Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,833.50 |
1,837.25 |
3.75 |
0.2% |
1,793.00 |
High |
1,840.25 |
1,844.50 |
4.25 |
0.2% |
1,838.75 |
Low |
1,831.50 |
1,823.25 |
-8.25 |
-0.5% |
1,786.25 |
Close |
1,837.50 |
1,825.50 |
-12.00 |
-0.7% |
1,835.00 |
Range |
8.75 |
21.25 |
12.50 |
142.9% |
52.50 |
ATR |
21.59 |
21.57 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,210,508 |
1,771,087 |
560,579 |
46.3% |
7,309,350 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.75 |
1,881.50 |
1,837.25 |
|
R3 |
1,873.50 |
1,860.25 |
1,831.25 |
|
R2 |
1,852.25 |
1,852.25 |
1,829.50 |
|
R1 |
1,839.00 |
1,839.00 |
1,827.50 |
1,835.00 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,829.00 |
S1 |
1,817.75 |
1,817.75 |
1,823.50 |
1,813.75 |
S2 |
1,809.75 |
1,809.75 |
1,821.50 |
|
S3 |
1,788.50 |
1,796.50 |
1,819.75 |
|
S4 |
1,767.25 |
1,775.25 |
1,813.75 |
|
|
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 |
1,844.50 |
1,802.25 |
42.25 |
2.3% |
18.00 |
1.0% |
55% |
True |
False |
1,475,600 |
10 |
1,844.50 |
1,732.00 |
112.50 |
6.2% |
20.50 |
1.1% |
83% |
True |
False |
1,645,062 |
20 |
1,844.50 |
1,732.00 |
112.50 |
6.2% |
25.25 |
1.4% |
83% |
True |
False |
1,929,175 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
19.50 |
1.1% |
82% |
False |
False |
1,504,136 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.3% |
18.25 |
1.0% |
82% |
False |
False |
1,186,510 |
80 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
17.50 |
1.0% |
82% |
False |
False |
891,188 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
17.75 |
1.0% |
90% |
False |
False |
714,033 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
17.00 |
0.9% |
91% |
False |
False |
595,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.75 |
2.618 |
1,900.25 |
1.618 |
1,879.00 |
1.000 |
1,865.75 |
0.618 |
1,857.75 |
HIGH |
1,844.50 |
0.618 |
1,836.50 |
0.500 |
1,834.00 |
0.382 |
1,831.25 |
LOW |
1,823.25 |
0.618 |
1,810.00 |
1.000 |
1,802.00 |
1.618 |
1,788.75 |
2.618 |
1,767.50 |
4.250 |
1,733.00 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,834.00 |
1,830.25 |
PP |
1,831.00 |
1,828.75 |
S1 |
1,828.25 |
1,827.00 |
|