Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.0 |
1,323.0 |
12.0 |
0.9% |
1,318.6 |
High |
1,325.3 |
1,328.8 |
3.5 |
0.3% |
1,332.4 |
Low |
1,307.1 |
1,315.9 |
8.8 |
0.7% |
1,307.1 |
Close |
1,316.9 |
1,323.6 |
6.7 |
0.5% |
1,323.6 |
Range |
18.2 |
12.9 |
-5.3 |
-29.1% |
25.3 |
ATR |
18.8 |
18.4 |
-0.4 |
-2.2% |
0.0 |
Volume |
129,024 |
110,099 |
-18,925 |
-14.7% |
535,875 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.5 |
1,355.4 |
1,330.7 |
|
R3 |
1,348.6 |
1,342.5 |
1,327.1 |
|
R2 |
1,335.7 |
1,335.7 |
1,326.0 |
|
R1 |
1,329.6 |
1,329.6 |
1,324.8 |
1,332.7 |
PP |
1,322.8 |
1,322.8 |
1,322.8 |
1,324.3 |
S1 |
1,316.7 |
1,316.7 |
1,322.4 |
1,319.8 |
S2 |
1,309.9 |
1,309.9 |
1,321.2 |
|
S3 |
1,297.0 |
1,303.8 |
1,320.1 |
|
S4 |
1,284.1 |
1,290.9 |
1,316.5 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.9 |
1,385.6 |
1,337.5 |
|
R3 |
1,371.6 |
1,360.3 |
1,330.6 |
|
R2 |
1,346.3 |
1,346.3 |
1,328.2 |
|
R1 |
1,335.0 |
1,335.0 |
1,325.9 |
1,340.7 |
PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,323.9 |
S1 |
1,309.7 |
1,309.7 |
1,321.3 |
1,315.4 |
S2 |
1,295.7 |
1,295.7 |
1,319.0 |
|
S3 |
1,270.4 |
1,284.4 |
1,316.6 |
|
S4 |
1,245.1 |
1,259.1 |
1,309.7 |
|
|
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 |
1,299.9 |
32.5 |
2.5% |
17.4 |
1.3% |
73% |
False |
False |
137,306 |
10 |
1,332.4 |
1,255.5 |
76.9 |
5.8% |
16.7 |
1.3% |
89% |
False |
False |
130,954 |
20 |
1,332.4 |
1,237.5 |
94.9 |
7.2% |
18.6 |
1.4% |
91% |
False |
False |
116,636 |
40 |
1,332.4 |
1,182.3 |
150.1 |
11.3% |
18.2 |
1.4% |
94% |
False |
False |
65,725 |
60 |
1,332.4 |
1,182.3 |
150.1 |
11.3% |
19.9 |
1.5% |
94% |
False |
False |
45,305 |
80 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
18.9 |
1.4% |
79% |
False |
False |
34,649 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.8 |
1.5% |
79% |
False |
False |
27,988 |
120 |
1,416.0 |
1,182.3 |
233.7 |
17.7% |
20.4 |
1.5% |
60% |
False |
False |
23,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.6 |
2.618 |
1,362.6 |
1.618 |
1,349.7 |
1.000 |
1,341.7 |
0.618 |
1,336.8 |
HIGH |
1,328.8 |
0.618 |
1,323.9 |
0.500 |
1,322.4 |
0.382 |
1,320.8 |
LOW |
1,315.9 |
0.618 |
1,307.9 |
1.000 |
1,303.0 |
1.618 |
1,295.0 |
2.618 |
1,282.1 |
4.250 |
1,261.1 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,323.2 |
1,321.7 |
PP |
1,322.8 |
1,319.8 |
S1 |
1,322.4 |
1,318.0 |
|