Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,336.4 |
1,341.2 |
4.8 |
0.4% |
1,318.9 |
High |
1,344.1 |
1,345.9 |
1.8 |
0.1% |
1,331.9 |
Low |
1,331.8 |
1,322.8 |
-9.0 |
-0.7% |
1,307.2 |
Close |
1,342.9 |
1,328.3 |
-14.6 |
-1.1% |
1,323.9 |
Range |
12.3 |
23.1 |
10.8 |
87.8% |
24.7 |
ATR |
17.0 |
17.4 |
0.4 |
2.6% |
0.0 |
Volume |
7,561 |
3,815 |
-3,746 |
-49.5% |
24,134 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.6 |
1,388.1 |
1,341.0 |
|
R3 |
1,378.5 |
1,365.0 |
1,334.7 |
|
R2 |
1,355.4 |
1,355.4 |
1,332.5 |
|
R1 |
1,341.9 |
1,341.9 |
1,330.4 |
1,337.1 |
PP |
1,332.3 |
1,332.3 |
1,332.3 |
1,330.0 |
S1 |
1,318.8 |
1,318.8 |
1,326.2 |
1,314.0 |
S2 |
1,309.2 |
1,309.2 |
1,324.1 |
|
S3 |
1,286.1 |
1,295.7 |
1,321.9 |
|
S4 |
1,263.0 |
1,272.6 |
1,315.6 |
|
|
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 |
1,345.9 |
1,307.2 |
38.7 |
2.9% |
17.0 |
1.3% |
55% |
True |
False |
8,115 |
10 |
1,345.9 |
1,285.1 |
60.8 |
4.6% |
16.5 |
1.2% |
71% |
True |
False |
6,087 |
20 |
1,345.9 |
1,238.5 |
107.4 |
8.1% |
17.2 |
1.3% |
84% |
True |
False |
4,866 |
40 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
17.2 |
1.3% |
89% |
True |
False |
3,985 |
60 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
18.3 |
1.4% |
89% |
True |
False |
2,986 |
80 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
17.5 |
1.3% |
89% |
True |
False |
2,583 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
17.6 |
1.3% |
81% |
False |
False |
2,187 |
120 |
1,399.3 |
1,186.7 |
212.6 |
16.0% |
17.9 |
1.4% |
67% |
False |
False |
1,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.1 |
2.618 |
1,406.4 |
1.618 |
1,383.3 |
1.000 |
1,369.0 |
0.618 |
1,360.2 |
HIGH |
1,345.9 |
0.618 |
1,337.1 |
0.500 |
1,334.4 |
0.382 |
1,331.6 |
LOW |
1,322.8 |
0.618 |
1,308.5 |
1.000 |
1,299.7 |
1.618 |
1,285.4 |
2.618 |
1,262.3 |
4.250 |
1,224.6 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,334.4 |
1,332.8 |
PP |
1,332.3 |
1,331.3 |
S1 |
1,330.3 |
1,329.8 |
|