Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,816.00 |
1,827.25 |
11.25 |
0.6% |
1,786.50 |
High |
1,831.75 |
1,833.00 |
1.25 |
0.1% |
1,831.75 |
Low |
1,809.75 |
1,824.50 |
14.75 |
0.8% |
1,779.50 |
Close |
1,828.00 |
1,830.50 |
2.50 |
0.1% |
1,828.00 |
Range |
22.00 |
8.50 |
-13.50 |
-61.4% |
52.25 |
ATR |
22.01 |
21.05 |
-0.97 |
-4.4% |
0.00 |
Volume |
5,985 |
6,600 |
615 |
10.3% |
41,533 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.75 |
1,851.25 |
1,835.25 |
|
R3 |
1,846.25 |
1,842.75 |
1,832.75 |
|
R2 |
1,837.75 |
1,837.75 |
1,832.00 |
|
R1 |
1,834.25 |
1,834.25 |
1,831.25 |
1,836.00 |
PP |
1,829.25 |
1,829.25 |
1,829.25 |
1,830.25 |
S1 |
1,825.75 |
1,825.75 |
1,829.75 |
1,827.50 |
S2 |
1,820.75 |
1,820.75 |
1,829.00 |
|
S3 |
1,812.25 |
1,817.25 |
1,828.25 |
|
S4 |
1,803.75 |
1,808.75 |
1,825.75 |
|
|
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 |
1,833.00 |
1,787.50 |
45.50 |
2.5% |
18.25 |
1.0% |
95% |
True |
False |
8,346 |
10 |
1,833.00 |
1,725.25 |
107.75 |
5.9% |
19.75 |
1.1% |
98% |
True |
False |
8,298 |
20 |
1,837.25 |
1,725.25 |
112.00 |
6.1% |
24.50 |
1.3% |
94% |
False |
False |
7,457 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
18.75 |
1.0% |
92% |
False |
False |
5,009 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.50 |
1.0% |
92% |
False |
False |
3,410 |
80 |
1,839.75 |
1,723.25 |
116.50 |
6.4% |
15.75 |
0.9% |
92% |
False |
False |
2,570 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
14.75 |
0.8% |
96% |
False |
False |
2,075 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.6% |
13.50 |
0.7% |
96% |
False |
False |
1,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.00 |
2.618 |
1,855.25 |
1.618 |
1,846.75 |
1.000 |
1,841.50 |
0.618 |
1,838.25 |
HIGH |
1,833.00 |
0.618 |
1,829.75 |
0.500 |
1,828.75 |
0.382 |
1,827.75 |
LOW |
1,824.50 |
0.618 |
1,819.25 |
1.000 |
1,816.00 |
1.618 |
1,810.75 |
2.618 |
1,802.25 |
4.250 |
1,788.50 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,830.00 |
1,825.00 |
PP |
1,829.25 |
1,819.75 |
S1 |
1,828.75 |
1,814.25 |
|