Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,685.75 |
3,691.25 |
5.50 |
0.1% |
3,660.00 |
High |
3,697.25 |
3,702.25 |
5.00 |
0.1% |
3,686.75 |
Low |
3,668.50 |
3,662.50 |
-6.00 |
-0.2% |
3,638.25 |
Close |
3,688.50 |
3,673.75 |
-14.75 |
-0.4% |
3,664.50 |
Range |
28.75 |
39.75 |
11.00 |
38.3% |
48.50 |
ATR |
43.77 |
43.49 |
-0.29 |
-0.7% |
0.00 |
Volume |
236,400 |
271,366 |
34,966 |
14.8% |
954,046 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,798.75 |
3,776.00 |
3,695.50 |
|
R3 |
3,759.00 |
3,736.25 |
3,684.75 |
|
R2 |
3,719.25 |
3,719.25 |
3,681.00 |
|
R1 |
3,696.50 |
3,696.50 |
3,677.50 |
3,688.00 |
PP |
3,679.50 |
3,679.50 |
3,679.50 |
3,675.25 |
S1 |
3,656.75 |
3,656.75 |
3,670.00 |
3,648.25 |
S2 |
3,639.75 |
3,639.75 |
3,666.50 |
|
S3 |
3,600.00 |
3,617.00 |
3,662.75 |
|
S4 |
3,560.25 |
3,577.25 |
3,652.00 |
|
|
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 |
3,702.25 |
3,638.25 |
64.00 |
1.7% |
36.00 |
1.0% |
55% |
True |
False |
234,132 |
10 |
3,702.25 |
3,596.75 |
105.50 |
2.9% |
35.75 |
1.0% |
73% |
True |
False |
242,102 |
20 |
3,702.25 |
3,412.00 |
290.25 |
7.9% |
48.00 |
1.3% |
90% |
True |
False |
283,502 |
40 |
3,702.25 |
3,412.00 |
290.25 |
7.9% |
45.75 |
1.2% |
90% |
True |
False |
260,762 |
60 |
3,702.25 |
3,412.00 |
290.25 |
7.9% |
41.25 |
1.1% |
90% |
True |
False |
209,712 |
80 |
3,702.25 |
3,308.25 |
394.00 |
10.7% |
38.25 |
1.0% |
93% |
True |
False |
157,364 |
100 |
3,702.25 |
3,110.00 |
592.25 |
16.1% |
37.75 |
1.0% |
95% |
True |
False |
125,922 |
120 |
3,702.25 |
3,110.00 |
592.25 |
16.1% |
33.50 |
0.9% |
95% |
True |
False |
104,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,871.25 |
2.618 |
3,806.25 |
1.618 |
3,766.50 |
1.000 |
3,742.00 |
0.618 |
3,726.75 |
HIGH |
3,702.25 |
0.618 |
3,687.00 |
0.500 |
3,682.50 |
0.382 |
3,677.75 |
LOW |
3,662.50 |
0.618 |
3,638.00 |
1.000 |
3,622.75 |
1.618 |
3,598.25 |
2.618 |
3,558.50 |
4.250 |
3,493.50 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,682.50 |
3,678.50 |
PP |
3,679.50 |
3,677.00 |
S1 |
3,676.50 |
3,675.50 |
|