Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,326.0 |
1,336.4 |
10.4 |
0.8% |
1,318.9 |
High |
1,339.1 |
1,344.1 |
5.0 |
0.4% |
1,331.9 |
Low |
1,319.6 |
1,331.8 |
12.2 |
0.9% |
1,307.2 |
Close |
1,338.2 |
1,342.9 |
4.7 |
0.4% |
1,323.9 |
Range |
19.5 |
12.3 |
-7.2 |
-36.9% |
24.7 |
ATR |
17.4 |
17.0 |
-0.4 |
-2.1% |
0.0 |
Volume |
14,001 |
7,561 |
-6,440 |
-46.0% |
24,134 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.5 |
1,372.0 |
1,349.7 |
|
R3 |
1,364.2 |
1,359.7 |
1,346.3 |
|
R2 |
1,351.9 |
1,351.9 |
1,345.2 |
|
R1 |
1,347.4 |
1,347.4 |
1,344.0 |
1,349.7 |
PP |
1,339.6 |
1,339.6 |
1,339.6 |
1,340.7 |
S1 |
1,335.1 |
1,335.1 |
1,341.8 |
1,337.4 |
S2 |
1,327.3 |
1,327.3 |
1,340.6 |
|
S3 |
1,315.0 |
1,322.8 |
1,339.5 |
|
S4 |
1,302.7 |
1,310.5 |
1,336.1 |
|
|
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 |
1,344.1 |
1,307.2 |
36.9 |
2.7% |
15.0 |
1.1% |
97% |
True |
False |
8,175 |
10 |
1,344.1 |
1,277.2 |
66.9 |
5.0% |
15.8 |
1.2% |
98% |
True |
False |
5,915 |
20 |
1,344.1 |
1,238.5 |
105.6 |
7.9% |
16.6 |
1.2% |
99% |
True |
False |
4,903 |
40 |
1,344.1 |
1,186.7 |
157.4 |
11.7% |
16.8 |
1.3% |
99% |
True |
False |
3,896 |
60 |
1,344.1 |
1,186.7 |
157.4 |
11.7% |
18.2 |
1.4% |
99% |
True |
False |
2,961 |
80 |
1,360.0 |
1,186.7 |
173.3 |
12.9% |
17.4 |
1.3% |
90% |
False |
False |
2,539 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.1% |
17.6 |
1.3% |
89% |
False |
False |
2,157 |
120 |
1,412.0 |
1,186.7 |
225.3 |
16.8% |
17.9 |
1.3% |
69% |
False |
False |
1,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.4 |
2.618 |
1,376.3 |
1.618 |
1,364.0 |
1.000 |
1,356.4 |
0.618 |
1,351.7 |
HIGH |
1,344.1 |
0.618 |
1,339.4 |
0.500 |
1,338.0 |
0.382 |
1,336.5 |
LOW |
1,331.8 |
0.618 |
1,324.2 |
1.000 |
1,319.5 |
1.618 |
1,311.9 |
2.618 |
1,299.6 |
4.250 |
1,279.5 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,341.3 |
1,338.7 |
PP |
1,339.6 |
1,334.5 |
S1 |
1,338.0 |
1,330.3 |
|