Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,325.5 |
1,336.4 |
10.9 |
0.8% |
1,318.6 |
High |
1,339.2 |
1,343.8 |
4.6 |
0.3% |
1,332.4 |
Low |
1,318.7 |
1,331.2 |
12.5 |
0.9% |
1,307.1 |
Close |
1,338.0 |
1,342.7 |
4.7 |
0.4% |
1,323.6 |
Range |
20.5 |
12.6 |
-7.9 |
-38.5% |
25.3 |
ATR |
18.5 |
18.1 |
-0.4 |
-2.3% |
0.0 |
Volume |
129,769 |
125,978 |
-3,791 |
-2.9% |
535,875 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.0 |
1,372.5 |
1,349.6 |
|
R3 |
1,364.4 |
1,359.9 |
1,346.2 |
|
R2 |
1,351.8 |
1,351.8 |
1,345.0 |
|
R1 |
1,347.3 |
1,347.3 |
1,343.9 |
1,349.6 |
PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,340.4 |
S1 |
1,334.7 |
1,334.7 |
1,341.5 |
1,337.0 |
S2 |
1,326.6 |
1,326.6 |
1,340.4 |
|
S3 |
1,314.0 |
1,322.1 |
1,339.2 |
|
S4 |
1,301.4 |
1,309.5 |
1,335.8 |
|
|
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 |
1,343.8 |
1,307.1 |
36.7 |
2.7% |
15.7 |
1.2% |
97% |
True |
False |
121,425 |
10 |
1,343.8 |
1,273.5 |
70.3 |
5.2% |
17.0 |
1.3% |
98% |
True |
False |
133,449 |
20 |
1,343.8 |
1,237.5 |
106.3 |
7.9% |
18.0 |
1.3% |
99% |
True |
False |
124,372 |
40 |
1,343.8 |
1,182.3 |
161.5 |
12.0% |
18.5 |
1.4% |
99% |
True |
False |
72,027 |
60 |
1,343.8 |
1,182.3 |
161.5 |
12.0% |
19.8 |
1.5% |
99% |
True |
False |
49,404 |
80 |
1,360.6 |
1,182.3 |
178.3 |
13.3% |
19.0 |
1.4% |
90% |
False |
False |
37,817 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.3% |
19.4 |
1.4% |
90% |
False |
False |
30,533 |
120 |
1,414.1 |
1,182.3 |
231.8 |
17.3% |
20.3 |
1.5% |
69% |
False |
False |
25,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.4 |
2.618 |
1,376.8 |
1.618 |
1,364.2 |
1.000 |
1,356.4 |
0.618 |
1,351.6 |
HIGH |
1,343.8 |
0.618 |
1,339.0 |
0.500 |
1,337.5 |
0.382 |
1,336.0 |
LOW |
1,331.2 |
0.618 |
1,323.4 |
1.000 |
1,318.6 |
1.618 |
1,310.8 |
2.618 |
1,298.2 |
4.250 |
1,277.7 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,341.0 |
1,338.4 |
PP |
1,339.2 |
1,334.1 |
S1 |
1,337.5 |
1,329.9 |
|