Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,844.75 |
1,847.50 |
2.75 |
0.1% |
1,833.50 |
High |
1,851.00 |
1,853.25 |
2.25 |
0.1% |
1,844.50 |
Low |
1,837.25 |
1,838.00 |
0.75 |
0.0% |
1,817.25 |
Close |
1,846.25 |
1,842.00 |
-4.25 |
-0.2% |
1,834.25 |
Range |
13.75 |
15.25 |
1.50 |
10.9% |
27.25 |
ATR |
20.85 |
20.45 |
-0.40 |
-1.9% |
0.00 |
Volume |
1,566,204 |
1,464,320 |
-101,884 |
-6.5% |
5,906,838 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.25 |
1,881.25 |
1,850.50 |
|
R3 |
1,875.00 |
1,866.00 |
1,846.25 |
|
R2 |
1,859.75 |
1,859.75 |
1,844.75 |
|
R1 |
1,850.75 |
1,850.75 |
1,843.50 |
1,847.50 |
PP |
1,844.50 |
1,844.50 |
1,844.50 |
1,842.75 |
S1 |
1,835.50 |
1,835.50 |
1,840.50 |
1,832.50 |
S2 |
1,829.25 |
1,829.25 |
1,839.25 |
|
S3 |
1,814.00 |
1,820.25 |
1,837.75 |
|
S4 |
1,798.75 |
1,805.00 |
1,833.50 |
|
|
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% |
63% |
False |
False |
1,513,618 |
10 |
1,856.75 |
1,802.25 |
54.50 |
3.0% |
18.00 |
1.0% |
73% |
False |
False |
1,494,609 |
20 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
22.75 |
1.2% |
88% |
False |
False |
1,816,289 |
40 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
20.50 |
1.1% |
88% |
False |
False |
1,606,606 |
60 |
1,856.75 |
1,732.00 |
124.75 |
6.8% |
18.75 |
1.0% |
88% |
False |
False |
1,311,878 |
80 |
1,856.75 |
1,729.50 |
127.25 |
6.9% |
17.75 |
1.0% |
88% |
False |
False |
985,534 |
100 |
1,856.75 |
1,633.50 |
223.25 |
12.1% |
18.00 |
1.0% |
93% |
False |
False |
789,474 |
120 |
1,856.75 |
1,626.50 |
230.25 |
12.5% |
17.25 |
0.9% |
94% |
False |
False |
658,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.00 |
2.618 |
1,893.25 |
1.618 |
1,878.00 |
1.000 |
1,868.50 |
0.618 |
1,862.75 |
HIGH |
1,853.25 |
0.618 |
1,847.50 |
0.500 |
1,845.50 |
0.382 |
1,843.75 |
LOW |
1,838.00 |
0.618 |
1,828.50 |
1.000 |
1,822.75 |
1.618 |
1,813.25 |
2.618 |
1,798.00 |
4.250 |
1,773.25 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,845.50 |
1,843.00 |
PP |
1,844.50 |
1,842.75 |
S1 |
1,843.25 |
1,842.25 |
|