Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,292.3 |
1,301.3 |
9.0 |
0.7% |
1,265.7 |
High |
1,302.8 |
1,321.6 |
18.8 |
1.4% |
1,321.6 |
Low |
1,286.3 |
1,301.3 |
15.0 |
1.2% |
1,265.4 |
Close |
1,300.3 |
1,318.8 |
18.5 |
1.4% |
1,318.8 |
Range |
16.5 |
20.3 |
3.8 |
23.0% |
56.2 |
ATR |
17.4 |
17.7 |
0.3 |
1.6% |
0.0 |
Volume |
4,330 |
3,801 |
-529 |
-12.2% |
17,176 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.8 |
1,367.1 |
1,330.0 |
|
R3 |
1,354.5 |
1,346.8 |
1,324.4 |
|
R2 |
1,334.2 |
1,334.2 |
1,322.5 |
|
R1 |
1,326.5 |
1,326.5 |
1,320.7 |
1,330.4 |
PP |
1,313.9 |
1,313.9 |
1,313.9 |
1,315.8 |
S1 |
1,306.2 |
1,306.2 |
1,316.9 |
1,310.1 |
S2 |
1,293.6 |
1,293.6 |
1,315.1 |
|
S3 |
1,273.3 |
1,285.9 |
1,313.2 |
|
S4 |
1,253.0 |
1,265.6 |
1,307.6 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.5 |
1,450.9 |
1,349.7 |
|
R3 |
1,414.3 |
1,394.7 |
1,334.3 |
|
R2 |
1,358.1 |
1,358.1 |
1,329.1 |
|
R1 |
1,338.5 |
1,338.5 |
1,324.0 |
1,348.3 |
PP |
1,301.9 |
1,301.9 |
1,301.9 |
1,306.9 |
S1 |
1,282.3 |
1,282.3 |
1,313.6 |
1,292.1 |
S2 |
1,245.7 |
1,245.7 |
1,308.5 |
|
S3 |
1,189.5 |
1,226.1 |
1,303.3 |
|
S4 |
1,133.3 |
1,169.9 |
1,287.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.6 |
1,265.4 |
56.2 |
4.3% |
15.4 |
1.2% |
95% |
True |
False |
3,435 |
10 |
1,321.6 |
1,241.2 |
80.4 |
6.1% |
16.3 |
1.2% |
97% |
True |
False |
2,671 |
20 |
1,321.6 |
1,233.0 |
88.6 |
6.7% |
18.0 |
1.4% |
97% |
True |
False |
3,862 |
40 |
1,321.6 |
1,186.7 |
134.9 |
10.2% |
17.2 |
1.3% |
98% |
True |
False |
2,853 |
60 |
1,321.6 |
1,186.7 |
134.9 |
10.2% |
18.2 |
1.4% |
98% |
True |
False |
2,318 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
17.4 |
1.3% |
75% |
False |
False |
2,031 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
17.9 |
1.4% |
75% |
False |
False |
1,725 |
120 |
1,431.7 |
1,186.7 |
245.0 |
18.6% |
17.8 |
1.4% |
54% |
False |
False |
1,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.9 |
2.618 |
1,374.7 |
1.618 |
1,354.4 |
1.000 |
1,341.9 |
0.618 |
1,334.1 |
HIGH |
1,321.6 |
0.618 |
1,313.8 |
0.500 |
1,311.5 |
0.382 |
1,309.1 |
LOW |
1,301.3 |
0.618 |
1,288.8 |
1.000 |
1,281.0 |
1.618 |
1,268.5 |
2.618 |
1,248.2 |
4.250 |
1,215.0 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.4 |
1,313.7 |
PP |
1,313.9 |
1,308.5 |
S1 |
1,311.5 |
1,303.4 |
|