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 |
3,667.25 |
3,658.75 |
-8.50 |
-0.2% |
3,650.50 |
High |
3,678.25 |
3,694.00 |
15.75 |
0.4% |
3,678.25 |
Low |
3,654.00 |
3,648.25 |
-5.75 |
-0.2% |
3,632.75 |
Close |
3,657.25 |
3,680.75 |
23.50 |
0.6% |
3,657.25 |
Range |
24.25 |
45.75 |
21.50 |
88.7% |
45.50 |
ATR |
39.83 |
40.26 |
0.42 |
1.1% |
0.00 |
Volume |
494 |
1,948 |
1,454 |
294.3% |
2,174 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,811.50 |
3,792.00 |
3,706.00 |
|
R3 |
3,765.75 |
3,746.25 |
3,693.25 |
|
R2 |
3,720.00 |
3,720.00 |
3,689.25 |
|
R1 |
3,700.50 |
3,700.50 |
3,685.00 |
3,710.25 |
PP |
3,674.25 |
3,674.25 |
3,674.25 |
3,679.25 |
S1 |
3,654.75 |
3,654.75 |
3,676.50 |
3,664.50 |
S2 |
3,628.50 |
3,628.50 |
3,672.25 |
|
S3 |
3,582.75 |
3,609.00 |
3,668.25 |
|
S4 |
3,537.00 |
3,563.25 |
3,655.50 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,792.50 |
3,770.50 |
3,682.25 |
|
R3 |
3,747.00 |
3,725.00 |
3,669.75 |
|
R2 |
3,701.50 |
3,701.50 |
3,665.50 |
|
R1 |
3,679.50 |
3,679.50 |
3,661.50 |
3,690.50 |
PP |
3,656.00 |
3,656.00 |
3,656.00 |
3,661.50 |
S1 |
3,634.00 |
3,634.00 |
3,653.00 |
3,645.00 |
S2 |
3,610.50 |
3,610.50 |
3,649.00 |
|
S3 |
3,565.00 |
3,588.50 |
3,644.75 |
|
S4 |
3,519.50 |
3,543.00 |
3,632.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,694.00 |
3,632.75 |
61.25 |
1.7% |
31.75 |
0.9% |
78% |
True |
False |
824 |
10 |
3,694.00 |
3,545.00 |
149.00 |
4.0% |
33.25 |
0.9% |
91% |
True |
False |
719 |
20 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
46.00 |
1.2% |
95% |
True |
False |
633 |
40 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
37.50 |
1.0% |
95% |
True |
False |
336 |
60 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
28.75 |
0.8% |
95% |
True |
False |
225 |
80 |
3,694.00 |
3,307.00 |
387.00 |
10.5% |
22.00 |
0.6% |
97% |
True |
False |
169 |
100 |
3,694.00 |
3,119.75 |
574.25 |
15.6% |
18.25 |
0.5% |
98% |
True |
False |
136 |
120 |
3,694.00 |
3,067.00 |
627.00 |
17.0% |
15.25 |
0.4% |
98% |
True |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,888.50 |
2.618 |
3,813.75 |
1.618 |
3,768.00 |
1.000 |
3,739.75 |
0.618 |
3,722.25 |
HIGH |
3,694.00 |
0.618 |
3,676.50 |
0.500 |
3,671.00 |
0.382 |
3,665.75 |
LOW |
3,648.25 |
0.618 |
3,620.00 |
1.000 |
3,602.50 |
1.618 |
3,574.25 |
2.618 |
3,528.50 |
4.250 |
3,453.75 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,677.50 |
3,675.00 |
PP |
3,674.25 |
3,669.25 |
S1 |
3,671.00 |
3,663.50 |
|