Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,837.25 |
1,826.00 |
-11.25 |
-0.6% |
1,793.00 |
High |
1,844.50 |
1,840.25 |
-4.25 |
-0.2% |
1,838.75 |
Low |
1,823.25 |
1,817.25 |
-6.00 |
-0.3% |
1,786.25 |
Close |
1,825.50 |
1,836.25 |
10.75 |
0.6% |
1,835.00 |
Range |
21.25 |
23.00 |
1.75 |
8.2% |
52.50 |
ATR |
21.57 |
21.67 |
0.10 |
0.5% |
0.00 |
Volume |
1,771,087 |
1,608,588 |
-162,499 |
-9.2% |
7,309,350 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.25 |
1,891.25 |
1,849.00 |
|
R3 |
1,877.25 |
1,868.25 |
1,842.50 |
|
R2 |
1,854.25 |
1,854.25 |
1,840.50 |
|
R1 |
1,845.25 |
1,845.25 |
1,838.25 |
1,849.75 |
PP |
1,831.25 |
1,831.25 |
1,831.25 |
1,833.50 |
S1 |
1,822.25 |
1,822.25 |
1,834.25 |
1,826.75 |
S2 |
1,808.25 |
1,808.25 |
1,832.00 |
|
S3 |
1,785.25 |
1,799.25 |
1,830.00 |
|
S4 |
1,762.25 |
1,776.25 |
1,823.50 |
|
|
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 |
1,844.50 |
1,802.25 |
42.25 |
2.3% |
20.00 |
1.1% |
80% |
False |
False |
1,520,129 |
10 |
1,844.50 |
1,744.00 |
100.50 |
5.5% |
21.00 |
1.1% |
92% |
False |
False |
1,598,369 |
20 |
1,844.50 |
1,732.00 |
112.50 |
6.1% |
26.00 |
1.4% |
93% |
False |
False |
1,962,525 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
19.50 |
1.1% |
91% |
False |
False |
1,510,448 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
18.25 |
1.0% |
91% |
False |
False |
1,213,262 |
80 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
17.75 |
1.0% |
91% |
False |
False |
911,249 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
17.75 |
1.0% |
95% |
False |
False |
730,064 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
17.25 |
0.9% |
96% |
False |
False |
608,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.00 |
2.618 |
1,900.50 |
1.618 |
1,877.50 |
1.000 |
1,863.25 |
0.618 |
1,854.50 |
HIGH |
1,840.25 |
0.618 |
1,831.50 |
0.500 |
1,828.75 |
0.382 |
1,826.00 |
LOW |
1,817.25 |
0.618 |
1,803.00 |
1.000 |
1,794.25 |
1.618 |
1,780.00 |
2.618 |
1,757.00 |
4.250 |
1,719.50 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,833.75 |
1,834.50 |
PP |
1,831.25 |
1,832.75 |
S1 |
1,828.75 |
1,831.00 |
|