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 |
1,320.2 |
1,320.5 |
0.3 |
0.0% |
1,321.0 |
High |
1,328.6 |
1,338.7 |
10.1 |
0.8% |
1,330.7 |
Low |
1,320.2 |
1,320.5 |
0.3 |
0.0% |
1,309.5 |
Close |
1,324.2 |
1,338.5 |
14.3 |
1.1% |
1,324.2 |
Range |
8.4 |
18.2 |
9.8 |
116.7% |
21.2 |
ATR |
15.1 |
15.3 |
0.2 |
1.5% |
0.0 |
Volume |
800 |
3,585 |
2,785 |
348.1% |
5,729 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.2 |
1,381.0 |
1,348.5 |
|
R3 |
1,369.0 |
1,362.8 |
1,343.5 |
|
R2 |
1,350.8 |
1,350.8 |
1,341.8 |
|
R1 |
1,344.6 |
1,344.6 |
1,340.2 |
1,347.7 |
PP |
1,332.6 |
1,332.6 |
1,332.6 |
1,334.1 |
S1 |
1,326.4 |
1,326.4 |
1,336.8 |
1,329.5 |
S2 |
1,314.4 |
1,314.4 |
1,335.2 |
|
S3 |
1,296.2 |
1,308.2 |
1,333.5 |
|
S4 |
1,278.0 |
1,290.0 |
1,328.5 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.1 |
1,375.8 |
1,335.9 |
|
R3 |
1,363.9 |
1,354.6 |
1,330.0 |
|
R2 |
1,342.7 |
1,342.7 |
1,328.1 |
|
R1 |
1,333.4 |
1,333.4 |
1,326.1 |
1,338.1 |
PP |
1,321.5 |
1,321.5 |
1,321.5 |
1,323.8 |
S1 |
1,312.2 |
1,312.2 |
1,322.3 |
1,316.9 |
S2 |
1,300.3 |
1,300.3 |
1,320.3 |
|
S3 |
1,279.1 |
1,291.0 |
1,318.4 |
|
S4 |
1,257.9 |
1,269.8 |
1,312.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,338.7 |
1,309.5 |
29.2 |
2.2% |
13.2 |
1.0% |
99% |
True |
False |
1,862 |
10 |
1,338.7 |
1,269.1 |
69.6 |
5.2% |
13.6 |
1.0% |
100% |
True |
False |
1,697 |
20 |
1,338.7 |
1,240.5 |
98.2 |
7.3% |
14.2 |
1.1% |
100% |
True |
False |
1,945 |
40 |
1,338.7 |
1,187.2 |
151.5 |
11.3% |
12.3 |
0.9% |
100% |
True |
False |
1,327 |
60 |
1,338.7 |
1,187.2 |
151.5 |
11.3% |
13.0 |
1.0% |
100% |
True |
False |
985 |
80 |
1,359.7 |
1,187.2 |
172.5 |
12.9% |
11.6 |
0.9% |
88% |
False |
False |
849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.1 |
2.618 |
1,386.3 |
1.618 |
1,368.1 |
1.000 |
1,356.9 |
0.618 |
1,349.9 |
HIGH |
1,338.7 |
0.618 |
1,331.7 |
0.500 |
1,329.6 |
0.382 |
1,327.5 |
LOW |
1,320.5 |
0.618 |
1,309.3 |
1.000 |
1,302.3 |
1.618 |
1,291.1 |
2.618 |
1,272.9 |
4.250 |
1,243.2 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,335.5 |
1,333.7 |
PP |
1,332.6 |
1,328.9 |
S1 |
1,329.6 |
1,324.1 |
|