Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,830.75 |
1,820.75 |
-10.00 |
-0.5% |
1,786.50 |
High |
1,837.50 |
1,833.00 |
-4.50 |
-0.2% |
1,831.75 |
Low |
1,816.75 |
1,810.50 |
-6.25 |
-0.3% |
1,779.50 |
Close |
1,818.50 |
1,829.25 |
10.75 |
0.6% |
1,828.00 |
Range |
20.75 |
22.50 |
1.75 |
8.4% |
52.25 |
ATR |
21.03 |
21.13 |
0.11 |
0.5% |
0.00 |
Volume |
5,490 |
7,246 |
1,756 |
32.0% |
41,533 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.75 |
1,883.00 |
1,841.50 |
|
R3 |
1,869.25 |
1,860.50 |
1,835.50 |
|
R2 |
1,846.75 |
1,846.75 |
1,833.50 |
|
R1 |
1,838.00 |
1,838.00 |
1,831.25 |
1,842.50 |
PP |
1,824.25 |
1,824.25 |
1,824.25 |
1,826.50 |
S1 |
1,815.50 |
1,815.50 |
1,827.25 |
1,820.00 |
S2 |
1,801.75 |
1,801.75 |
1,825.00 |
|
S3 |
1,779.25 |
1,793.00 |
1,823.00 |
|
S4 |
1,756.75 |
1,770.50 |
1,817.00 |
|
|
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% |
19.75 |
1.1% |
80% |
False |
False |
7,694 |
10 |
1,837.50 |
1,737.25 |
100.25 |
5.5% |
20.50 |
1.1% |
92% |
False |
False |
7,868 |
20 |
1,837.50 |
1,725.25 |
112.25 |
6.1% |
25.25 |
1.4% |
93% |
False |
False |
7,791 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.00 |
1.0% |
91% |
False |
False |
5,289 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.50 |
1.0% |
91% |
False |
False |
3,621 |
80 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
16.25 |
0.9% |
91% |
False |
False |
2,729 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
15.00 |
0.8% |
95% |
False |
False |
2,198 |
120 |
1,839.75 |
1,611.50 |
228.25 |
12.5% |
13.75 |
0.8% |
95% |
False |
False |
1,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.50 |
2.618 |
1,892.00 |
1.618 |
1,869.50 |
1.000 |
1,855.50 |
0.618 |
1,847.00 |
HIGH |
1,833.00 |
0.618 |
1,824.50 |
0.500 |
1,821.75 |
0.382 |
1,819.00 |
LOW |
1,810.50 |
0.618 |
1,796.50 |
1.000 |
1,788.00 |
1.618 |
1,774.00 |
2.618 |
1,751.50 |
4.250 |
1,715.00 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,826.75 |
1,827.50 |
PP |
1,824.25 |
1,825.75 |
S1 |
1,821.75 |
1,824.00 |
|