Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,676.00 |
3,654.50 |
-21.50 |
-0.6% |
3,560.25 |
High |
3,679.50 |
3,677.00 |
-2.50 |
-0.1% |
3,668.00 |
Low |
3,645.25 |
3,638.25 |
-7.00 |
-0.2% |
3,550.50 |
Close |
3,654.50 |
3,671.50 |
17.00 |
0.5% |
3,661.00 |
Range |
34.25 |
38.75 |
4.50 |
13.1% |
117.50 |
ATR |
46.83 |
46.25 |
-0.58 |
-1.2% |
0.00 |
Volume |
277,354 |
269,725 |
-7,629 |
-2.8% |
1,207,766 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,778.50 |
3,763.75 |
3,692.75 |
|
R3 |
3,739.75 |
3,725.00 |
3,682.25 |
|
R2 |
3,701.00 |
3,701.00 |
3,678.50 |
|
R1 |
3,686.25 |
3,686.25 |
3,675.00 |
3,693.50 |
PP |
3,662.25 |
3,662.25 |
3,662.25 |
3,666.00 |
S1 |
3,647.50 |
3,647.50 |
3,668.00 |
3,655.00 |
S2 |
3,623.50 |
3,623.50 |
3,664.50 |
|
S3 |
3,584.75 |
3,608.75 |
3,660.75 |
|
S4 |
3,546.00 |
3,570.00 |
3,650.25 |
|
|
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% |
38.50 |
1.1% |
85% |
False |
False |
253,572 |
10 |
3,684.75 |
3,447.75 |
237.00 |
6.5% |
43.00 |
1.2% |
94% |
False |
False |
261,067 |
20 |
3,684.75 |
3,412.00 |
272.75 |
7.4% |
54.50 |
1.5% |
95% |
False |
False |
308,884 |
40 |
3,684.75 |
3,412.00 |
272.75 |
7.4% |
44.00 |
1.2% |
95% |
False |
False |
246,424 |
60 |
3,684.75 |
3,395.50 |
289.25 |
7.9% |
40.25 |
1.1% |
95% |
False |
False |
194,745 |
80 |
3,684.75 |
3,308.25 |
376.50 |
10.3% |
37.75 |
1.0% |
96% |
False |
False |
146,111 |
100 |
3,684.75 |
3,110.00 |
574.75 |
15.7% |
37.50 |
1.0% |
98% |
False |
False |
116,934 |
120 |
3,684.75 |
3,060.25 |
624.50 |
17.0% |
32.50 |
0.9% |
98% |
False |
False |
97,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,841.75 |
2.618 |
3,778.50 |
1.618 |
3,739.75 |
1.000 |
3,715.75 |
0.618 |
3,701.00 |
HIGH |
3,677.00 |
0.618 |
3,662.25 |
0.500 |
3,657.50 |
0.382 |
3,653.00 |
LOW |
3,638.25 |
0.618 |
3,614.25 |
1.000 |
3,599.50 |
1.618 |
3,575.50 |
2.618 |
3,536.75 |
4.250 |
3,473.50 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,667.00 |
3,668.25 |
PP |
3,662.25 |
3,664.75 |
S1 |
3,657.50 |
3,661.50 |
|