Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,671.50 |
3,665.75 |
-5.75 |
-0.2% |
3,660.00 |
High |
3,686.75 |
3,701.50 |
14.75 |
0.4% |
3,686.75 |
Low |
3,660.75 |
3,655.00 |
-5.75 |
-0.2% |
3,638.25 |
Close |
3,664.50 |
3,688.00 |
23.50 |
0.6% |
3,664.50 |
Range |
26.00 |
46.50 |
20.50 |
78.8% |
48.50 |
ATR |
44.81 |
44.93 |
0.12 |
0.3% |
0.00 |
Volume |
186,798 |
206,372 |
19,574 |
10.5% |
954,046 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,821.00 |
3,801.00 |
3,713.50 |
|
R3 |
3,774.50 |
3,754.50 |
3,700.75 |
|
R2 |
3,728.00 |
3,728.00 |
3,696.50 |
|
R1 |
3,708.00 |
3,708.00 |
3,692.25 |
3,718.00 |
PP |
3,681.50 |
3,681.50 |
3,681.50 |
3,686.50 |
S1 |
3,661.50 |
3,661.50 |
3,683.75 |
3,671.50 |
S2 |
3,635.00 |
3,635.00 |
3,679.50 |
|
S3 |
3,588.50 |
3,615.00 |
3,675.25 |
|
S4 |
3,542.00 |
3,568.50 |
3,662.50 |
|
|
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 |
3,701.50 |
3,638.25 |
63.25 |
1.7% |
35.25 |
1.0% |
79% |
True |
False |
232,083 |
10 |
3,701.50 |
3,550.50 |
151.00 |
4.1% |
36.75 |
1.0% |
91% |
True |
False |
236,818 |
20 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
50.75 |
1.4% |
95% |
True |
False |
295,228 |
40 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
45.00 |
1.2% |
95% |
True |
False |
251,788 |
60 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
41.00 |
1.1% |
95% |
True |
False |
201,272 |
80 |
3,701.50 |
3,308.25 |
393.25 |
10.7% |
38.00 |
1.0% |
97% |
True |
False |
151,024 |
100 |
3,701.50 |
3,110.00 |
591.50 |
16.0% |
37.50 |
1.0% |
98% |
True |
False |
120,853 |
120 |
3,701.50 |
3,073.25 |
628.25 |
17.0% |
33.00 |
0.9% |
98% |
True |
False |
100,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.00 |
2.618 |
3,823.25 |
1.618 |
3,776.75 |
1.000 |
3,748.00 |
0.618 |
3,730.25 |
HIGH |
3,701.50 |
0.618 |
3,683.75 |
0.500 |
3,678.25 |
0.382 |
3,672.75 |
LOW |
3,655.00 |
0.618 |
3,626.25 |
1.000 |
3,608.50 |
1.618 |
3,579.75 |
2.618 |
3,533.25 |
4.250 |
3,457.50 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,684.75 |
3,682.00 |
PP |
3,681.50 |
3,676.00 |
S1 |
3,678.25 |
3,670.00 |
|