Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,826.00 |
1,836.00 |
10.00 |
0.5% |
1,833.50 |
High |
1,840.25 |
1,844.00 |
3.75 |
0.2% |
1,844.50 |
Low |
1,817.25 |
1,832.75 |
15.50 |
0.9% |
1,817.25 |
Close |
1,836.25 |
1,834.25 |
-2.00 |
-0.1% |
1,834.25 |
Range |
23.00 |
11.25 |
-11.75 |
-51.1% |
27.25 |
ATR |
21.67 |
20.93 |
-0.74 |
-3.4% |
0.00 |
Volume |
1,608,588 |
1,316,655 |
-291,933 |
-18.1% |
5,906,838 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.75 |
1,863.75 |
1,840.50 |
|
R3 |
1,859.50 |
1,852.50 |
1,837.25 |
|
R2 |
1,848.25 |
1,848.25 |
1,836.25 |
|
R1 |
1,841.25 |
1,841.25 |
1,835.25 |
1,839.00 |
PP |
1,837.00 |
1,837.00 |
1,837.00 |
1,836.00 |
S1 |
1,830.00 |
1,830.00 |
1,833.25 |
1,828.00 |
S2 |
1,825.75 |
1,825.75 |
1,832.25 |
|
S3 |
1,814.50 |
1,818.75 |
1,831.25 |
|
S4 |
1,803.25 |
1,807.50 |
1,828.00 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.75 |
1,901.25 |
1,849.25 |
|
R3 |
1,886.50 |
1,874.00 |
1,841.75 |
|
R2 |
1,859.25 |
1,859.25 |
1,839.25 |
|
R1 |
1,846.75 |
1,846.75 |
1,836.75 |
1,853.00 |
PP |
1,832.00 |
1,832.00 |
1,832.00 |
1,835.00 |
S1 |
1,819.50 |
1,819.50 |
1,831.75 |
1,825.75 |
S2 |
1,804.75 |
1,804.75 |
1,829.25 |
|
S3 |
1,777.50 |
1,792.25 |
1,826.75 |
|
S4 |
1,750.25 |
1,765.00 |
1,819.25 |
|
|
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 |
1,816.00 |
28.50 |
1.6% |
17.50 |
0.9% |
64% |
False |
False |
1,454,413 |
10 |
1,844.50 |
1,758.25 |
86.25 |
4.7% |
19.50 |
1.1% |
88% |
False |
False |
1,556,110 |
20 |
1,844.50 |
1,732.00 |
112.50 |
6.1% |
25.00 |
1.4% |
91% |
False |
False |
1,937,582 |
40 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
19.75 |
1.1% |
89% |
False |
False |
1,524,936 |
60 |
1,846.50 |
1,732.00 |
114.50 |
6.2% |
18.25 |
1.0% |
89% |
False |
False |
1,235,114 |
80 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
17.75 |
1.0% |
90% |
False |
False |
927,664 |
100 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
17.75 |
1.0% |
94% |
False |
False |
743,196 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
17.25 |
0.9% |
95% |
False |
False |
619,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.75 |
2.618 |
1,873.50 |
1.618 |
1,862.25 |
1.000 |
1,855.25 |
0.618 |
1,851.00 |
HIGH |
1,844.00 |
0.618 |
1,839.75 |
0.500 |
1,838.50 |
0.382 |
1,837.00 |
LOW |
1,832.75 |
0.618 |
1,825.75 |
1.000 |
1,821.50 |
1.618 |
1,814.50 |
2.618 |
1,803.25 |
4.250 |
1,785.00 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,833.00 |
PP |
1,837.00 |
1,832.00 |
S1 |
1,835.50 |
1,831.00 |
|