Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
15,993.04 |
15,946.99 |
-46.05 |
-0.3% |
15,697.69 |
High |
16,036.56 |
16,039.37 |
2.81 |
0.0% |
15,798.51 |
Low |
15,928.75 |
15,863.25 |
-65.50 |
-0.4% |
15,340.69 |
Close |
15,963.94 |
16,027.59 |
63.65 |
0.4% |
15,794.08 |
Range |
107.81 |
176.12 |
68.31 |
63.4% |
457.82 |
ATR |
161.72 |
162.74 |
1.03 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,505.10 |
16,442.46 |
16,124.46 |
|
R3 |
16,328.98 |
16,266.34 |
16,076.02 |
|
R2 |
16,152.86 |
16,152.86 |
16,059.88 |
|
R1 |
16,090.22 |
16,090.22 |
16,043.73 |
16,121.54 |
PP |
15,976.74 |
15,976.74 |
15,976.74 |
15,992.40 |
S1 |
15,914.10 |
15,914.10 |
16,011.45 |
15,945.42 |
S2 |
15,800.62 |
15,800.62 |
15,995.30 |
|
S3 |
15,624.50 |
15,737.98 |
15,979.16 |
|
S4 |
15,448.38 |
15,561.86 |
15,930.72 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,017.89 |
16,863.80 |
16,045.88 |
|
R3 |
16,560.07 |
16,405.98 |
15,919.98 |
|
R2 |
16,102.25 |
16,102.25 |
15,878.01 |
|
R1 |
15,948.16 |
15,948.16 |
15,836.05 |
16,025.21 |
PP |
15,644.43 |
15,644.43 |
15,644.43 |
15,682.95 |
S1 |
15,490.34 |
15,490.34 |
15,752.11 |
15,567.39 |
S2 |
15,186.61 |
15,186.61 |
15,710.15 |
|
S3 |
14,728.79 |
15,032.52 |
15,668.18 |
|
S4 |
14,270.97 |
14,574.70 |
15,542.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,039.37 |
15,625.53 |
413.84 |
2.6% |
149.76 |
0.9% |
97% |
True |
False |
|
10 |
16,039.37 |
15,340.69 |
698.68 |
4.4% |
178.27 |
1.1% |
98% |
True |
False |
|
20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.4% |
176.97 |
1.1% |
58% |
False |
False |
|
40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
148.19 |
0.9% |
55% |
False |
False |
|
60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
134.55 |
0.8% |
55% |
False |
False |
|
80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
127.92 |
0.8% |
55% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
131.26 |
0.8% |
70% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
130.83 |
0.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,787.88 |
2.618 |
16,500.45 |
1.618 |
16,324.33 |
1.000 |
16,215.49 |
0.618 |
16,148.21 |
HIGH |
16,039.37 |
0.618 |
15,972.09 |
0.500 |
15,951.31 |
0.382 |
15,930.53 |
LOW |
15,863.25 |
0.618 |
15,754.41 |
1.000 |
15,687.13 |
1.618 |
15,578.29 |
2.618 |
15,402.17 |
4.250 |
15,114.74 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,002.16 |
15,992.19 |
PP |
15,976.74 |
15,956.79 |
S1 |
15,951.31 |
15,921.39 |
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