Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,654.50 |
3,671.50 |
17.00 |
0.5% |
3,660.00 |
High |
3,677.00 |
3,686.75 |
9.75 |
0.3% |
3,686.75 |
Low |
3,638.25 |
3,660.75 |
22.50 |
0.6% |
3,638.25 |
Close |
3,671.50 |
3,664.50 |
-7.00 |
-0.2% |
3,664.50 |
Range |
38.75 |
26.00 |
-12.75 |
-32.9% |
48.50 |
ATR |
46.25 |
44.81 |
-1.45 |
-3.1% |
0.00 |
Volume |
269,725 |
186,798 |
-82,927 |
-30.7% |
954,046 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.75 |
3,732.50 |
3,678.75 |
|
R3 |
3,722.75 |
3,706.50 |
3,671.75 |
|
R2 |
3,696.75 |
3,696.75 |
3,669.25 |
|
R1 |
3,680.50 |
3,680.50 |
3,667.00 |
3,675.50 |
PP |
3,670.75 |
3,670.75 |
3,670.75 |
3,668.25 |
S1 |
3,654.50 |
3,654.50 |
3,662.00 |
3,649.50 |
S2 |
3,644.75 |
3,644.75 |
3,659.75 |
|
S3 |
3,618.75 |
3,628.50 |
3,657.25 |
|
S4 |
3,592.75 |
3,602.50 |
3,650.25 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,808.75 |
3,785.00 |
3,691.25 |
|
R3 |
3,760.25 |
3,736.50 |
3,677.75 |
|
R2 |
3,711.75 |
3,711.75 |
3,673.50 |
|
R1 |
3,688.00 |
3,688.00 |
3,669.00 |
3,700.00 |
PP |
3,663.25 |
3,663.25 |
3,663.25 |
3,669.00 |
S1 |
3,639.50 |
3,639.50 |
3,660.00 |
3,651.50 |
S2 |
3,614.75 |
3,614.75 |
3,655.50 |
|
S3 |
3,566.25 |
3,591.00 |
3,651.25 |
|
S4 |
3,517.75 |
3,542.50 |
3,637.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,686.75 |
3,638.00 |
48.75 |
1.3% |
32.00 |
0.9% |
54% |
True |
False |
233,374 |
10 |
3,686.75 |
3,479.50 |
207.25 |
5.7% |
40.25 |
1.1% |
89% |
True |
False |
252,966 |
20 |
3,686.75 |
3,412.00 |
274.75 |
7.5% |
53.25 |
1.5% |
92% |
True |
False |
303,901 |
40 |
3,686.75 |
3,412.00 |
274.75 |
7.5% |
44.00 |
1.2% |
92% |
True |
False |
247,815 |
60 |
3,686.75 |
3,412.00 |
274.75 |
7.5% |
40.50 |
1.1% |
92% |
True |
False |
197,838 |
80 |
3,686.75 |
3,308.25 |
378.50 |
10.3% |
37.75 |
1.0% |
94% |
True |
False |
148,445 |
100 |
3,686.75 |
3,110.00 |
576.75 |
15.7% |
37.50 |
1.0% |
96% |
True |
False |
118,793 |
120 |
3,686.75 |
3,060.25 |
626.50 |
17.1% |
32.50 |
0.9% |
96% |
True |
False |
99,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,797.25 |
2.618 |
3,754.75 |
1.618 |
3,728.75 |
1.000 |
3,712.75 |
0.618 |
3,702.75 |
HIGH |
3,686.75 |
0.618 |
3,676.75 |
0.500 |
3,673.75 |
0.382 |
3,670.75 |
LOW |
3,660.75 |
0.618 |
3,644.75 |
1.000 |
3,634.75 |
1.618 |
3,618.75 |
2.618 |
3,592.75 |
4.250 |
3,550.25 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,673.75 |
3,663.75 |
PP |
3,670.75 |
3,663.25 |
S1 |
3,667.50 |
3,662.50 |
|