Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,318.6 |
1,322.0 |
3.4 |
0.3% |
1,265.4 |
High |
1,332.4 |
1,323.0 |
-9.4 |
-0.7% |
1,321.5 |
Low |
1,312.3 |
1,308.9 |
-3.4 |
-0.3% |
1,264.7 |
Close |
1,324.4 |
1,320.4 |
-4.0 |
-0.3% |
1,318.6 |
Range |
20.1 |
14.1 |
-6.0 |
-29.9% |
56.8 |
ATR |
19.1 |
18.8 |
-0.3 |
-1.3% |
0.0 |
Volume |
184,496 |
112,256 |
-72,240 |
-39.2% |
637,646 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.7 |
1,354.2 |
1,328.2 |
|
R3 |
1,345.6 |
1,340.1 |
1,324.3 |
|
R2 |
1,331.5 |
1,331.5 |
1,323.0 |
|
R1 |
1,326.0 |
1,326.0 |
1,321.7 |
1,321.7 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,315.3 |
S1 |
1,311.9 |
1,311.9 |
1,319.1 |
1,307.6 |
S2 |
1,303.3 |
1,303.3 |
1,317.8 |
|
S3 |
1,289.2 |
1,297.8 |
1,316.5 |
|
S4 |
1,275.1 |
1,283.7 |
1,312.6 |
|
|
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 |
1,283.9 |
48.5 |
3.7% |
17.0 |
1.3% |
75% |
False |
False |
136,978 |
10 |
1,332.4 |
1,252.2 |
80.2 |
6.1% |
17.3 |
1.3% |
85% |
False |
False |
128,538 |
20 |
1,332.4 |
1,230.8 |
101.6 |
7.7% |
19.2 |
1.5% |
88% |
False |
False |
107,719 |
40 |
1,332.4 |
1,182.3 |
150.1 |
11.4% |
18.2 |
1.4% |
92% |
False |
False |
60,043 |
60 |
1,332.4 |
1,182.3 |
150.1 |
11.4% |
19.7 |
1.5% |
92% |
False |
False |
41,545 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.0 |
1.4% |
77% |
False |
False |
31,675 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.9 |
1.5% |
77% |
False |
False |
25,610 |
120 |
1,430.2 |
1,182.3 |
247.9 |
18.8% |
20.4 |
1.5% |
56% |
False |
False |
21,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.9 |
2.618 |
1,359.9 |
1.618 |
1,345.8 |
1.000 |
1,337.1 |
0.618 |
1,331.7 |
HIGH |
1,323.0 |
0.618 |
1,317.6 |
0.500 |
1,316.0 |
0.382 |
1,314.3 |
LOW |
1,308.9 |
0.618 |
1,300.2 |
1.000 |
1,294.8 |
1.618 |
1,286.1 |
2.618 |
1,272.0 |
4.250 |
1,249.0 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,318.9 |
1,319.0 |
PP |
1,317.4 |
1,317.6 |
S1 |
1,316.0 |
1,316.2 |
|