Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.8 |
1,302.2 |
11.4 |
0.9% |
1,265.4 |
High |
1,303.0 |
1,321.5 |
18.5 |
1.4% |
1,321.5 |
Low |
1,286.2 |
1,299.9 |
13.7 |
1.1% |
1,264.7 |
Close |
1,300.1 |
1,318.6 |
18.5 |
1.4% |
1,318.6 |
Range |
16.8 |
21.6 |
4.8 |
28.6% |
56.8 |
ATR |
18.8 |
19.0 |
0.2 |
1.1% |
0.0 |
Volume |
126,045 |
150,659 |
24,614 |
19.5% |
637,646 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.1 |
1,370.0 |
1,330.5 |
|
R3 |
1,356.5 |
1,348.4 |
1,324.5 |
|
R2 |
1,334.9 |
1,334.9 |
1,322.6 |
|
R1 |
1,326.8 |
1,326.8 |
1,320.6 |
1,330.9 |
PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,315.4 |
S1 |
1,305.2 |
1,305.2 |
1,316.6 |
1,309.3 |
S2 |
1,291.7 |
1,291.7 |
1,314.6 |
|
S3 |
1,270.1 |
1,283.6 |
1,312.7 |
|
S4 |
1,248.5 |
1,262.0 |
1,306.7 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.0 |
1,452.1 |
1,349.8 |
|
R3 |
1,415.2 |
1,395.3 |
1,334.2 |
|
R2 |
1,358.4 |
1,358.4 |
1,329.0 |
|
R1 |
1,338.5 |
1,338.5 |
1,323.8 |
1,348.5 |
PP |
1,301.6 |
1,301.6 |
1,301.6 |
1,306.6 |
S1 |
1,281.7 |
1,281.7 |
1,313.4 |
1,291.7 |
S2 |
1,244.8 |
1,244.8 |
1,308.2 |
|
S3 |
1,188.0 |
1,224.9 |
1,303.0 |
|
S4 |
1,131.2 |
1,168.1 |
1,287.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.5 |
1,264.7 |
56.8 |
4.3% |
17.0 |
1.3% |
95% |
True |
False |
127,529 |
10 |
1,321.5 |
1,240.4 |
81.1 |
6.2% |
17.8 |
1.4% |
96% |
True |
False |
120,652 |
20 |
1,321.5 |
1,230.8 |
90.7 |
6.9% |
19.7 |
1.5% |
97% |
True |
False |
94,563 |
40 |
1,321.5 |
1,182.3 |
139.2 |
10.6% |
19.0 |
1.4% |
98% |
True |
False |
52,850 |
60 |
1,321.5 |
1,182.3 |
139.2 |
10.6% |
19.8 |
1.5% |
98% |
True |
False |
36,730 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.6% |
19.1 |
1.4% |
76% |
False |
False |
28,021 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.6% |
19.9 |
1.5% |
76% |
False |
False |
22,651 |
120 |
1,430.2 |
1,182.3 |
247.9 |
18.8% |
20.4 |
1.5% |
55% |
False |
False |
18,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.3 |
2.618 |
1,378.0 |
1.618 |
1,356.4 |
1.000 |
1,343.1 |
0.618 |
1,334.8 |
HIGH |
1,321.5 |
0.618 |
1,313.2 |
0.500 |
1,310.7 |
0.382 |
1,308.2 |
LOW |
1,299.9 |
0.618 |
1,286.6 |
1.000 |
1,278.3 |
1.618 |
1,265.0 |
2.618 |
1,243.4 |
4.250 |
1,208.1 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.0 |
1,313.3 |
PP |
1,313.3 |
1,308.0 |
S1 |
1,310.7 |
1,302.7 |
|