Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,323.0 |
1,325.5 |
2.5 |
0.2% |
1,318.6 |
High |
1,328.8 |
1,339.2 |
10.4 |
0.8% |
1,332.4 |
Low |
1,315.9 |
1,318.7 |
2.8 |
0.2% |
1,307.1 |
Close |
1,323.6 |
1,338.0 |
14.4 |
1.1% |
1,323.6 |
Range |
12.9 |
20.5 |
7.6 |
58.9% |
25.3 |
ATR |
18.4 |
18.5 |
0.2 |
0.8% |
0.0 |
Volume |
110,099 |
129,769 |
19,670 |
17.9% |
535,875 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.5 |
1,386.2 |
1,349.3 |
|
R3 |
1,373.0 |
1,365.7 |
1,343.6 |
|
R2 |
1,352.5 |
1,352.5 |
1,341.8 |
|
R1 |
1,345.2 |
1,345.2 |
1,339.9 |
1,348.9 |
PP |
1,332.0 |
1,332.0 |
1,332.0 |
1,333.8 |
S1 |
1,324.7 |
1,324.7 |
1,336.1 |
1,328.4 |
S2 |
1,311.5 |
1,311.5 |
1,334.2 |
|
S3 |
1,291.0 |
1,304.2 |
1,332.4 |
|
S4 |
1,270.5 |
1,283.7 |
1,326.7 |
|
|
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 |
1,339.2 |
1,307.1 |
32.1 |
2.4% |
17.2 |
1.3% |
96% |
True |
False |
133,128 |
10 |
1,339.2 |
1,264.7 |
74.5 |
5.6% |
17.1 |
1.3% |
98% |
True |
False |
130,329 |
20 |
1,339.2 |
1,237.5 |
101.7 |
7.6% |
18.8 |
1.4% |
99% |
True |
False |
121,314 |
40 |
1,339.2 |
1,182.3 |
156.9 |
11.7% |
18.5 |
1.4% |
99% |
True |
False |
68,920 |
60 |
1,339.2 |
1,182.3 |
156.9 |
11.7% |
19.8 |
1.5% |
99% |
True |
False |
47,411 |
80 |
1,360.6 |
1,182.3 |
178.3 |
13.3% |
19.0 |
1.4% |
87% |
False |
False |
36,257 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.4% |
19.8 |
1.5% |
87% |
False |
False |
29,277 |
120 |
1,416.0 |
1,182.3 |
233.7 |
17.5% |
20.4 |
1.5% |
67% |
False |
False |
24,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.3 |
2.618 |
1,392.9 |
1.618 |
1,372.4 |
1.000 |
1,359.7 |
0.618 |
1,351.9 |
HIGH |
1,339.2 |
0.618 |
1,331.4 |
0.500 |
1,329.0 |
0.382 |
1,326.5 |
LOW |
1,318.7 |
0.618 |
1,306.0 |
1.000 |
1,298.2 |
1.618 |
1,285.5 |
2.618 |
1,265.0 |
4.250 |
1,231.6 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.0 |
1,333.1 |
PP |
1,332.0 |
1,328.1 |
S1 |
1,329.0 |
1,323.2 |
|