Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,146.0 |
3,146.0 |
0.0 |
0.0% |
3,124.0 |
High |
3,152.0 |
3,151.0 |
-1.0 |
0.0% |
3,164.0 |
Low |
3,105.0 |
3,114.0 |
9.0 |
0.3% |
3,105.0 |
Close |
3,140.0 |
3,140.0 |
0.0 |
0.0% |
3,140.0 |
Range |
47.0 |
37.0 |
-10.0 |
-21.3% |
59.0 |
ATR |
44.4 |
43.9 |
-0.5 |
-1.2% |
0.0 |
Volume |
1,114,995 |
1,705,119 |
590,124 |
52.9% |
5,591,383 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,246.0 |
3,230.0 |
3,160.4 |
|
R3 |
3,209.0 |
3,193.0 |
3,150.2 |
|
R2 |
3,172.0 |
3,172.0 |
3,146.8 |
|
R1 |
3,156.0 |
3,156.0 |
3,143.4 |
3,145.5 |
PP |
3,135.0 |
3,135.0 |
3,135.0 |
3,129.8 |
S1 |
3,119.0 |
3,119.0 |
3,136.6 |
3,108.5 |
S2 |
3,098.0 |
3,098.0 |
3,133.2 |
|
S3 |
3,061.0 |
3,082.0 |
3,129.8 |
|
S4 |
3,024.0 |
3,045.0 |
3,119.7 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.3 |
3,285.7 |
3,172.5 |
|
R3 |
3,254.3 |
3,226.7 |
3,156.2 |
|
R2 |
3,195.3 |
3,195.3 |
3,150.8 |
|
R1 |
3,167.7 |
3,167.7 |
3,145.4 |
3,181.5 |
PP |
3,136.3 |
3,136.3 |
3,136.3 |
3,143.3 |
S1 |
3,108.7 |
3,108.7 |
3,134.6 |
3,122.5 |
S2 |
3,077.3 |
3,077.3 |
3,129.2 |
|
S3 |
3,018.3 |
3,049.7 |
3,123.8 |
|
S4 |
2,959.3 |
2,990.7 |
3,107.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,164.0 |
3,105.0 |
59.0 |
1.9% |
37.4 |
1.2% |
59% |
False |
False |
1,118,276 |
10 |
3,164.0 |
3,077.0 |
87.0 |
2.8% |
36.3 |
1.2% |
72% |
False |
False |
939,471 |
20 |
3,164.0 |
2,933.0 |
231.0 |
7.4% |
44.3 |
1.4% |
90% |
False |
False |
1,000,488 |
40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
46.8 |
1.5% |
84% |
False |
False |
984,549 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
44.0 |
1.4% |
86% |
False |
False |
788,852 |
80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.0 |
1.3% |
86% |
False |
False |
594,710 |
100 |
3,178.0 |
2,875.0 |
303.0 |
9.6% |
38.7 |
1.2% |
87% |
False |
False |
475,869 |
120 |
3,178.0 |
2,729.0 |
449.0 |
14.3% |
36.5 |
1.2% |
92% |
False |
False |
396,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,308.3 |
2.618 |
3,247.9 |
1.618 |
3,210.9 |
1.000 |
3,188.0 |
0.618 |
3,173.9 |
HIGH |
3,151.0 |
0.618 |
3,136.9 |
0.500 |
3,132.5 |
0.382 |
3,128.1 |
LOW |
3,114.0 |
0.618 |
3,091.1 |
1.000 |
3,077.0 |
1.618 |
3,054.1 |
2.618 |
3,017.1 |
4.250 |
2,956.8 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,137.5 |
3,138.2 |
PP |
3,135.0 |
3,136.3 |
S1 |
3,132.5 |
3,134.5 |
|