Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
16,100 |
16,012 |
-88 |
-0.5% |
15,671 |
High |
16,100 |
16,143 |
43 |
0.3% |
16,074 |
Low |
16,017 |
15,947 |
-70 |
-0.4% |
15,635 |
Close |
16,038 |
15,947 |
-91 |
-0.6% |
16,056 |
Range |
83 |
196 |
113 |
136.1% |
439 |
ATR |
156 |
159 |
3 |
1.8% |
0 |
Volume |
44 |
83 |
39 |
88.6% |
256 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,600 |
16,470 |
16,055 |
|
R3 |
16,404 |
16,274 |
16,001 |
|
R2 |
16,208 |
16,208 |
15,983 |
|
R1 |
16,078 |
16,078 |
15,965 |
16,045 |
PP |
16,012 |
16,012 |
16,012 |
15,996 |
S1 |
15,882 |
15,882 |
15,929 |
15,849 |
S2 |
15,816 |
15,816 |
15,911 |
|
S3 |
15,620 |
15,686 |
15,893 |
|
S4 |
15,424 |
15,490 |
15,839 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,239 |
17,086 |
16,298 |
|
R3 |
16,800 |
16,647 |
16,177 |
|
R2 |
16,361 |
16,361 |
16,137 |
|
R1 |
16,208 |
16,208 |
16,096 |
16,285 |
PP |
15,922 |
15,922 |
15,922 |
15,960 |
S1 |
15,769 |
15,769 |
16,016 |
15,846 |
S2 |
15,483 |
15,483 |
15,976 |
|
S3 |
15,044 |
15,330 |
15,935 |
|
S4 |
14,605 |
14,891 |
15,815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,143 |
15,755 |
388 |
2.4% |
144 |
0.9% |
49% |
True |
False |
53 |
10 |
16,143 |
15,233 |
910 |
5.7% |
156 |
1.0% |
78% |
True |
False |
51 |
20 |
16,250 |
15,216 |
1,034 |
6.5% |
168 |
1.1% |
71% |
False |
False |
44 |
40 |
16,439 |
15,216 |
1,223 |
7.7% |
129 |
0.8% |
60% |
False |
False |
34 |
60 |
16,439 |
15,216 |
1,223 |
7.7% |
101 |
0.6% |
60% |
False |
False |
25 |
80 |
16,439 |
15,216 |
1,223 |
7.7% |
79 |
0.5% |
60% |
False |
False |
19 |
100 |
16,439 |
14,579 |
1,860 |
11.7% |
70 |
0.4% |
74% |
False |
False |
16 |
120 |
16,439 |
14,550 |
1,889 |
11.8% |
59 |
0.4% |
74% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,976 |
2.618 |
16,656 |
1.618 |
16,460 |
1.000 |
16,339 |
0.618 |
16,264 |
HIGH |
16,143 |
0.618 |
16,068 |
0.500 |
16,045 |
0.382 |
16,022 |
LOW |
15,947 |
0.618 |
15,826 |
1.000 |
15,751 |
1.618 |
15,630 |
2.618 |
15,434 |
4.250 |
15,114 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,045 |
16,014 |
PP |
16,012 |
15,991 |
S1 |
15,980 |
15,969 |
|