Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1,321.0 |
1,319.7 |
-1.3 |
-0.1% |
1,269.6 |
High |
1,330.7 |
1,322.0 |
-8.7 |
-0.7% |
1,321.0 |
Low |
1,313.2 |
1,309.5 |
-3.7 |
-0.3% |
1,269.1 |
Close |
1,325.0 |
1,320.9 |
-4.1 |
-0.3% |
1,319.3 |
Range |
17.5 |
12.5 |
-5.0 |
-28.6% |
51.9 |
ATR |
15.7 |
15.7 |
0.0 |
-0.1% |
0.0 |
Volume |
973 |
2,000 |
1,027 |
105.5% |
7,662 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.0 |
1,350.4 |
1,327.8 |
|
R3 |
1,342.5 |
1,337.9 |
1,324.3 |
|
R2 |
1,330.0 |
1,330.0 |
1,323.2 |
|
R1 |
1,325.4 |
1,325.4 |
1,322.0 |
1,327.7 |
PP |
1,317.5 |
1,317.5 |
1,317.5 |
1,318.6 |
S1 |
1,312.9 |
1,312.9 |
1,319.8 |
1,315.2 |
S2 |
1,305.0 |
1,305.0 |
1,318.6 |
|
S3 |
1,292.5 |
1,300.4 |
1,317.5 |
|
S4 |
1,280.0 |
1,287.9 |
1,314.0 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.8 |
1,441.0 |
1,347.8 |
|
R3 |
1,406.9 |
1,389.1 |
1,333.6 |
|
R2 |
1,355.0 |
1,355.0 |
1,328.8 |
|
R1 |
1,337.2 |
1,337.2 |
1,324.1 |
1,346.1 |
PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,307.6 |
S1 |
1,285.3 |
1,285.3 |
1,314.5 |
1,294.2 |
S2 |
1,251.2 |
1,251.2 |
1,309.8 |
|
S3 |
1,199.3 |
1,233.4 |
1,305.0 |
|
S4 |
1,147.4 |
1,181.5 |
1,290.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.7 |
1,288.0 |
42.7 |
3.2% |
14.0 |
1.1% |
77% |
False |
False |
1,695 |
10 |
1,330.7 |
1,254.7 |
76.0 |
5.8% |
13.7 |
1.0% |
87% |
False |
False |
1,321 |
20 |
1,330.7 |
1,234.6 |
96.1 |
7.3% |
14.5 |
1.1% |
90% |
False |
False |
1,728 |
40 |
1,330.7 |
1,187.2 |
143.5 |
10.9% |
12.2 |
0.9% |
93% |
False |
False |
1,188 |
60 |
1,330.7 |
1,187.2 |
143.5 |
10.9% |
12.9 |
1.0% |
93% |
False |
False |
900 |
80 |
1,359.7 |
1,187.2 |
172.5 |
13.1% |
11.4 |
0.9% |
78% |
False |
False |
772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.1 |
2.618 |
1,354.7 |
1.618 |
1,342.2 |
1.000 |
1,334.5 |
0.618 |
1,329.7 |
HIGH |
1,322.0 |
0.618 |
1,317.2 |
0.500 |
1,315.8 |
0.382 |
1,314.3 |
LOW |
1,309.5 |
0.618 |
1,301.8 |
1.000 |
1,297.0 |
1.618 |
1,289.3 |
2.618 |
1,276.8 |
4.250 |
1,256.4 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,319.2 |
1,319.2 |
PP |
1,317.5 |
1,317.5 |
S1 |
1,315.8 |
1,315.8 |
|