Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,806.50 |
1,809.25 |
2.75 |
0.2% |
1,772.00 |
High |
1,816.25 |
1,820.00 |
3.75 |
0.2% |
1,786.50 |
Low |
1,804.50 |
1,795.50 |
-9.00 |
-0.5% |
1,725.25 |
Close |
1,810.00 |
1,817.25 |
7.25 |
0.4% |
1,786.50 |
Range |
11.75 |
24.50 |
12.75 |
108.5% |
61.25 |
ATR |
21.82 |
22.01 |
0.19 |
0.9% |
0.00 |
Volume |
9,466 |
13,151 |
3,685 |
38.9% |
41,840 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.50 |
1,875.25 |
1,830.75 |
|
R3 |
1,860.00 |
1,850.75 |
1,824.00 |
|
R2 |
1,835.50 |
1,835.50 |
1,821.75 |
|
R1 |
1,826.25 |
1,826.25 |
1,819.50 |
1,831.00 |
PP |
1,811.00 |
1,811.00 |
1,811.00 |
1,813.25 |
S1 |
1,801.75 |
1,801.75 |
1,815.00 |
1,806.50 |
S2 |
1,786.50 |
1,786.50 |
1,812.75 |
|
S3 |
1,762.00 |
1,777.25 |
1,810.50 |
|
S4 |
1,737.50 |
1,752.75 |
1,803.75 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.75 |
1,929.50 |
1,820.25 |
|
R3 |
1,888.50 |
1,868.25 |
1,803.25 |
|
R2 |
1,827.25 |
1,827.25 |
1,797.75 |
|
R1 |
1,807.00 |
1,807.00 |
1,792.00 |
1,817.00 |
PP |
1,766.00 |
1,766.00 |
1,766.00 |
1,771.25 |
S1 |
1,745.75 |
1,745.75 |
1,781.00 |
1,756.00 |
S2 |
1,704.75 |
1,704.75 |
1,775.25 |
|
S3 |
1,643.50 |
1,684.50 |
1,769.75 |
|
S4 |
1,582.25 |
1,623.25 |
1,752.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,820.00 |
1,752.00 |
68.00 |
3.7% |
21.00 |
1.2% |
96% |
True |
False |
8,854 |
10 |
1,820.00 |
1,725.25 |
94.75 |
5.2% |
24.50 |
1.3% |
97% |
True |
False |
8,428 |
20 |
1,837.25 |
1,725.25 |
112.00 |
6.2% |
24.00 |
1.3% |
82% |
False |
False |
7,168 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.25 |
1.1% |
80% |
False |
False |
4,706 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.25 |
0.9% |
80% |
False |
False |
3,202 |
80 |
1,839.75 |
1,723.25 |
116.50 |
6.4% |
15.50 |
0.9% |
81% |
False |
False |
2,413 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
14.75 |
0.8% |
89% |
False |
False |
1,950 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
13.25 |
0.7% |
90% |
False |
False |
1,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,924.00 |
2.618 |
1,884.25 |
1.618 |
1,859.75 |
1.000 |
1,844.50 |
0.618 |
1,835.25 |
HIGH |
1,820.00 |
0.618 |
1,810.75 |
0.500 |
1,807.75 |
0.382 |
1,804.75 |
LOW |
1,795.50 |
0.618 |
1,780.25 |
1.000 |
1,771.00 |
1.618 |
1,755.75 |
2.618 |
1,731.25 |
4.250 |
1,691.50 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,814.00 |
1,812.75 |
PP |
1,811.00 |
1,808.25 |
S1 |
1,807.75 |
1,803.75 |
|