Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,322.6 |
1,326.0 |
3.4 |
0.3% |
1,318.9 |
High |
1,328.9 |
1,339.1 |
10.2 |
0.8% |
1,331.9 |
Low |
1,316.4 |
1,319.6 |
3.2 |
0.2% |
1,307.2 |
Close |
1,323.9 |
1,338.2 |
14.3 |
1.1% |
1,323.9 |
Range |
12.5 |
19.5 |
7.0 |
56.0% |
24.7 |
ATR |
17.2 |
17.4 |
0.2 |
1.0% |
0.0 |
Volume |
11,713 |
14,001 |
2,288 |
19.5% |
24,134 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.8 |
1,384.0 |
1,348.9 |
|
R3 |
1,371.3 |
1,364.5 |
1,343.6 |
|
R2 |
1,351.8 |
1,351.8 |
1,341.8 |
|
R1 |
1,345.0 |
1,345.0 |
1,340.0 |
1,348.4 |
PP |
1,332.3 |
1,332.3 |
1,332.3 |
1,334.0 |
S1 |
1,325.5 |
1,325.5 |
1,336.4 |
1,328.9 |
S2 |
1,312.8 |
1,312.8 |
1,334.6 |
|
S3 |
1,293.3 |
1,306.0 |
1,332.8 |
|
S4 |
1,273.8 |
1,286.5 |
1,327.5 |
|
|
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 |
1,339.1 |
1,307.2 |
31.9 |
2.4% |
16.3 |
1.2% |
97% |
True |
False |
7,627 |
10 |
1,339.1 |
1,265.4 |
73.7 |
5.5% |
15.9 |
1.2% |
99% |
True |
False |
5,531 |
20 |
1,339.1 |
1,238.5 |
100.6 |
7.5% |
17.4 |
1.3% |
99% |
True |
False |
4,896 |
40 |
1,339.1 |
1,186.7 |
152.4 |
11.4% |
16.8 |
1.3% |
99% |
True |
False |
3,712 |
60 |
1,339.1 |
1,186.7 |
152.4 |
11.4% |
18.2 |
1.4% |
99% |
True |
False |
2,863 |
80 |
1,360.0 |
1,186.7 |
173.3 |
13.0% |
17.4 |
1.3% |
87% |
False |
False |
2,450 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.1% |
18.0 |
1.3% |
86% |
False |
False |
2,083 |
120 |
1,414.8 |
1,186.7 |
228.1 |
17.0% |
18.0 |
1.3% |
66% |
False |
False |
1,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.0 |
2.618 |
1,390.2 |
1.618 |
1,370.7 |
1.000 |
1,358.6 |
0.618 |
1,351.2 |
HIGH |
1,339.1 |
0.618 |
1,331.7 |
0.500 |
1,329.4 |
0.382 |
1,327.0 |
LOW |
1,319.6 |
0.618 |
1,307.5 |
1.000 |
1,300.1 |
1.618 |
1,288.0 |
2.618 |
1,268.5 |
4.250 |
1,236.7 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.3 |
1,333.2 |
PP |
1,332.3 |
1,328.2 |
S1 |
1,329.4 |
1,323.2 |
|