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 |
1,843.75 |
1,854.50 |
10.75 |
0.6% |
1,835.25 |
High |
1,855.75 |
1,866.50 |
10.75 |
0.6% |
1,866.50 |
Low |
1,832.75 |
1,845.25 |
12.50 |
0.7% |
1,829.25 |
Close |
1,854.00 |
1,857.50 |
3.50 |
0.2% |
1,857.50 |
Range |
23.00 |
21.25 |
-1.75 |
-7.6% |
37.25 |
ATR |
20.63 |
20.68 |
0.04 |
0.2% |
0.00 |
Volume |
1,615,828 |
2,106,508 |
490,680 |
30.4% |
8,365,183 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.25 |
1,910.00 |
1,869.25 |
|
R3 |
1,899.00 |
1,888.75 |
1,863.25 |
|
R2 |
1,877.75 |
1,877.75 |
1,861.50 |
|
R1 |
1,867.50 |
1,867.50 |
1,859.50 |
1,872.50 |
PP |
1,856.50 |
1,856.50 |
1,856.50 |
1,859.00 |
S1 |
1,846.25 |
1,846.25 |
1,855.50 |
1,851.50 |
S2 |
1,835.25 |
1,835.25 |
1,853.50 |
|
S3 |
1,814.00 |
1,825.00 |
1,851.75 |
|
S4 |
1,792.75 |
1,803.75 |
1,845.75 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.75 |
1,947.50 |
1,878.00 |
|
R3 |
1,925.50 |
1,910.25 |
1,867.75 |
|
R2 |
1,888.25 |
1,888.25 |
1,864.25 |
|
R1 |
1,873.00 |
1,873.00 |
1,861.00 |
1,880.50 |
PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,855.00 |
S1 |
1,835.75 |
1,835.75 |
1,854.00 |
1,843.50 |
S2 |
1,813.75 |
1,813.75 |
1,850.75 |
|
S3 |
1,776.50 |
1,798.50 |
1,847.25 |
|
S4 |
1,739.25 |
1,761.25 |
1,837.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,866.50 |
1,829.25 |
37.25 |
2.0% |
20.25 |
1.1% |
76% |
True |
False |
1,673,036 |
10 |
1,866.50 |
1,816.00 |
50.50 |
2.7% |
18.75 |
1.0% |
82% |
True |
False |
1,563,724 |
20 |
1,866.50 |
1,732.00 |
134.50 |
7.2% |
22.00 |
1.2% |
93% |
True |
False |
1,774,140 |
40 |
1,866.50 |
1,732.00 |
134.50 |
7.2% |
21.25 |
1.1% |
93% |
True |
False |
1,668,798 |
60 |
1,866.50 |
1,732.00 |
134.50 |
7.2% |
19.25 |
1.0% |
93% |
True |
False |
1,373,252 |
80 |
1,866.50 |
1,729.50 |
137.00 |
7.4% |
18.00 |
1.0% |
93% |
True |
False |
1,031,756 |
100 |
1,866.50 |
1,633.50 |
233.00 |
12.5% |
18.00 |
1.0% |
96% |
True |
False |
826,576 |
120 |
1,866.50 |
1,633.50 |
233.00 |
12.5% |
17.50 |
0.9% |
96% |
True |
False |
689,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.75 |
2.618 |
1,922.25 |
1.618 |
1,901.00 |
1.000 |
1,887.75 |
0.618 |
1,879.75 |
HIGH |
1,866.50 |
0.618 |
1,858.50 |
0.500 |
1,856.00 |
0.382 |
1,853.25 |
LOW |
1,845.25 |
0.618 |
1,832.00 |
1.000 |
1,824.00 |
1.618 |
1,810.75 |
2.618 |
1,789.50 |
4.250 |
1,755.00 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,857.00 |
1,855.00 |
PP |
1,856.50 |
1,852.25 |
S1 |
1,856.00 |
1,849.50 |
|