Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.6 |
1,312.3 |
-9.3 |
-0.7% |
1,265.7 |
High |
1,322.5 |
1,325.0 |
2.5 |
0.2% |
1,321.6 |
Low |
1,309.6 |
1,307.2 |
-2.4 |
-0.2% |
1,265.4 |
Close |
1,320.6 |
1,317.1 |
-3.5 |
-0.3% |
1,318.8 |
Range |
12.9 |
17.8 |
4.9 |
38.0% |
56.2 |
ATR |
17.5 |
17.6 |
0.0 |
0.1% |
0.0 |
Volume |
4,116 |
3,486 |
-630 |
-15.3% |
17,176 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.8 |
1,361.3 |
1,326.9 |
|
R3 |
1,352.0 |
1,343.5 |
1,322.0 |
|
R2 |
1,334.2 |
1,334.2 |
1,320.4 |
|
R1 |
1,325.7 |
1,325.7 |
1,318.7 |
1,330.0 |
PP |
1,316.4 |
1,316.4 |
1,316.4 |
1,318.6 |
S1 |
1,307.9 |
1,307.9 |
1,315.5 |
1,312.2 |
S2 |
1,298.6 |
1,298.6 |
1,313.8 |
|
S3 |
1,280.8 |
1,290.1 |
1,312.2 |
|
S4 |
1,263.0 |
1,272.3 |
1,307.3 |
|
|
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 |
1,331.9 |
1,286.3 |
45.6 |
3.5% |
17.3 |
1.3% |
68% |
False |
False |
4,110 |
10 |
1,331.9 |
1,254.0 |
77.9 |
5.9% |
15.4 |
1.2% |
81% |
False |
False |
3,192 |
20 |
1,331.9 |
1,233.0 |
98.9 |
7.5% |
18.1 |
1.4% |
85% |
False |
False |
3,928 |
40 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
16.4 |
1.2% |
90% |
False |
False |
3,108 |
60 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
18.1 |
1.4% |
90% |
False |
False |
2,480 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
17.3 |
1.3% |
74% |
False |
False |
2,163 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
18.0 |
1.4% |
74% |
False |
False |
1,836 |
120 |
1,415.7 |
1,186.7 |
229.0 |
17.4% |
17.9 |
1.4% |
57% |
False |
False |
1,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.7 |
2.618 |
1,371.6 |
1.618 |
1,353.8 |
1.000 |
1,342.8 |
0.618 |
1,336.0 |
HIGH |
1,325.0 |
0.618 |
1,318.2 |
0.500 |
1,316.1 |
0.382 |
1,314.0 |
LOW |
1,307.2 |
0.618 |
1,296.2 |
1.000 |
1,289.4 |
1.618 |
1,278.4 |
2.618 |
1,260.6 |
4.250 |
1,231.6 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.8 |
1,319.6 |
PP |
1,316.4 |
1,318.7 |
S1 |
1,316.1 |
1,317.9 |
|