
1,845.25 |
1,839.00 |
|
R1 |
1,841.25 |
1,841.25 |
1,838.25 |
1,843.25 |
PP |
1,836.50 |
1,836.50 |
1,836.50 |
1,837.50 |
S1 |
1,832.50 |
1,832.50 |
1,836.75 |
1,834.50 |
S2 |
1,827.75 |
1,827.75 |
1,836.00 |
|
S3 |
1,819.00 |
1,823.75 |
1,835.00 |
|
S4 |
1,810.25 |
1,815.00 |
1,832.75 |
|
|
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 |
1,840.25 |
1,794.25 |
46.00 |
2.5% |
18.75 |
1.0% |
94% |
True |
False |
1,474,259 |
10 |
1,840.25 |
1,732.00 |
108.25 |
5.9% |
20.25 |
1.1% |
97% |
True |
False |
1,700,495 |
20 |
1,844.00 |
1,732.00 |
112.00 |
6.1% |
25.00 |
1.4% |
94% |
False |
False |
1,907,104 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
19.25 |
1.0% |
92% |
False |
False |
1,497,772 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
18.25 |
1.0% |
92% |
False |
False |
1,157,049 |
80 |
1,846.50 |
1,728.75 |
117.75 |
6.4% |
17.50 |
0.9% |
92% |
False |
False |
869,140 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
17.50 |
1.0% |
96% |
False |
False |
696,355 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
17.25 |
0.9% |
96% |
False |
False |
580,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,877.50 |
2.618 |
1,863.25 |
1.618 |
1,854.50 |
1.000 |
1,849.00 |
0.618 |
1,845.75 |
HIGH |
1,840.25 |
0.618 |
1,837.00 |
0.500 |
1,836.00 |
0.382 |
1,834.75 |
LOW |
1,831.50 |
0.618 |
1,826.00 |
1.000 |
1,822.75 |
1.618 |
1,817.25 |
2.618 |
1,808.50 |
4.250 |
1,794.25 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,837.00 |
1,832.00 |
PP |
1,836.50 |
1,826.75 |
S1 |
1,836.00 |
1,821.25 |
|