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 |
16,128 |
16,132 |
4 |
0.0% |
16,100 |
High |
16,155 |
16,169 |
14 |
0.1% |
16,143 |
Low |
16,067 |
16,072 |
5 |
0.0% |
15,893 |
Close |
16,119 |
16,110 |
-9 |
-0.1% |
16,026 |
Range |
88 |
97 |
9 |
10.2% |
250 |
ATR |
154 |
150 |
-4 |
-2.6% |
0 |
Volume |
361 |
317 |
-44 |
-12.2% |
345 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,408 |
16,356 |
16,163 |
|
R3 |
16,311 |
16,259 |
16,137 |
|
R2 |
16,214 |
16,214 |
16,128 |
|
R1 |
16,162 |
16,162 |
16,119 |
16,140 |
PP |
16,117 |
16,117 |
16,117 |
16,106 |
S1 |
16,065 |
16,065 |
16,101 |
16,043 |
S2 |
16,020 |
16,020 |
16,092 |
|
S3 |
15,923 |
15,968 |
16,083 |
|
S4 |
15,826 |
15,871 |
16,057 |
|
|
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% |
132 |
0.8% |
69% |
False |
False |
229 |
10 |
16,207 |
15,755 |
452 |
2.8% |
138 |
0.9% |
79% |
False |
False |
141 |
20 |
16,207 |
15,216 |
991 |
6.2% |
167 |
1.0% |
90% |
False |
False |
95 |
40 |
16,439 |
15,216 |
1,223 |
7.6% |
140 |
0.9% |
73% |
False |
False |
59 |
60 |
16,439 |
15,216 |
1,223 |
7.6% |
111 |
0.7% |
73% |
False |
False |
44 |
80 |
16,439 |
15,216 |
1,223 |
7.6% |
86 |
0.5% |
73% |
False |
False |
34 |
100 |
16,439 |
14,579 |
1,860 |
11.5% |
75 |
0.5% |
82% |
False |
False |
27 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
64 |
0.4% |
82% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,581 |
2.618 |
16,423 |
1.618 |
16,326 |
1.000 |
16,266 |
0.618 |
16,229 |
HIGH |
16,169 |
0.618 |
16,132 |
0.500 |
16,121 |
0.382 |
16,109 |
LOW |
16,072 |
0.618 |
16,012 |
1.000 |
15,975 |
1.618 |
15,915 |
2.618 |
15,818 |
4.250 |
15,660 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,121 |
16,107 |
PP |
16,117 |
16,104 |
S1 |
16,114 |
16,101 |
|