Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,820.75 |
1,829.00 |
8.25 |
0.5% |
1,827.25 |
High |
1,833.00 |
1,836.75 |
3.75 |
0.2% |
1,837.50 |
Low |
1,810.50 |
1,826.00 |
15.50 |
0.9% |
1,810.50 |
Close |
1,829.25 |
1,827.25 |
-2.00 |
-0.1% |
1,827.25 |
Range |
22.50 |
10.75 |
-11.75 |
-52.2% |
27.00 |
ATR |
21.13 |
20.39 |
-0.74 |
-3.5% |
0.00 |
Volume |
7,246 |
8,687 |
1,441 |
19.9% |
28,023 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.25 |
1,855.50 |
1,833.25 |
|
R3 |
1,851.50 |
1,844.75 |
1,830.25 |
|
R2 |
1,840.75 |
1,840.75 |
1,829.25 |
|
R1 |
1,834.00 |
1,834.00 |
1,828.25 |
1,832.00 |
PP |
1,830.00 |
1,830.00 |
1,830.00 |
1,829.00 |
S1 |
1,823.25 |
1,823.25 |
1,826.25 |
1,821.25 |
S2 |
1,819.25 |
1,819.25 |
1,825.25 |
|
S3 |
1,808.50 |
1,812.50 |
1,824.25 |
|
S4 |
1,797.75 |
1,801.75 |
1,821.25 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.00 |
1,893.75 |
1,842.00 |
|
R3 |
1,879.00 |
1,866.75 |
1,834.75 |
|
R2 |
1,852.00 |
1,852.00 |
1,832.25 |
|
R1 |
1,839.75 |
1,839.75 |
1,829.75 |
1,840.75 |
PP |
1,825.00 |
1,825.00 |
1,825.00 |
1,825.50 |
S1 |
1,812.75 |
1,812.75 |
1,824.75 |
1,813.75 |
S2 |
1,798.00 |
1,798.00 |
1,822.25 |
|
S3 |
1,771.00 |
1,785.75 |
1,819.75 |
|
S4 |
1,744.00 |
1,758.75 |
1,812.50 |
|
|
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 |
1,809.75 |
27.75 |
1.5% |
17.00 |
0.9% |
63% |
False |
False |
6,801 |
10 |
1,837.50 |
1,752.00 |
85.50 |
4.7% |
19.00 |
1.0% |
88% |
False |
False |
7,828 |
20 |
1,837.50 |
1,725.25 |
112.25 |
6.1% |
24.50 |
1.3% |
91% |
False |
False |
8,078 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.25 |
1.0% |
89% |
False |
False |
5,458 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.50 |
1.0% |
89% |
False |
False |
3,765 |
80 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
16.25 |
0.9% |
89% |
False |
False |
2,836 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
15.25 |
0.8% |
94% |
False |
False |
2,285 |
120 |
1,839.75 |
1,611.50 |
228.25 |
12.5% |
14.00 |
0.8% |
95% |
False |
False |
1,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.50 |
2.618 |
1,865.00 |
1.618 |
1,854.25 |
1.000 |
1,847.50 |
0.618 |
1,843.50 |
HIGH |
1,836.75 |
0.618 |
1,832.75 |
0.500 |
1,831.50 |
0.382 |
1,830.00 |
LOW |
1,826.00 |
0.618 |
1,819.25 |
1.000 |
1,815.25 |
1.618 |
1,808.50 |
2.618 |
1,797.75 |
4.250 |
1,780.25 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,831.50 |
1,826.25 |
PP |
1,830.00 |
1,825.00 |
S1 |
1,828.50 |
1,824.00 |
|