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 |
3,676.25 |
3,683.50 |
7.25 |
0.2% |
3,650.50 |
High |
3,689.25 |
3,694.50 |
5.25 |
0.1% |
3,678.25 |
Low |
3,661.75 |
3,656.00 |
-5.75 |
-0.2% |
3,632.75 |
Close |
3,681.25 |
3,666.25 |
-15.00 |
-0.4% |
3,657.25 |
Range |
27.50 |
38.50 |
11.00 |
40.0% |
45.50 |
ATR |
39.35 |
39.28 |
-0.06 |
-0.2% |
0.00 |
Volume |
1,139 |
408 |
-731 |
-64.2% |
2,174 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,787.75 |
3,765.50 |
3,687.50 |
|
R3 |
3,749.25 |
3,727.00 |
3,676.75 |
|
R2 |
3,710.75 |
3,710.75 |
3,673.25 |
|
R1 |
3,688.50 |
3,688.50 |
3,669.75 |
3,680.50 |
PP |
3,672.25 |
3,672.25 |
3,672.25 |
3,668.25 |
S1 |
3,650.00 |
3,650.00 |
3,662.75 |
3,642.00 |
S2 |
3,633.75 |
3,633.75 |
3,659.25 |
|
S3 |
3,595.25 |
3,611.50 |
3,655.75 |
|
S4 |
3,556.75 |
3,573.00 |
3,645.00 |
|
|
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 |
3,694.50 |
3,632.75 |
61.75 |
1.7% |
34.00 |
0.9% |
54% |
True |
False |
929 |
10 |
3,694.50 |
3,591.50 |
103.00 |
2.8% |
32.50 |
0.9% |
73% |
True |
False |
768 |
20 |
3,694.50 |
3,408.00 |
286.50 |
7.8% |
44.75 |
1.2% |
90% |
True |
False |
678 |
40 |
3,694.50 |
3,408.00 |
286.50 |
7.8% |
38.75 |
1.1% |
90% |
True |
False |
375 |
60 |
3,694.50 |
3,408.00 |
286.50 |
7.8% |
29.50 |
0.8% |
90% |
True |
False |
251 |
80 |
3,694.50 |
3,307.00 |
387.50 |
10.6% |
22.75 |
0.6% |
93% |
True |
False |
189 |
100 |
3,694.50 |
3,119.75 |
574.75 |
15.7% |
19.00 |
0.5% |
95% |
True |
False |
151 |
120 |
3,694.50 |
3,108.25 |
586.25 |
16.0% |
15.75 |
0.4% |
95% |
True |
False |
126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,858.00 |
2.618 |
3,795.25 |
1.618 |
3,756.75 |
1.000 |
3,733.00 |
0.618 |
3,718.25 |
HIGH |
3,694.50 |
0.618 |
3,679.75 |
0.500 |
3,675.25 |
0.382 |
3,670.75 |
LOW |
3,656.00 |
0.618 |
3,632.25 |
1.000 |
3,617.50 |
1.618 |
3,593.75 |
2.618 |
3,555.25 |
4.250 |
3,492.50 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,675.25 |
3,671.50 |
PP |
3,672.25 |
3,669.75 |
S1 |
3,669.25 |
3,668.00 |
|