Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,827.25 |
1,830.75 |
3.50 |
0.2% |
1,786.50 |
High |
1,833.00 |
1,837.50 |
4.50 |
0.2% |
1,831.75 |
Low |
1,824.50 |
1,816.75 |
-7.75 |
-0.4% |
1,779.50 |
Close |
1,830.50 |
1,818.50 |
-12.00 |
-0.7% |
1,828.00 |
Range |
8.50 |
20.75 |
12.25 |
144.1% |
52.25 |
ATR |
21.05 |
21.03 |
-0.02 |
-0.1% |
0.00 |
Volume |
6,600 |
5,490 |
-1,110 |
-16.8% |
41,533 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.50 |
1,873.25 |
1,830.00 |
|
R3 |
1,865.75 |
1,852.50 |
1,824.25 |
|
R2 |
1,845.00 |
1,845.00 |
1,822.25 |
|
R1 |
1,831.75 |
1,831.75 |
1,820.50 |
1,828.00 |
PP |
1,824.25 |
1,824.25 |
1,824.25 |
1,822.50 |
S1 |
1,811.00 |
1,811.00 |
1,816.50 |
1,807.25 |
S2 |
1,803.50 |
1,803.50 |
1,814.75 |
|
S3 |
1,782.75 |
1,790.25 |
1,812.75 |
|
S4 |
1,762.00 |
1,769.50 |
1,807.00 |
|
|
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 |
1,837.50 |
1,795.50 |
42.00 |
2.3% |
17.50 |
1.0% |
55% |
True |
False |
8,138 |
10 |
1,837.50 |
1,725.25 |
112.25 |
6.2% |
20.00 |
1.1% |
83% |
True |
False |
7,797 |
20 |
1,837.50 |
1,725.25 |
112.25 |
6.2% |
24.50 |
1.4% |
83% |
True |
False |
7,608 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.00 |
1.0% |
81% |
False |
False |
5,126 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.50 |
1.0% |
81% |
False |
False |
3,501 |
80 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
16.00 |
0.9% |
81% |
False |
False |
2,639 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
15.00 |
0.8% |
90% |
False |
False |
2,129 |
120 |
1,839.75 |
1,611.50 |
228.25 |
12.6% |
13.50 |
0.7% |
91% |
False |
False |
1,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.75 |
2.618 |
1,891.75 |
1.618 |
1,871.00 |
1.000 |
1,858.25 |
0.618 |
1,850.25 |
HIGH |
1,837.50 |
0.618 |
1,829.50 |
0.500 |
1,827.00 |
0.382 |
1,824.75 |
LOW |
1,816.75 |
0.618 |
1,804.00 |
1.000 |
1,796.00 |
1.618 |
1,783.25 |
2.618 |
1,762.50 |
4.250 |
1,728.50 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,827.00 |
1,823.50 |
PP |
1,824.25 |
1,822.00 |
S1 |
1,821.50 |
1,820.25 |
|