Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
18,224.41 |
18,213.26 |
-11.15 |
-0.1% |
18,140.76 |
High |
18,239.43 |
18,213.26 |
-26.17 |
-0.1% |
18,244.38 |
Low |
18,157.07 |
18,132.38 |
-24.69 |
-0.1% |
18,054.84 |
Close |
18,214.42 |
18,132.70 |
-81.72 |
-0.4% |
18,132.70 |
Range |
82.36 |
80.88 |
-1.48 |
-1.8% |
189.54 |
ATR |
164.17 |
158.31 |
-5.87 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,402.09 |
18,348.27 |
18,177.18 |
|
R3 |
18,321.21 |
18,267.39 |
18,154.94 |
|
R2 |
18,240.33 |
18,240.33 |
18,147.53 |
|
R1 |
18,186.51 |
18,186.51 |
18,140.11 |
18,172.98 |
PP |
18,159.45 |
18,159.45 |
18,159.45 |
18,152.68 |
S1 |
18,105.63 |
18,105.63 |
18,125.29 |
18,092.10 |
S2 |
18,078.57 |
18,078.57 |
18,117.87 |
|
S3 |
17,997.69 |
18,024.75 |
18,110.46 |
|
S4 |
17,916.81 |
17,943.87 |
18,088.22 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,712.59 |
18,612.19 |
18,236.95 |
|
R3 |
18,523.05 |
18,422.65 |
18,184.82 |
|
R2 |
18,333.51 |
18,333.51 |
18,167.45 |
|
R1 |
18,233.11 |
18,233.11 |
18,150.07 |
18,188.54 |
PP |
18,143.97 |
18,143.97 |
18,143.97 |
18,121.69 |
S1 |
18,043.57 |
18,043.57 |
18,115.33 |
17,999.00 |
S2 |
17,954.43 |
17,954.43 |
18,097.95 |
|
S3 |
17,764.89 |
17,854.03 |
18,080.58 |
|
S4 |
17,575.35 |
17,664.49 |
18,028.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,244.38 |
18,054.84 |
189.54 |
1.0% |
88.72 |
0.5% |
41% |
False |
False |
|
10 |
18,244.38 |
17,878.37 |
366.01 |
2.0% |
105.63 |
0.6% |
69% |
False |
False |
|
20 |
18,244.38 |
17,037.76 |
1,206.62 |
6.7% |
153.82 |
0.8% |
91% |
False |
False |
|
40 |
18,244.38 |
17,037.76 |
1,206.62 |
6.7% |
211.86 |
1.2% |
91% |
False |
False |
|
60 |
18,244.38 |
17,037.76 |
1,206.62 |
6.7% |
201.27 |
1.1% |
91% |
False |
False |
|
80 |
18,244.38 |
17,037.76 |
1,206.62 |
6.7% |
173.18 |
1.0% |
91% |
False |
False |
|
100 |
18,244.38 |
15,855.12 |
2,389.26 |
13.2% |
186.78 |
1.0% |
95% |
False |
False |
|
120 |
18,244.38 |
15,855.12 |
2,389.26 |
13.2% |
180.18 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,557.00 |
2.618 |
18,425.00 |
1.618 |
18,344.12 |
1.000 |
18,294.14 |
0.618 |
18,263.24 |
HIGH |
18,213.26 |
0.618 |
18,182.36 |
0.500 |
18,172.82 |
0.382 |
18,163.28 |
LOW |
18,132.38 |
0.618 |
18,082.40 |
1.000 |
18,051.50 |
1.618 |
18,001.52 |
2.618 |
17,920.64 |
4.250 |
17,788.64 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,172.82 |
18,188.38 |
PP |
18,159.45 |
18,169.82 |
S1 |
18,146.07 |
18,151.26 |
|