Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,312.3 |
1,322.6 |
10.3 |
0.8% |
1,318.9 |
High |
1,325.0 |
1,328.9 |
3.9 |
0.3% |
1,331.9 |
Low |
1,307.2 |
1,316.4 |
9.2 |
0.7% |
1,307.2 |
Close |
1,317.1 |
1,323.9 |
6.8 |
0.5% |
1,323.9 |
Range |
17.8 |
12.5 |
-5.3 |
-29.8% |
24.7 |
ATR |
17.6 |
17.2 |
-0.4 |
-2.1% |
0.0 |
Volume |
3,486 |
11,713 |
8,227 |
236.0% |
24,134 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.6 |
1,354.7 |
1,330.8 |
|
R3 |
1,348.1 |
1,342.2 |
1,327.3 |
|
R2 |
1,335.6 |
1,335.6 |
1,326.2 |
|
R1 |
1,329.7 |
1,329.7 |
1,325.0 |
1,332.7 |
PP |
1,323.1 |
1,323.1 |
1,323.1 |
1,324.5 |
S1 |
1,317.2 |
1,317.2 |
1,322.8 |
1,320.2 |
S2 |
1,310.6 |
1,310.6 |
1,321.6 |
|
S3 |
1,298.1 |
1,304.7 |
1,320.5 |
|
S4 |
1,285.6 |
1,292.2 |
1,317.0 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.1 |
1,384.2 |
1,337.5 |
|
R3 |
1,370.4 |
1,359.5 |
1,330.7 |
|
R2 |
1,345.7 |
1,345.7 |
1,328.4 |
|
R1 |
1,334.8 |
1,334.8 |
1,326.2 |
1,340.3 |
PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,323.7 |
S1 |
1,310.1 |
1,310.1 |
1,321.6 |
1,315.6 |
S2 |
1,296.3 |
1,296.3 |
1,319.4 |
|
S3 |
1,271.6 |
1,285.4 |
1,317.1 |
|
S4 |
1,246.9 |
1,260.7 |
1,310.3 |
|
|
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 |
1,301.3 |
30.6 |
2.3% |
16.5 |
1.2% |
74% |
False |
False |
5,587 |
10 |
1,331.9 |
1,256.0 |
75.9 |
5.7% |
15.5 |
1.2% |
89% |
False |
False |
4,198 |
20 |
1,331.9 |
1,238.5 |
93.4 |
7.1% |
17.1 |
1.3% |
91% |
False |
False |
4,394 |
40 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
16.4 |
1.2% |
94% |
False |
False |
3,369 |
60 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
18.3 |
1.4% |
94% |
False |
False |
2,647 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
17.3 |
1.3% |
78% |
False |
False |
2,275 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
18.0 |
1.4% |
78% |
False |
False |
1,949 |
120 |
1,414.8 |
1,186.7 |
228.1 |
17.2% |
18.0 |
1.4% |
60% |
False |
False |
1,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.0 |
2.618 |
1,361.6 |
1.618 |
1,349.1 |
1.000 |
1,341.4 |
0.618 |
1,336.6 |
HIGH |
1,328.9 |
0.618 |
1,324.1 |
0.500 |
1,322.7 |
0.382 |
1,321.2 |
LOW |
1,316.4 |
0.618 |
1,308.7 |
1.000 |
1,303.9 |
1.618 |
1,296.2 |
2.618 |
1,283.7 |
4.250 |
1,263.3 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,323.5 |
1,322.0 |
PP |
1,323.1 |
1,320.0 |
S1 |
1,322.7 |
1,318.1 |
|