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 |
9,656.5 |
9,619.5 |
-37.0 |
-0.4% |
9,629.5 |
High |
9,676.5 |
9,698.0 |
21.5 |
0.2% |
9,737.5 |
Low |
9,494.5 |
9,566.0 |
71.5 |
0.8% |
9,494.5 |
Close |
9,603.0 |
9,669.0 |
66.0 |
0.7% |
9,669.0 |
Range |
182.0 |
132.0 |
-50.0 |
-27.5% |
243.0 |
ATR |
135.1 |
134.9 |
-0.2 |
-0.2% |
0.0 |
Volume |
105,227 |
171,908 |
66,681 |
63.4% |
581,760 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,040.3 |
9,986.7 |
9,741.6 |
|
R3 |
9,908.3 |
9,854.7 |
9,705.3 |
|
R2 |
9,776.3 |
9,776.3 |
9,693.2 |
|
R1 |
9,722.7 |
9,722.7 |
9,681.1 |
9,749.5 |
PP |
9,644.3 |
9,644.3 |
9,644.3 |
9,657.8 |
S1 |
9,590.7 |
9,590.7 |
9,656.9 |
9,617.5 |
S2 |
9,512.3 |
9,512.3 |
9,644.8 |
|
S3 |
9,380.3 |
9,458.7 |
9,632.7 |
|
S4 |
9,248.3 |
9,326.7 |
9,596.4 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,362.7 |
10,258.8 |
9,802.7 |
|
R3 |
10,119.7 |
10,015.8 |
9,735.8 |
|
R2 |
9,876.7 |
9,876.7 |
9,713.6 |
|
R1 |
9,772.8 |
9,772.8 |
9,691.3 |
9,824.8 |
PP |
9,633.7 |
9,633.7 |
9,633.7 |
9,659.6 |
S1 |
9,529.8 |
9,529.8 |
9,646.7 |
9,581.8 |
S2 |
9,390.7 |
9,390.7 |
9,624.5 |
|
S3 |
9,147.7 |
9,286.8 |
9,602.2 |
|
S4 |
8,904.7 |
9,043.8 |
9,535.4 |
|
|
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% |
128.4 |
1.3% |
72% |
False |
False |
116,352 |
10 |
9,737.5 |
9,494.5 |
243.0 |
2.5% |
112.3 |
1.2% |
72% |
False |
False |
101,889 |
20 |
9,737.5 |
9,015.5 |
722.0 |
7.5% |
134.6 |
1.4% |
91% |
False |
False |
110,408 |
40 |
9,802.5 |
9,015.5 |
787.0 |
8.1% |
137.1 |
1.4% |
83% |
False |
False |
110,137 |
60 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
123.8 |
1.3% |
83% |
False |
False |
83,292 |
80 |
9,802.5 |
8,984.0 |
818.5 |
8.5% |
110.9 |
1.1% |
84% |
False |
False |
62,503 |
100 |
9,802.5 |
8,505.0 |
1,297.5 |
13.4% |
104.1 |
1.1% |
90% |
False |
False |
50,035 |
120 |
9,802.5 |
8,195.5 |
1,607.0 |
16.6% |
98.2 |
1.0% |
92% |
False |
False |
41,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,259.0 |
2.618 |
10,043.6 |
1.618 |
9,911.6 |
1.000 |
9,830.0 |
0.618 |
9,779.6 |
HIGH |
9,698.0 |
0.618 |
9,647.6 |
0.500 |
9,632.0 |
0.382 |
9,616.4 |
LOW |
9,566.0 |
0.618 |
9,484.4 |
1.000 |
9,434.0 |
1.618 |
9,352.4 |
2.618 |
9,220.4 |
4.250 |
9,005.0 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,656.7 |
9,649.2 |
PP |
9,644.3 |
9,629.3 |
S1 |
9,632.0 |
9,609.5 |
|