Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,838.25 |
1,840.25 |
2.00 |
0.1% |
1,827.25 |
High |
1,843.75 |
1,846.00 |
2.25 |
0.1% |
1,837.50 |
Low |
1,830.50 |
1,831.25 |
0.75 |
0.0% |
1,810.50 |
Close |
1,839.25 |
1,835.00 |
-4.25 |
-0.2% |
1,827.25 |
Range |
13.25 |
14.75 |
1.50 |
11.3% |
27.00 |
ATR |
20.32 |
19.92 |
-0.40 |
-2.0% |
0.00 |
Volume |
8,161 |
4,027 |
-4,134 |
-50.7% |
28,023 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.75 |
1,873.00 |
1,843.00 |
|
R3 |
1,867.00 |
1,858.25 |
1,839.00 |
|
R2 |
1,852.25 |
1,852.25 |
1,837.75 |
|
R1 |
1,843.50 |
1,843.50 |
1,836.25 |
1,840.50 |
PP |
1,837.50 |
1,837.50 |
1,837.50 |
1,836.00 |
S1 |
1,828.75 |
1,828.75 |
1,833.75 |
1,825.75 |
S2 |
1,822.75 |
1,822.75 |
1,832.25 |
|
S3 |
1,808.00 |
1,814.00 |
1,831.00 |
|
S4 |
1,793.25 |
1,799.25 |
1,827.00 |
|
|
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% |
17.75 |
1.0% |
63% |
False |
False |
6,962 |
10 |
1,849.50 |
1,795.50 |
54.00 |
2.9% |
17.50 |
1.0% |
73% |
False |
False |
7,550 |
20 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
22.25 |
1.2% |
88% |
False |
False |
7,787 |
40 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
20.00 |
1.1% |
88% |
False |
False |
5,887 |
60 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
18.00 |
1.0% |
88% |
False |
False |
4,077 |
80 |
1,849.50 |
1,725.25 |
124.25 |
6.8% |
16.50 |
0.9% |
88% |
False |
False |
3,072 |
100 |
1,849.50 |
1,631.50 |
218.00 |
11.9% |
15.50 |
0.8% |
93% |
False |
False |
2,472 |
120 |
1,849.50 |
1,629.25 |
220.25 |
12.0% |
14.25 |
0.8% |
93% |
False |
False |
2,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.75 |
2.618 |
1,884.50 |
1.618 |
1,869.75 |
1.000 |
1,860.75 |
0.618 |
1,855.00 |
HIGH |
1,846.00 |
0.618 |
1,840.25 |
0.500 |
1,838.50 |
0.382 |
1,837.00 |
LOW |
1,831.25 |
0.618 |
1,822.25 |
1.000 |
1,816.50 |
1.618 |
1,807.50 |
2.618 |
1,792.75 |
4.250 |
1,768.50 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,836.00 |
PP |
1,837.50 |
1,835.75 |
S1 |
1,836.25 |
1,835.25 |
|