Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
5,415.0 |
5,415.0 |
0.0 |
0.0% |
5,345.0 |
High |
5,443.0 |
5,416.0 |
-27.0 |
-0.5% |
5,419.0 |
Low |
5,408.0 |
5,389.0 |
-19.0 |
-0.4% |
5,329.0 |
Close |
5,437.0 |
5,396.0 |
-41.0 |
-0.8% |
5,414.0 |
Range |
35.0 |
27.0 |
-8.0 |
-22.9% |
90.0 |
ATR |
46.7 |
46.8 |
0.1 |
0.2% |
0.0 |
Volume |
22,511 |
23,960 |
1,449 |
6.4% |
125,995 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,481.3 |
5,465.7 |
5,410.9 |
|
R3 |
5,454.3 |
5,438.7 |
5,403.4 |
|
R2 |
5,427.3 |
5,427.3 |
5,401.0 |
|
R1 |
5,411.7 |
5,411.7 |
5,398.5 |
5,406.0 |
PP |
5,400.3 |
5,400.3 |
5,400.3 |
5,397.5 |
S1 |
5,384.7 |
5,384.7 |
5,393.5 |
5,379.0 |
S2 |
5,373.3 |
5,373.3 |
5,391.1 |
|
S3 |
5,346.3 |
5,357.7 |
5,388.6 |
|
S4 |
5,319.3 |
5,330.7 |
5,381.2 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,657.3 |
5,625.7 |
5,463.5 |
|
R3 |
5,567.3 |
5,535.7 |
5,438.8 |
|
R2 |
5,477.3 |
5,477.3 |
5,430.5 |
|
R1 |
5,445.7 |
5,445.7 |
5,422.3 |
5,461.5 |
PP |
5,387.3 |
5,387.3 |
5,387.3 |
5,395.3 |
S1 |
5,355.7 |
5,355.7 |
5,405.8 |
5,371.5 |
S2 |
5,297.3 |
5,297.3 |
5,397.5 |
|
S3 |
5,207.3 |
5,265.7 |
5,389.3 |
|
S4 |
5,117.3 |
5,175.7 |
5,364.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,449.0 |
5,389.0 |
60.0 |
1.1% |
32.0 |
0.6% |
12% |
False |
True |
22,020 |
10 |
5,449.0 |
5,279.0 |
170.0 |
3.2% |
31.0 |
0.6% |
69% |
False |
False |
23,684 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
38.5 |
0.7% |
88% |
False |
False |
24,143 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
42.0 |
0.8% |
88% |
False |
False |
21,788 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
44.8 |
0.8% |
88% |
False |
False |
21,433 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
35.5 |
0.7% |
88% |
False |
False |
16,093 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
30.2 |
0.6% |
88% |
False |
False |
12,889 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
25.8 |
0.5% |
88% |
False |
False |
10,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.8 |
2.618 |
5,486.7 |
1.618 |
5,459.7 |
1.000 |
5,443.0 |
0.618 |
5,432.7 |
HIGH |
5,416.0 |
0.618 |
5,405.7 |
0.500 |
5,402.5 |
0.382 |
5,399.3 |
LOW |
5,389.0 |
0.618 |
5,372.3 |
1.000 |
5,362.0 |
1.618 |
5,345.3 |
2.618 |
5,318.3 |
4.250 |
5,274.3 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,402.5 |
5,419.0 |
PP |
5,400.3 |
5,411.3 |
S1 |
5,398.2 |
5,403.7 |
|