Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,278.2 |
1,288.4 |
10.2 |
0.8% |
1,243.2 |
High |
1,293.9 |
1,296.2 |
2.3 |
0.2% |
1,273.2 |
Low |
1,277.2 |
1,285.1 |
7.9 |
0.6% |
1,241.2 |
Close |
1,290.2 |
1,295.1 |
4.9 |
0.4% |
1,263.3 |
Range |
16.7 |
11.1 |
-5.6 |
-33.5% |
32.0 |
ATR |
17.9 |
17.4 |
-0.5 |
-2.7% |
0.0 |
Volume |
2,096 |
3,232 |
1,136 |
54.2% |
9,537 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.4 |
1,321.4 |
1,301.2 |
|
R3 |
1,314.3 |
1,310.3 |
1,298.2 |
|
R2 |
1,303.2 |
1,303.2 |
1,297.1 |
|
R1 |
1,299.2 |
1,299.2 |
1,296.1 |
1,301.2 |
PP |
1,292.1 |
1,292.1 |
1,292.1 |
1,293.2 |
S1 |
1,288.1 |
1,288.1 |
1,294.1 |
1,290.1 |
S2 |
1,281.0 |
1,281.0 |
1,293.1 |
|
S3 |
1,269.9 |
1,277.0 |
1,292.0 |
|
S4 |
1,258.8 |
1,265.9 |
1,289.0 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.2 |
1,341.3 |
1,280.9 |
|
R3 |
1,323.2 |
1,309.3 |
1,272.1 |
|
R2 |
1,291.2 |
1,291.2 |
1,269.2 |
|
R1 |
1,277.3 |
1,277.3 |
1,266.2 |
1,284.3 |
PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,262.7 |
S1 |
1,245.3 |
1,245.3 |
1,260.4 |
1,252.3 |
S2 |
1,227.2 |
1,227.2 |
1,257.4 |
|
S3 |
1,195.2 |
1,213.3 |
1,254.5 |
|
S4 |
1,163.2 |
1,181.3 |
1,245.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,296.2 |
1,254.0 |
42.2 |
3.3% |
13.6 |
1.1% |
97% |
True |
False |
2,274 |
10 |
1,296.2 |
1,238.5 |
57.7 |
4.5% |
17.0 |
1.3% |
98% |
True |
False |
3,036 |
20 |
1,296.2 |
1,233.0 |
63.2 |
4.9% |
16.9 |
1.3% |
98% |
True |
False |
3,832 |
40 |
1,296.2 |
1,186.7 |
109.5 |
8.5% |
17.3 |
1.3% |
99% |
True |
False |
2,683 |
60 |
1,296.2 |
1,186.7 |
109.5 |
8.5% |
18.0 |
1.4% |
99% |
True |
False |
2,264 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.5% |
17.2 |
1.3% |
62% |
False |
False |
1,937 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.5% |
17.9 |
1.4% |
62% |
False |
False |
1,652 |
120 |
1,431.7 |
1,186.7 |
245.0 |
18.9% |
17.8 |
1.4% |
44% |
False |
False |
1,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.4 |
2.618 |
1,325.3 |
1.618 |
1,314.2 |
1.000 |
1,307.3 |
0.618 |
1,303.1 |
HIGH |
1,296.2 |
0.618 |
1,292.0 |
0.500 |
1,290.7 |
0.382 |
1,289.3 |
LOW |
1,285.1 |
0.618 |
1,278.2 |
1.000 |
1,274.0 |
1.618 |
1,267.1 |
2.618 |
1,256.0 |
4.250 |
1,237.9 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.6 |
1,290.3 |
PP |
1,292.1 |
1,285.6 |
S1 |
1,290.7 |
1,280.8 |
|