Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,828.25 |
1,838.25 |
10.00 |
0.5% |
1,827.25 |
High |
1,849.50 |
1,843.75 |
-5.75 |
-0.3% |
1,837.50 |
Low |
1,822.50 |
1,830.50 |
8.00 |
0.4% |
1,810.50 |
Close |
1,839.00 |
1,839.25 |
0.25 |
0.0% |
1,827.25 |
Range |
27.00 |
13.25 |
-13.75 |
-50.9% |
27.00 |
ATR |
20.86 |
20.32 |
-0.54 |
-2.6% |
0.00 |
Volume |
6,691 |
8,161 |
1,470 |
22.0% |
28,023 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.50 |
1,871.75 |
1,846.50 |
|
R3 |
1,864.25 |
1,858.50 |
1,843.00 |
|
R2 |
1,851.00 |
1,851.00 |
1,841.75 |
|
R1 |
1,845.25 |
1,845.25 |
1,840.50 |
1,848.00 |
PP |
1,837.75 |
1,837.75 |
1,837.75 |
1,839.25 |
S1 |
1,832.00 |
1,832.00 |
1,838.00 |
1,835.00 |
S2 |
1,824.50 |
1,824.50 |
1,836.75 |
|
S3 |
1,811.25 |
1,818.75 |
1,835.50 |
|
S4 |
1,798.00 |
1,805.50 |
1,832.00 |
|
|
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% |
18.75 |
1.0% |
74% |
False |
False |
7,255 |
10 |
1,849.50 |
1,787.50 |
62.00 |
3.4% |
18.50 |
1.0% |
83% |
False |
False |
7,800 |
20 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
22.75 |
1.2% |
92% |
False |
False |
8,039 |
40 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
19.75 |
1.1% |
92% |
False |
False |
5,796 |
60 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
18.00 |
1.0% |
92% |
False |
False |
4,011 |
80 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
16.50 |
0.9% |
92% |
False |
False |
3,022 |
100 |
1,849.50 |
1,631.50 |
218.00 |
11.9% |
15.50 |
0.8% |
95% |
False |
False |
2,434 |
120 |
1,849.50 |
1,629.25 |
220.25 |
12.0% |
14.25 |
0.8% |
95% |
False |
False |
2,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.00 |
2.618 |
1,878.50 |
1.618 |
1,865.25 |
1.000 |
1,857.00 |
0.618 |
1,852.00 |
HIGH |
1,843.75 |
0.618 |
1,838.75 |
0.500 |
1,837.00 |
0.382 |
1,835.50 |
LOW |
1,830.50 |
0.618 |
1,822.25 |
1.000 |
1,817.25 |
1.618 |
1,809.00 |
2.618 |
1,795.75 |
4.250 |
1,774.25 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,838.25 |
PP |
1,837.75 |
1,837.00 |
S1 |
1,837.00 |
1,836.00 |
|