Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,809.25 |
1,816.00 |
6.75 |
0.4% |
1,786.50 |
High |
1,820.00 |
1,831.75 |
11.75 |
0.6% |
1,831.75 |
Low |
1,795.50 |
1,809.75 |
14.25 |
0.8% |
1,779.50 |
Close |
1,817.25 |
1,828.00 |
10.75 |
0.6% |
1,828.00 |
Range |
24.50 |
22.00 |
-2.50 |
-10.2% |
52.25 |
ATR |
22.01 |
22.01 |
0.00 |
0.0% |
0.00 |
Volume |
13,151 |
5,985 |
-7,166 |
-54.5% |
41,533 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.25 |
1,880.50 |
1,840.00 |
|
R3 |
1,867.25 |
1,858.50 |
1,834.00 |
|
R2 |
1,845.25 |
1,845.25 |
1,832.00 |
|
R1 |
1,836.50 |
1,836.50 |
1,830.00 |
1,841.00 |
PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,825.25 |
S1 |
1,814.50 |
1,814.50 |
1,826.00 |
1,819.00 |
S2 |
1,801.25 |
1,801.25 |
1,824.00 |
|
S3 |
1,779.25 |
1,792.50 |
1,822.00 |
|
S4 |
1,757.25 |
1,770.50 |
1,816.00 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.75 |
1,951.25 |
1,856.75 |
|
R3 |
1,917.50 |
1,899.00 |
1,842.25 |
|
R2 |
1,865.25 |
1,865.25 |
1,837.50 |
|
R1 |
1,846.75 |
1,846.75 |
1,832.75 |
1,856.00 |
PP |
1,813.00 |
1,813.00 |
1,813.00 |
1,817.75 |
S1 |
1,794.50 |
1,794.50 |
1,823.25 |
1,803.75 |
S2 |
1,760.75 |
1,760.75 |
1,818.50 |
|
S3 |
1,708.50 |
1,742.25 |
1,813.75 |
|
S4 |
1,656.25 |
1,690.00 |
1,799.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,831.75 |
1,779.50 |
52.25 |
2.9% |
18.50 |
1.0% |
93% |
True |
False |
8,306 |
10 |
1,831.75 |
1,725.25 |
106.50 |
5.8% |
24.00 |
1.3% |
96% |
True |
False |
8,337 |
20 |
1,837.25 |
1,725.25 |
112.00 |
6.1% |
24.75 |
1.4% |
92% |
False |
False |
7,287 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.50 |
1.1% |
90% |
False |
False |
4,851 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.50 |
1.0% |
90% |
False |
False |
3,302 |
80 |
1,839.75 |
1,723.25 |
116.50 |
6.4% |
15.75 |
0.9% |
90% |
False |
False |
2,488 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
14.75 |
0.8% |
94% |
False |
False |
2,010 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
13.50 |
0.7% |
95% |
False |
False |
1,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.25 |
2.618 |
1,889.25 |
1.618 |
1,867.25 |
1.000 |
1,853.75 |
0.618 |
1,845.25 |
HIGH |
1,831.75 |
0.618 |
1,823.25 |
0.500 |
1,820.75 |
0.382 |
1,818.25 |
LOW |
1,809.75 |
0.618 |
1,796.25 |
1.000 |
1,787.75 |
1.618 |
1,774.25 |
2.618 |
1,752.25 |
4.250 |
1,716.25 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,825.50 |
1,823.25 |
PP |
1,823.25 |
1,818.50 |
S1 |
1,820.75 |
1,813.50 |
|