Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,660.00 |
3,676.00 |
16.00 |
0.4% |
3,560.25 |
High |
3,684.75 |
3,679.50 |
-5.25 |
-0.1% |
3,668.00 |
Low |
3,654.00 |
3,645.25 |
-8.75 |
-0.2% |
3,550.50 |
Close |
3,675.00 |
3,654.50 |
-20.50 |
-0.6% |
3,661.00 |
Range |
30.75 |
34.25 |
3.50 |
11.4% |
117.50 |
ATR |
47.80 |
46.83 |
-0.97 |
-2.0% |
0.00 |
Volume |
220,169 |
277,354 |
57,185 |
26.0% |
1,207,766 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,762.50 |
3,742.75 |
3,673.25 |
|
R3 |
3,728.25 |
3,708.50 |
3,664.00 |
|
R2 |
3,694.00 |
3,694.00 |
3,660.75 |
|
R1 |
3,674.25 |
3,674.25 |
3,657.75 |
3,667.00 |
PP |
3,659.75 |
3,659.75 |
3,659.75 |
3,656.00 |
S1 |
3,640.00 |
3,640.00 |
3,651.25 |
3,632.75 |
S2 |
3,625.50 |
3,625.50 |
3,648.25 |
|
S3 |
3,591.25 |
3,605.75 |
3,645.00 |
|
S4 |
3,557.00 |
3,571.50 |
3,635.75 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,979.00 |
3,937.50 |
3,725.50 |
|
R3 |
3,861.50 |
3,820.00 |
3,693.25 |
|
R2 |
3,744.00 |
3,744.00 |
3,682.50 |
|
R1 |
3,702.50 |
3,702.50 |
3,671.75 |
3,723.25 |
PP |
3,626.50 |
3,626.50 |
3,626.50 |
3,637.00 |
S1 |
3,585.00 |
3,585.00 |
3,650.25 |
3,605.75 |
S2 |
3,509.00 |
3,509.00 |
3,639.50 |
|
S3 |
3,391.50 |
3,467.50 |
3,628.75 |
|
S4 |
3,274.00 |
3,350.00 |
3,596.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,684.75 |
3,596.75 |
88.00 |
2.4% |
35.50 |
1.0% |
66% |
False |
False |
250,073 |
10 |
3,684.75 |
3,412.00 |
272.75 |
7.5% |
44.00 |
1.2% |
89% |
False |
False |
269,782 |
20 |
3,684.75 |
3,412.00 |
272.75 |
7.5% |
54.00 |
1.5% |
89% |
False |
False |
304,628 |
40 |
3,684.75 |
3,412.00 |
272.75 |
7.5% |
44.25 |
1.2% |
89% |
False |
False |
244,022 |
60 |
3,684.75 |
3,356.00 |
328.75 |
9.0% |
40.50 |
1.1% |
91% |
False |
False |
190,262 |
80 |
3,684.75 |
3,308.25 |
376.50 |
10.3% |
37.75 |
1.0% |
92% |
False |
False |
142,740 |
100 |
3,684.75 |
3,110.00 |
574.75 |
15.7% |
37.25 |
1.0% |
95% |
False |
False |
114,240 |
120 |
3,684.75 |
3,055.00 |
629.75 |
17.2% |
32.00 |
0.9% |
95% |
False |
False |
95,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,825.00 |
2.618 |
3,769.25 |
1.618 |
3,735.00 |
1.000 |
3,713.75 |
0.618 |
3,700.75 |
HIGH |
3,679.50 |
0.618 |
3,666.50 |
0.500 |
3,662.50 |
0.382 |
3,658.25 |
LOW |
3,645.25 |
0.618 |
3,624.00 |
1.000 |
3,611.00 |
1.618 |
3,589.75 |
2.618 |
3,555.50 |
4.250 |
3,499.75 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,662.50 |
3,661.50 |
PP |
3,659.75 |
3,659.00 |
S1 |
3,657.00 |
3,656.75 |
|