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 |
15,951 |
16,093 |
142 |
0.9% |
16,100 |
High |
16,066 |
16,095 |
29 |
0.2% |
16,143 |
Low |
15,893 |
16,006 |
113 |
0.7% |
15,893 |
Close |
16,032 |
16,026 |
-6 |
0.0% |
16,026 |
Range |
173 |
89 |
-84 |
-48.6% |
250 |
ATR |
160 |
155 |
-5 |
-3.2% |
0 |
Volume |
127 |
91 |
-36 |
-28.3% |
345 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,309 |
16,257 |
16,075 |
|
R3 |
16,220 |
16,168 |
16,051 |
|
R2 |
16,131 |
16,131 |
16,042 |
|
R1 |
16,079 |
16,079 |
16,034 |
16,061 |
PP |
16,042 |
16,042 |
16,042 |
16,033 |
S1 |
15,990 |
15,990 |
16,018 |
15,972 |
S2 |
15,953 |
15,953 |
16,010 |
|
S3 |
15,864 |
15,901 |
16,002 |
|
S4 |
15,775 |
15,812 |
15,977 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,771 |
16,648 |
16,164 |
|
R3 |
16,521 |
16,398 |
16,095 |
|
R2 |
16,271 |
16,271 |
16,072 |
|
R1 |
16,148 |
16,148 |
16,049 |
16,085 |
PP |
16,021 |
16,021 |
16,021 |
15,989 |
S1 |
15,898 |
15,898 |
16,003 |
15,835 |
S2 |
15,771 |
15,771 |
15,980 |
|
S3 |
15,521 |
15,648 |
15,957 |
|
S4 |
15,271 |
15,398 |
15,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,143 |
15,884 |
259 |
1.6% |
146 |
0.9% |
55% |
False |
False |
89 |
10 |
16,143 |
15,430 |
713 |
4.4% |
150 |
0.9% |
84% |
False |
False |
66 |
20 |
16,143 |
15,216 |
927 |
5.8% |
170 |
1.1% |
87% |
False |
False |
53 |
40 |
16,439 |
15,216 |
1,223 |
7.6% |
134 |
0.8% |
66% |
False |
False |
37 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
105 |
0.7% |
66% |
False |
False |
29 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
82 |
0.5% |
66% |
False |
False |
22 |
100 |
16,439 |
14,579 |
1,860 |
11.6% |
72 |
0.4% |
78% |
False |
False |
18 |
120 |
16,439 |
14,550 |
1,889 |
11.8% |
62 |
0.4% |
78% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,473 |
2.618 |
16,328 |
1.618 |
16,239 |
1.000 |
16,184 |
0.618 |
16,150 |
HIGH |
16,095 |
0.618 |
16,061 |
0.500 |
16,051 |
0.382 |
16,040 |
LOW |
16,006 |
0.618 |
15,951 |
1.000 |
15,917 |
1.618 |
15,862 |
2.618 |
15,773 |
4.250 |
15,628 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,051 |
16,023 |
PP |
16,042 |
16,021 |
S1 |
16,034 |
16,018 |
|