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 |
1,847.50 |
1,843.75 |
-3.75 |
-0.2% |
1,833.50 |
High |
1,853.25 |
1,855.75 |
2.50 |
0.1% |
1,844.50 |
Low |
1,838.00 |
1,832.75 |
-5.25 |
-0.3% |
1,817.25 |
Close |
1,842.00 |
1,854.00 |
12.00 |
0.7% |
1,834.25 |
Range |
15.25 |
23.00 |
7.75 |
50.8% |
27.25 |
ATR |
20.45 |
20.63 |
0.18 |
0.9% |
0.00 |
Volume |
1,464,320 |
1,615,828 |
151,508 |
10.3% |
5,906,838 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.50 |
1,908.25 |
1,866.75 |
|
R3 |
1,893.50 |
1,885.25 |
1,860.25 |
|
R2 |
1,870.50 |
1,870.50 |
1,858.25 |
|
R1 |
1,862.25 |
1,862.25 |
1,856.00 |
1,866.50 |
PP |
1,847.50 |
1,847.50 |
1,847.50 |
1,849.50 |
S1 |
1,839.25 |
1,839.25 |
1,852.00 |
1,843.50 |
S2 |
1,824.50 |
1,824.50 |
1,849.75 |
|
S3 |
1,801.50 |
1,816.25 |
1,847.75 |
|
S4 |
1,778.50 |
1,793.25 |
1,841.25 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.75 |
1,901.25 |
1,849.25 |
|
R3 |
1,886.50 |
1,874.00 |
1,841.75 |
|
R2 |
1,859.25 |
1,859.25 |
1,839.25 |
|
R1 |
1,846.75 |
1,846.75 |
1,836.75 |
1,853.00 |
PP |
1,832.00 |
1,832.00 |
1,832.00 |
1,835.00 |
S1 |
1,819.50 |
1,819.50 |
1,831.75 |
1,825.75 |
S2 |
1,804.75 |
1,804.75 |
1,829.25 |
|
S3 |
1,777.50 |
1,792.25 |
1,826.75 |
|
S4 |
1,750.25 |
1,765.00 |
1,819.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,856.75 |
1,829.25 |
27.50 |
1.5% |
18.25 |
1.0% |
90% |
False |
False |
1,515,066 |
10 |
1,856.75 |
1,802.25 |
54.50 |
2.9% |
19.00 |
1.0% |
95% |
False |
False |
1,517,597 |
20 |
1,856.75 |
1,732.00 |
124.75 |
6.7% |
22.00 |
1.2% |
98% |
False |
False |
1,760,044 |
40 |
1,856.75 |
1,732.00 |
124.75 |
6.7% |
21.00 |
1.1% |
98% |
False |
False |
1,632,462 |
60 |
1,856.75 |
1,732.00 |
124.75 |
6.7% |
19.00 |
1.0% |
98% |
False |
False |
1,338,405 |
80 |
1,856.75 |
1,729.50 |
127.25 |
6.9% |
18.00 |
1.0% |
98% |
False |
False |
1,005,629 |
100 |
1,856.75 |
1,633.50 |
223.25 |
12.0% |
18.00 |
1.0% |
99% |
False |
False |
805,554 |
120 |
1,856.75 |
1,626.50 |
230.25 |
12.4% |
17.50 |
0.9% |
99% |
False |
False |
671,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.50 |
2.618 |
1,916.00 |
1.618 |
1,893.00 |
1.000 |
1,878.75 |
0.618 |
1,870.00 |
HIGH |
1,855.75 |
0.618 |
1,847.00 |
0.500 |
1,844.25 |
0.382 |
1,841.50 |
LOW |
1,832.75 |
0.618 |
1,818.50 |
1.000 |
1,809.75 |
1.618 |
1,795.50 |
2.618 |
1,772.50 |
4.250 |
1,735.00 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,850.75 |
1,850.75 |
PP |
1,847.50 |
1,847.50 |
S1 |
1,844.25 |
1,844.25 |
|