Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,829.00 |
1,828.25 |
-0.75 |
0.0% |
1,827.25 |
High |
1,836.75 |
1,849.50 |
12.75 |
0.7% |
1,837.50 |
Low |
1,826.00 |
1,822.50 |
-3.50 |
-0.2% |
1,810.50 |
Close |
1,827.25 |
1,839.00 |
11.75 |
0.6% |
1,827.25 |
Range |
10.75 |
27.00 |
16.25 |
151.2% |
27.00 |
ATR |
20.39 |
20.86 |
0.47 |
2.3% |
0.00 |
Volume |
8,687 |
6,691 |
-1,996 |
-23.0% |
28,023 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.00 |
1,905.50 |
1,853.75 |
|
R3 |
1,891.00 |
1,878.50 |
1,846.50 |
|
R2 |
1,864.00 |
1,864.00 |
1,844.00 |
|
R1 |
1,851.50 |
1,851.50 |
1,841.50 |
1,857.75 |
PP |
1,837.00 |
1,837.00 |
1,837.00 |
1,840.00 |
S1 |
1,824.50 |
1,824.50 |
1,836.50 |
1,830.75 |
S2 |
1,810.00 |
1,810.00 |
1,834.00 |
|
S3 |
1,783.00 |
1,797.50 |
1,831.50 |
|
S4 |
1,756.00 |
1,770.50 |
1,824.25 |
|
|
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 |
1,849.50 |
1,810.50 |
39.00 |
2.1% |
18.00 |
1.0% |
73% |
True |
False |
6,942 |
10 |
1,849.50 |
1,779.50 |
70.00 |
3.8% |
18.25 |
1.0% |
85% |
True |
False |
7,624 |
20 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
23.25 |
1.3% |
92% |
True |
False |
8,128 |
40 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
19.75 |
1.1% |
92% |
True |
False |
5,600 |
60 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
17.75 |
1.0% |
92% |
True |
False |
3,876 |
80 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
16.50 |
0.9% |
92% |
True |
False |
2,920 |
100 |
1,849.50 |
1,631.50 |
218.00 |
11.9% |
15.25 |
0.8% |
95% |
True |
False |
2,352 |
120 |
1,849.50 |
1,619.25 |
230.25 |
12.5% |
14.00 |
0.8% |
95% |
True |
False |
1,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.25 |
2.618 |
1,920.25 |
1.618 |
1,893.25 |
1.000 |
1,876.50 |
0.618 |
1,866.25 |
HIGH |
1,849.50 |
0.618 |
1,839.25 |
0.500 |
1,836.00 |
0.382 |
1,832.75 |
LOW |
1,822.50 |
0.618 |
1,805.75 |
1.000 |
1,795.50 |
1.618 |
1,778.75 |
2.618 |
1,751.75 |
4.250 |
1,707.75 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,838.00 |
1,836.00 |
PP |
1,837.00 |
1,833.00 |
S1 |
1,836.00 |
1,830.00 |
|