Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.4 |
1,341.3 |
4.9 |
0.4% |
1,318.6 |
High |
1,343.8 |
1,345.6 |
1.8 |
0.1% |
1,332.4 |
Low |
1,331.2 |
1,322.3 |
-8.9 |
-0.7% |
1,307.1 |
Close |
1,342.7 |
1,328.0 |
-14.7 |
-1.1% |
1,323.6 |
Range |
12.6 |
23.3 |
10.7 |
84.9% |
25.3 |
ATR |
18.1 |
18.5 |
0.4 |
2.1% |
0.0 |
Volume |
125,978 |
149,696 |
23,718 |
18.8% |
535,875 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.9 |
1,388.2 |
1,340.8 |
|
R3 |
1,378.6 |
1,364.9 |
1,334.4 |
|
R2 |
1,355.3 |
1,355.3 |
1,332.3 |
|
R1 |
1,341.6 |
1,341.6 |
1,330.1 |
1,336.8 |
PP |
1,332.0 |
1,332.0 |
1,332.0 |
1,329.6 |
S1 |
1,318.3 |
1,318.3 |
1,325.9 |
1,313.5 |
S2 |
1,308.7 |
1,308.7 |
1,323.7 |
|
S3 |
1,285.4 |
1,295.0 |
1,321.6 |
|
S4 |
1,262.1 |
1,271.7 |
1,315.2 |
|
|
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 |
1,345.6 |
1,307.1 |
38.5 |
2.9% |
17.5 |
1.3% |
54% |
True |
False |
128,913 |
10 |
1,345.6 |
1,283.9 |
61.7 |
4.6% |
17.3 |
1.3% |
71% |
True |
False |
132,946 |
20 |
1,345.6 |
1,237.5 |
108.1 |
8.1% |
18.5 |
1.4% |
84% |
True |
False |
127,715 |
40 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
18.8 |
1.4% |
89% |
True |
False |
75,632 |
60 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
19.9 |
1.5% |
89% |
True |
False |
51,689 |
80 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
19.0 |
1.4% |
89% |
True |
False |
39,683 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.2 |
1.4% |
81% |
False |
False |
32,020 |
120 |
1,391.6 |
1,182.3 |
209.3 |
15.8% |
20.3 |
1.5% |
70% |
False |
False |
26,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.6 |
2.618 |
1,406.6 |
1.618 |
1,383.3 |
1.000 |
1,368.9 |
0.618 |
1,360.0 |
HIGH |
1,345.6 |
0.618 |
1,336.7 |
0.500 |
1,334.0 |
0.382 |
1,331.2 |
LOW |
1,322.3 |
0.618 |
1,307.9 |
1.000 |
1,299.0 |
1.618 |
1,284.6 |
2.618 |
1,261.3 |
4.250 |
1,223.3 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,334.0 |
1,332.2 |
PP |
1,332.0 |
1,330.8 |
S1 |
1,330.0 |
1,329.4 |
|