Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.1 |
1,290.8 |
0.7 |
0.1% |
1,242.0 |
High |
1,296.4 |
1,303.0 |
6.6 |
0.5% |
1,274.5 |
Low |
1,283.9 |
1,286.2 |
2.3 |
0.2% |
1,240.4 |
Close |
1,295.0 |
1,300.1 |
5.1 |
0.4% |
1,262.9 |
Range |
12.5 |
16.8 |
4.3 |
34.4% |
34.1 |
ATR |
19.0 |
18.8 |
-0.2 |
-0.8% |
0.0 |
Volume |
111,438 |
126,045 |
14,607 |
13.1% |
568,879 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.8 |
1,340.3 |
1,309.3 |
|
R3 |
1,330.0 |
1,323.5 |
1,304.7 |
|
R2 |
1,313.2 |
1,313.2 |
1,303.2 |
|
R1 |
1,306.7 |
1,306.7 |
1,301.6 |
1,310.0 |
PP |
1,296.4 |
1,296.4 |
1,296.4 |
1,298.1 |
S1 |
1,289.9 |
1,289.9 |
1,298.6 |
1,293.2 |
S2 |
1,279.6 |
1,279.6 |
1,297.0 |
|
S3 |
1,262.8 |
1,273.1 |
1,295.5 |
|
S4 |
1,246.0 |
1,256.3 |
1,290.9 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.6 |
1,346.3 |
1,281.7 |
|
R3 |
1,327.5 |
1,312.2 |
1,272.3 |
|
R2 |
1,293.4 |
1,293.4 |
1,269.2 |
|
R1 |
1,278.1 |
1,278.1 |
1,266.0 |
1,285.8 |
PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,263.1 |
S1 |
1,244.0 |
1,244.0 |
1,259.8 |
1,251.7 |
S2 |
1,225.2 |
1,225.2 |
1,256.6 |
|
S3 |
1,191.1 |
1,209.9 |
1,253.5 |
|
S4 |
1,157.0 |
1,175.8 |
1,244.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,303.0 |
1,255.5 |
47.5 |
3.7% |
16.0 |
1.2% |
94% |
True |
False |
124,603 |
10 |
1,303.0 |
1,238.2 |
64.8 |
5.0% |
17.3 |
1.3% |
96% |
True |
False |
117,201 |
20 |
1,303.0 |
1,230.8 |
72.2 |
5.6% |
19.1 |
1.5% |
96% |
True |
False |
88,042 |
40 |
1,303.0 |
1,182.3 |
120.7 |
9.3% |
18.9 |
1.5% |
98% |
True |
False |
49,162 |
60 |
1,303.0 |
1,182.3 |
120.7 |
9.3% |
19.8 |
1.5% |
98% |
True |
False |
34,241 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.8% |
18.9 |
1.5% |
66% |
False |
False |
26,150 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.8% |
19.8 |
1.5% |
66% |
False |
False |
21,148 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.1% |
20.4 |
1.6% |
48% |
False |
False |
17,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.4 |
2.618 |
1,347.0 |
1.618 |
1,330.2 |
1.000 |
1,319.8 |
0.618 |
1,313.4 |
HIGH |
1,303.0 |
0.618 |
1,296.6 |
0.500 |
1,294.6 |
0.382 |
1,292.6 |
LOW |
1,286.2 |
0.618 |
1,275.8 |
1.000 |
1,269.4 |
1.618 |
1,259.0 |
2.618 |
1,242.2 |
4.250 |
1,214.8 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.3 |
1,296.2 |
PP |
1,296.4 |
1,292.2 |
S1 |
1,294.6 |
1,288.3 |
|