Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,836.00 |
1,835.25 |
-0.75 |
0.0% |
1,833.50 |
High |
1,844.00 |
1,856.75 |
12.75 |
0.7% |
1,844.50 |
Low |
1,832.75 |
1,829.25 |
-3.50 |
-0.2% |
1,817.25 |
Close |
1,834.25 |
1,846.00 |
11.75 |
0.6% |
1,834.25 |
Range |
11.25 |
27.50 |
16.25 |
144.4% |
27.25 |
ATR |
20.93 |
21.40 |
0.47 |
2.2% |
0.00 |
Volume |
1,316,655 |
1,612,323 |
295,668 |
22.5% |
5,906,838 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.50 |
1,913.75 |
1,861.00 |
|
R3 |
1,899.00 |
1,886.25 |
1,853.50 |
|
R2 |
1,871.50 |
1,871.50 |
1,851.00 |
|
R1 |
1,858.75 |
1,858.75 |
1,848.50 |
1,865.00 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,847.25 |
S1 |
1,831.25 |
1,831.25 |
1,843.50 |
1,837.50 |
S2 |
1,816.50 |
1,816.50 |
1,841.00 |
|
S3 |
1,789.00 |
1,803.75 |
1,838.50 |
|
S4 |
1,761.50 |
1,776.25 |
1,831.00 |
|
|
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 |
1,856.75 |
1,817.25 |
39.50 |
2.1% |
18.25 |
1.0% |
73% |
True |
False |
1,503,832 |
10 |
1,856.75 |
1,786.25 |
70.50 |
3.8% |
18.50 |
1.0% |
85% |
True |
False |
1,482,851 |
20 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
24.00 |
1.3% |
91% |
True |
False |
1,889,882 |
40 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
20.25 |
1.1% |
91% |
True |
False |
1,557,384 |
60 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
18.50 |
1.0% |
91% |
True |
False |
1,261,743 |
80 |
1,856.75 |
1,729.50 |
127.25 |
6.9% |
17.75 |
1.0% |
92% |
True |
False |
947,783 |
100 |
1,856.75 |
1,633.50 |
223.25 |
12.1% |
18.00 |
1.0% |
95% |
True |
False |
759,294 |
120 |
1,856.75 |
1,620.25 |
236.50 |
12.8% |
17.25 |
0.9% |
95% |
True |
False |
632,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.50 |
2.618 |
1,928.75 |
1.618 |
1,901.25 |
1.000 |
1,884.25 |
0.618 |
1,873.75 |
HIGH |
1,856.75 |
0.618 |
1,846.25 |
0.500 |
1,843.00 |
0.382 |
1,839.75 |
LOW |
1,829.25 |
0.618 |
1,812.25 |
1.000 |
1,801.75 |
1.618 |
1,784.75 |
2.618 |
1,757.25 |
4.250 |
1,712.50 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,845.00 |
1,843.00 |
PP |
1,844.00 |
1,840.00 |
S1 |
1,843.00 |
1,837.00 |
|