Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,612.00 |
3,623.25 |
11.25 |
0.3% |
3,514.00 |
High |
3,633.50 |
3,656.00 |
22.50 |
0.6% |
3,561.75 |
Low |
3,610.25 |
3,596.75 |
-13.50 |
-0.4% |
3,412.00 |
Close |
3,624.50 |
3,651.00 |
26.50 |
0.7% |
3,558.00 |
Range |
23.25 |
59.25 |
36.00 |
154.8% |
149.75 |
ATR |
49.91 |
50.58 |
0.67 |
1.3% |
0.00 |
Volume |
252,230 |
287,786 |
35,556 |
14.1% |
1,755,202 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,812.25 |
3,791.00 |
3,683.50 |
|
R3 |
3,753.00 |
3,731.75 |
3,667.25 |
|
R2 |
3,693.75 |
3,693.75 |
3,661.75 |
|
R1 |
3,672.50 |
3,672.50 |
3,656.50 |
3,683.00 |
PP |
3,634.50 |
3,634.50 |
3,634.50 |
3,640.00 |
S1 |
3,613.25 |
3,613.25 |
3,645.50 |
3,624.00 |
S2 |
3,575.25 |
3,575.25 |
3,640.25 |
|
S3 |
3,516.00 |
3,554.00 |
3,634.75 |
|
S4 |
3,456.75 |
3,494.75 |
3,618.50 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,959.75 |
3,908.75 |
3,640.25 |
|
R3 |
3,810.00 |
3,759.00 |
3,599.25 |
|
R2 |
3,660.25 |
3,660.25 |
3,585.50 |
|
R1 |
3,609.25 |
3,609.25 |
3,571.75 |
3,634.75 |
PP |
3,510.50 |
3,510.50 |
3,510.50 |
3,523.50 |
S1 |
3,459.50 |
3,459.50 |
3,544.25 |
3,485.00 |
S2 |
3,360.75 |
3,360.75 |
3,530.50 |
|
S3 |
3,211.00 |
3,309.75 |
3,516.75 |
|
S4 |
3,061.25 |
3,160.00 |
3,475.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,656.00 |
3,479.50 |
176.50 |
4.8% |
48.75 |
1.3% |
97% |
True |
False |
272,558 |
10 |
3,656.00 |
3,412.00 |
244.00 |
6.7% |
54.75 |
1.5% |
98% |
True |
False |
307,699 |
20 |
3,656.00 |
3,412.00 |
244.00 |
6.7% |
53.25 |
1.5% |
98% |
True |
False |
300,547 |
40 |
3,656.00 |
3,412.00 |
244.00 |
6.7% |
45.50 |
1.2% |
98% |
True |
False |
248,563 |
60 |
3,656.00 |
3,354.00 |
302.00 |
8.3% |
40.50 |
1.1% |
98% |
True |
False |
178,449 |
80 |
3,656.00 |
3,308.25 |
347.75 |
9.5% |
37.50 |
1.0% |
99% |
True |
False |
133,868 |
100 |
3,656.00 |
3,110.00 |
546.00 |
15.0% |
37.00 |
1.0% |
99% |
True |
False |
107,142 |
120 |
3,656.00 |
3,045.00 |
611.00 |
16.7% |
31.50 |
0.9% |
99% |
True |
False |
89,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,907.75 |
2.618 |
3,811.00 |
1.618 |
3,751.75 |
1.000 |
3,715.25 |
0.618 |
3,692.50 |
HIGH |
3,656.00 |
0.618 |
3,633.25 |
0.500 |
3,626.50 |
0.382 |
3,619.50 |
LOW |
3,596.75 |
0.618 |
3,560.25 |
1.000 |
3,537.50 |
1.618 |
3,501.00 |
2.618 |
3,441.75 |
4.250 |
3,345.00 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,642.75 |
3,639.75 |
PP |
3,634.50 |
3,628.50 |
S1 |
3,626.50 |
3,617.25 |
|