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 |
5,415.0 |
5,413.0 |
-2.0 |
0.0% |
5,418.0 |
High |
5,416.0 |
5,432.0 |
16.0 |
0.3% |
5,449.0 |
Low |
5,389.0 |
5,383.0 |
-6.0 |
-0.1% |
5,383.0 |
Close |
5,396.0 |
5,396.0 |
0.0 |
0.0% |
5,396.0 |
Range |
27.0 |
49.0 |
22.0 |
81.5% |
66.0 |
ATR |
46.8 |
46.9 |
0.2 |
0.3% |
0.0 |
Volume |
23,960 |
28,242 |
4,282 |
17.9% |
116,957 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,550.7 |
5,522.3 |
5,423.0 |
|
R3 |
5,501.7 |
5,473.3 |
5,409.5 |
|
R2 |
5,452.7 |
5,452.7 |
5,405.0 |
|
R1 |
5,424.3 |
5,424.3 |
5,400.5 |
5,414.0 |
PP |
5,403.7 |
5,403.7 |
5,403.7 |
5,398.5 |
S1 |
5,375.3 |
5,375.3 |
5,391.5 |
5,365.0 |
S2 |
5,354.7 |
5,354.7 |
5,387.0 |
|
S3 |
5,305.7 |
5,326.3 |
5,382.5 |
|
S4 |
5,256.7 |
5,277.3 |
5,369.1 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,607.3 |
5,567.7 |
5,432.3 |
|
R3 |
5,541.3 |
5,501.7 |
5,414.2 |
|
R2 |
5,475.3 |
5,475.3 |
5,408.1 |
|
R1 |
5,435.7 |
5,435.7 |
5,402.1 |
5,422.5 |
PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,402.8 |
S1 |
5,369.7 |
5,369.7 |
5,390.0 |
5,356.5 |
S2 |
5,343.3 |
5,343.3 |
5,383.9 |
|
S3 |
5,277.3 |
5,303.7 |
5,377.9 |
|
S4 |
5,211.3 |
5,237.7 |
5,359.7 |
|
|
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 |
5,383.0 |
66.0 |
1.2% |
36.8 |
0.7% |
20% |
False |
True |
23,391 |
10 |
5,449.0 |
5,329.0 |
120.0 |
2.2% |
32.7 |
0.6% |
56% |
False |
False |
24,295 |
20 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
38.9 |
0.7% |
88% |
False |
False |
24,516 |
40 |
5,449.0 |
4,998.0 |
451.0 |
8.4% |
42.3 |
0.8% |
88% |
False |
False |
22,162 |
60 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
44.8 |
0.8% |
88% |
False |
False |
21,899 |
80 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
36.1 |
0.7% |
88% |
False |
False |
16,446 |
100 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
30.5 |
0.6% |
88% |
False |
False |
13,171 |
120 |
5,449.0 |
4,993.0 |
456.0 |
8.5% |
26.2 |
0.5% |
88% |
False |
False |
10,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,640.3 |
2.618 |
5,560.3 |
1.618 |
5,511.3 |
1.000 |
5,481.0 |
0.618 |
5,462.3 |
HIGH |
5,432.0 |
0.618 |
5,413.3 |
0.500 |
5,407.5 |
0.382 |
5,401.7 |
LOW |
5,383.0 |
0.618 |
5,352.7 |
1.000 |
5,334.0 |
1.618 |
5,303.7 |
2.618 |
5,254.7 |
4.250 |
5,174.8 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5,407.5 |
5,413.0 |
PP |
5,403.7 |
5,407.3 |
S1 |
5,399.8 |
5,401.7 |
|