Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,302.2 |
1,318.6 |
16.4 |
1.3% |
1,265.4 |
High |
1,321.5 |
1,332.4 |
10.9 |
0.8% |
1,321.5 |
Low |
1,299.9 |
1,312.3 |
12.4 |
1.0% |
1,264.7 |
Close |
1,318.6 |
1,324.4 |
5.8 |
0.4% |
1,318.6 |
Range |
21.6 |
20.1 |
-1.5 |
-6.9% |
56.8 |
ATR |
19.0 |
19.1 |
0.1 |
0.4% |
0.0 |
Volume |
150,659 |
184,496 |
33,837 |
22.5% |
637,646 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.3 |
1,374.0 |
1,335.5 |
|
R3 |
1,363.2 |
1,353.9 |
1,329.9 |
|
R2 |
1,343.1 |
1,343.1 |
1,328.1 |
|
R1 |
1,333.8 |
1,333.8 |
1,326.2 |
1,338.5 |
PP |
1,323.0 |
1,323.0 |
1,323.0 |
1,325.4 |
S1 |
1,313.7 |
1,313.7 |
1,322.6 |
1,318.4 |
S2 |
1,302.9 |
1,302.9 |
1,320.7 |
|
S3 |
1,282.8 |
1,293.6 |
1,318.9 |
|
S4 |
1,262.7 |
1,273.5 |
1,313.3 |
|
|
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 |
1,332.4 |
1,273.5 |
58.9 |
4.4% |
18.4 |
1.4% |
86% |
True |
False |
145,474 |
10 |
1,332.4 |
1,246.8 |
85.6 |
6.5% |
17.3 |
1.3% |
91% |
True |
False |
126,627 |
20 |
1,332.4 |
1,230.8 |
101.6 |
7.7% |
19.9 |
1.5% |
92% |
True |
False |
103,351 |
40 |
1,332.4 |
1,182.3 |
150.1 |
11.3% |
18.8 |
1.4% |
95% |
True |
False |
57,328 |
60 |
1,332.4 |
1,182.3 |
150.1 |
11.3% |
20.0 |
1.5% |
95% |
True |
False |
39,779 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
18.9 |
1.4% |
79% |
False |
False |
30,324 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.9 |
1.5% |
79% |
False |
False |
24,494 |
120 |
1,430.2 |
1,182.3 |
247.9 |
18.7% |
20.4 |
1.5% |
57% |
False |
False |
20,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.8 |
2.618 |
1,385.0 |
1.618 |
1,364.9 |
1.000 |
1,352.5 |
0.618 |
1,344.8 |
HIGH |
1,332.4 |
0.618 |
1,324.7 |
0.500 |
1,322.4 |
0.382 |
1,320.0 |
LOW |
1,312.3 |
0.618 |
1,299.9 |
1.000 |
1,292.2 |
1.618 |
1,279.8 |
2.618 |
1,259.7 |
4.250 |
1,226.9 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,323.7 |
1,319.4 |
PP |
1,323.0 |
1,314.3 |
S1 |
1,322.4 |
1,309.3 |
|