Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,665.75 |
3,685.75 |
20.00 |
0.5% |
3,660.00 |
High |
3,701.50 |
3,697.25 |
-4.25 |
-0.1% |
3,686.75 |
Low |
3,655.00 |
3,668.50 |
13.50 |
0.4% |
3,638.25 |
Close |
3,688.00 |
3,688.50 |
0.50 |
0.0% |
3,664.50 |
Range |
46.50 |
28.75 |
-17.75 |
-38.2% |
48.50 |
ATR |
44.93 |
43.77 |
-1.16 |
-2.6% |
0.00 |
Volume |
206,372 |
236,400 |
30,028 |
14.6% |
954,046 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,771.00 |
3,758.50 |
3,704.25 |
|
R3 |
3,742.25 |
3,729.75 |
3,696.50 |
|
R2 |
3,713.50 |
3,713.50 |
3,693.75 |
|
R1 |
3,701.00 |
3,701.00 |
3,691.25 |
3,707.25 |
PP |
3,684.75 |
3,684.75 |
3,684.75 |
3,688.00 |
S1 |
3,672.25 |
3,672.25 |
3,685.75 |
3,678.50 |
S2 |
3,656.00 |
3,656.00 |
3,683.25 |
|
S3 |
3,627.25 |
3,643.50 |
3,680.50 |
|
S4 |
3,598.50 |
3,614.75 |
3,672.75 |
|
|
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% |
34.75 |
0.9% |
79% |
False |
False |
235,329 |
10 |
3,701.50 |
3,578.50 |
123.00 |
3.3% |
36.50 |
1.0% |
89% |
False |
False |
239,951 |
20 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
48.50 |
1.3% |
96% |
False |
False |
284,835 |
40 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
45.25 |
1.2% |
96% |
False |
False |
256,348 |
60 |
3,701.50 |
3,412.00 |
289.50 |
7.8% |
41.00 |
1.1% |
96% |
False |
False |
205,211 |
80 |
3,701.50 |
3,308.25 |
393.25 |
10.7% |
38.25 |
1.0% |
97% |
False |
False |
153,973 |
100 |
3,701.50 |
3,110.00 |
591.50 |
16.0% |
37.50 |
1.0% |
98% |
False |
False |
123,209 |
120 |
3,701.50 |
3,110.00 |
591.50 |
16.0% |
33.25 |
0.9% |
98% |
False |
False |
102,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,819.50 |
2.618 |
3,772.50 |
1.618 |
3,743.75 |
1.000 |
3,726.00 |
0.618 |
3,715.00 |
HIGH |
3,697.25 |
0.618 |
3,686.25 |
0.500 |
3,683.00 |
0.382 |
3,679.50 |
LOW |
3,668.50 |
0.618 |
3,650.75 |
1.000 |
3,639.75 |
1.618 |
3,622.00 |
2.618 |
3,593.25 |
4.250 |
3,546.25 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,686.50 |
3,685.00 |
PP |
3,684.75 |
3,681.75 |
S1 |
3,683.00 |
3,678.25 |
|