Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,322.0 |
1,311.0 |
-11.0 |
-0.8% |
1,265.4 |
High |
1,323.0 |
1,325.3 |
2.3 |
0.2% |
1,321.5 |
Low |
1,308.9 |
1,307.1 |
-1.8 |
-0.1% |
1,264.7 |
Close |
1,320.4 |
1,316.9 |
-3.5 |
-0.3% |
1,318.6 |
Range |
14.1 |
18.2 |
4.1 |
29.1% |
56.8 |
ATR |
18.8 |
18.8 |
0.0 |
-0.2% |
0.0 |
Volume |
112,256 |
129,024 |
16,768 |
14.9% |
637,646 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.0 |
1,362.2 |
1,326.9 |
|
R3 |
1,352.8 |
1,344.0 |
1,321.9 |
|
R2 |
1,334.6 |
1,334.6 |
1,320.2 |
|
R1 |
1,325.8 |
1,325.8 |
1,318.6 |
1,330.2 |
PP |
1,316.4 |
1,316.4 |
1,316.4 |
1,318.7 |
S1 |
1,307.6 |
1,307.6 |
1,315.2 |
1,312.0 |
S2 |
1,298.2 |
1,298.2 |
1,313.6 |
|
S3 |
1,280.0 |
1,289.4 |
1,311.9 |
|
S4 |
1,261.8 |
1,271.2 |
1,306.9 |
|
|
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 |
1,286.2 |
46.2 |
3.5% |
18.2 |
1.4% |
66% |
False |
False |
140,496 |
10 |
1,332.4 |
1,252.5 |
79.9 |
6.1% |
16.9 |
1.3% |
81% |
False |
False |
128,734 |
20 |
1,332.4 |
1,230.8 |
101.6 |
7.7% |
19.7 |
1.5% |
85% |
False |
False |
113,316 |
40 |
1,332.4 |
1,182.3 |
150.1 |
11.4% |
18.2 |
1.4% |
90% |
False |
False |
63,131 |
60 |
1,332.4 |
1,182.3 |
150.1 |
11.4% |
19.8 |
1.5% |
90% |
False |
False |
43,644 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.6% |
19.0 |
1.4% |
75% |
False |
False |
33,278 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.6% |
19.9 |
1.5% |
75% |
False |
False |
26,897 |
120 |
1,419.2 |
1,182.3 |
236.9 |
18.0% |
20.4 |
1.5% |
57% |
False |
False |
22,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.7 |
2.618 |
1,372.9 |
1.618 |
1,354.7 |
1.000 |
1,343.5 |
0.618 |
1,336.5 |
HIGH |
1,325.3 |
0.618 |
1,318.3 |
0.500 |
1,316.2 |
0.382 |
1,314.1 |
LOW |
1,307.1 |
0.618 |
1,295.9 |
1.000 |
1,288.9 |
1.618 |
1,277.7 |
2.618 |
1,259.5 |
4.250 |
1,229.8 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.7 |
1,319.8 |
PP |
1,316.4 |
1,318.8 |
S1 |
1,316.2 |
1,317.9 |
|