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 |
9,716.0 |
9,656.5 |
-59.5 |
-0.6% |
9,676.5 |
High |
9,724.5 |
9,676.5 |
-48.0 |
-0.5% |
9,701.0 |
Low |
9,613.0 |
9,494.5 |
-118.5 |
-1.2% |
9,504.5 |
Close |
9,678.5 |
9,603.0 |
-75.5 |
-0.8% |
9,664.5 |
Range |
111.5 |
182.0 |
70.5 |
63.2% |
196.5 |
ATR |
131.3 |
135.1 |
3.8 |
2.9% |
0.0 |
Volume |
131,031 |
105,227 |
-25,804 |
-19.7% |
399,208 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,137.3 |
10,052.2 |
9,703.1 |
|
R3 |
9,955.3 |
9,870.2 |
9,653.1 |
|
R2 |
9,773.3 |
9,773.3 |
9,636.4 |
|
R1 |
9,688.2 |
9,688.2 |
9,619.7 |
9,639.8 |
PP |
9,591.3 |
9,591.3 |
9,591.3 |
9,567.1 |
S1 |
9,506.2 |
9,506.2 |
9,586.3 |
9,457.8 |
S2 |
9,409.3 |
9,409.3 |
9,569.6 |
|
S3 |
9,227.3 |
9,324.2 |
9,553.0 |
|
S4 |
9,045.3 |
9,142.2 |
9,502.9 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,212.8 |
10,135.2 |
9,772.6 |
|
R3 |
10,016.3 |
9,938.7 |
9,718.5 |
|
R2 |
9,819.8 |
9,819.8 |
9,700.5 |
|
R1 |
9,742.2 |
9,742.2 |
9,682.5 |
9,682.8 |
PP |
9,623.3 |
9,623.3 |
9,623.3 |
9,593.6 |
S1 |
9,545.7 |
9,545.7 |
9,646.5 |
9,486.3 |
S2 |
9,426.8 |
9,426.8 |
9,628.5 |
|
S3 |
9,230.3 |
9,349.2 |
9,610.5 |
|
S4 |
9,033.8 |
9,152.7 |
9,556.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,737.5 |
9,494.5 |
243.0 |
2.5% |
116.1 |
1.2% |
45% |
False |
True |
100,078 |
10 |
9,737.5 |
9,482.0 |
255.5 |
2.7% |
115.3 |
1.2% |
47% |
False |
False |
93,825 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
136.1 |
1.4% |
81% |
False |
False |
109,453 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.2% |
135.0 |
1.4% |
75% |
False |
False |
108,284 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.4% |
122.6 |
1.3% |
75% |
False |
False |
80,430 |
80 |
9,802.5 |
8,984.0 |
818.5 |
8.5% |
110.3 |
1.1% |
76% |
False |
False |
60,356 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.5% |
103.7 |
1.1% |
85% |
False |
False |
48,317 |
120 |
9,802.5 |
8,142.0 |
1,660.5 |
17.3% |
97.7 |
1.0% |
88% |
False |
False |
40,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,450.0 |
2.618 |
10,153.0 |
1.618 |
9,971.0 |
1.000 |
9,858.5 |
0.618 |
9,789.0 |
HIGH |
9,676.5 |
0.618 |
9,607.0 |
0.500 |
9,585.5 |
0.382 |
9,564.0 |
LOW |
9,494.5 |
0.618 |
9,382.0 |
1.000 |
9,312.5 |
1.618 |
9,200.0 |
2.618 |
9,018.0 |
4.250 |
8,721.0 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,597.2 |
9,609.5 |
PP |
9,591.3 |
9,607.3 |
S1 |
9,585.5 |
9,605.2 |
|