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 |
16,093 |
15,995 |
-98 |
-0.6% |
16,100 |
High |
16,095 |
16,207 |
112 |
0.7% |
16,143 |
Low |
16,006 |
15,995 |
-11 |
-0.1% |
15,893 |
Close |
16,026 |
16,117 |
91 |
0.6% |
16,026 |
Range |
89 |
212 |
123 |
138.2% |
250 |
ATR |
155 |
159 |
4 |
2.6% |
0 |
Volume |
91 |
253 |
162 |
178.0% |
345 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,742 |
16,642 |
16,234 |
|
R3 |
16,530 |
16,430 |
16,175 |
|
R2 |
16,318 |
16,318 |
16,156 |
|
R1 |
16,218 |
16,218 |
16,137 |
16,268 |
PP |
16,106 |
16,106 |
16,106 |
16,132 |
S1 |
16,006 |
16,006 |
16,098 |
16,056 |
S2 |
15,894 |
15,894 |
16,078 |
|
S3 |
15,682 |
15,794 |
16,059 |
|
S4 |
15,470 |
15,582 |
16,001 |
|
|
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 |
16,207 |
15,893 |
314 |
1.9% |
151 |
0.9% |
71% |
True |
False |
119 |
10 |
16,207 |
15,635 |
572 |
3.5% |
147 |
0.9% |
84% |
True |
False |
85 |
20 |
16,207 |
15,216 |
991 |
6.1% |
168 |
1.0% |
91% |
True |
False |
65 |
40 |
16,439 |
15,216 |
1,223 |
7.6% |
137 |
0.9% |
74% |
False |
False |
43 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
109 |
0.7% |
74% |
False |
False |
33 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
84 |
0.5% |
74% |
False |
False |
25 |
100 |
16,439 |
14,579 |
1,860 |
11.5% |
74 |
0.5% |
83% |
False |
False |
20 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
63 |
0.4% |
83% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,108 |
2.618 |
16,762 |
1.618 |
16,550 |
1.000 |
16,419 |
0.618 |
16,338 |
HIGH |
16,207 |
0.618 |
16,126 |
0.500 |
16,101 |
0.382 |
16,076 |
LOW |
15,995 |
0.618 |
15,864 |
1.000 |
15,783 |
1.618 |
15,652 |
2.618 |
15,440 |
4.250 |
15,094 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,112 |
16,095 |
PP |
16,106 |
16,072 |
S1 |
16,101 |
16,050 |
|