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 |
3,691.25 |
3,680.25 |
-11.00 |
-0.3% |
3,660.00 |
High |
3,702.25 |
3,706.75 |
4.50 |
0.1% |
3,686.75 |
Low |
3,662.50 |
3,661.25 |
-1.25 |
0.0% |
3,638.25 |
Close |
3,673.75 |
3,701.50 |
27.75 |
0.8% |
3,664.50 |
Range |
39.75 |
45.50 |
5.75 |
14.5% |
48.50 |
ATR |
43.49 |
43.63 |
0.14 |
0.3% |
0.00 |
Volume |
271,366 |
264,249 |
-7,117 |
-2.6% |
954,046 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,826.25 |
3,809.50 |
3,726.50 |
|
R3 |
3,780.75 |
3,764.00 |
3,714.00 |
|
R2 |
3,735.25 |
3,735.25 |
3,709.75 |
|
R1 |
3,718.50 |
3,718.50 |
3,705.75 |
3,727.00 |
PP |
3,689.75 |
3,689.75 |
3,689.75 |
3,694.00 |
S1 |
3,673.00 |
3,673.00 |
3,697.25 |
3,681.50 |
S2 |
3,644.25 |
3,644.25 |
3,693.25 |
|
S3 |
3,598.75 |
3,627.50 |
3,689.00 |
|
S4 |
3,553.25 |
3,582.00 |
3,676.50 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,808.75 |
3,785.00 |
3,691.25 |
|
R3 |
3,760.25 |
3,736.50 |
3,677.75 |
|
R2 |
3,711.75 |
3,711.75 |
3,673.50 |
|
R1 |
3,688.00 |
3,688.00 |
3,669.00 |
3,700.00 |
PP |
3,663.25 |
3,663.25 |
3,663.25 |
3,669.00 |
S1 |
3,639.50 |
3,639.50 |
3,660.00 |
3,651.50 |
S2 |
3,614.75 |
3,614.75 |
3,655.50 |
|
S3 |
3,566.25 |
3,591.00 |
3,651.25 |
|
S4 |
3,517.75 |
3,542.50 |
3,637.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,706.75 |
3,655.00 |
51.75 |
1.4% |
37.25 |
1.0% |
90% |
True |
False |
233,037 |
10 |
3,706.75 |
3,596.75 |
110.00 |
3.0% |
38.00 |
1.0% |
95% |
True |
False |
243,304 |
20 |
3,706.75 |
3,412.00 |
294.75 |
8.0% |
46.75 |
1.3% |
98% |
True |
False |
276,880 |
40 |
3,706.75 |
3,412.00 |
294.75 |
8.0% |
46.50 |
1.3% |
98% |
True |
False |
265,113 |
60 |
3,706.75 |
3,412.00 |
294.75 |
8.0% |
41.50 |
1.1% |
98% |
True |
False |
214,108 |
80 |
3,706.75 |
3,308.25 |
398.50 |
10.8% |
38.50 |
1.0% |
99% |
True |
False |
160,664 |
100 |
3,706.75 |
3,110.00 |
596.75 |
16.1% |
37.75 |
1.0% |
99% |
True |
False |
128,562 |
120 |
3,706.75 |
3,110.00 |
596.75 |
16.1% |
34.00 |
0.9% |
99% |
True |
False |
107,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,900.00 |
2.618 |
3,825.75 |
1.618 |
3,780.25 |
1.000 |
3,752.25 |
0.618 |
3,734.75 |
HIGH |
3,706.75 |
0.618 |
3,689.25 |
0.500 |
3,684.00 |
0.382 |
3,678.75 |
LOW |
3,661.25 |
0.618 |
3,633.25 |
1.000 |
3,615.75 |
1.618 |
3,587.75 |
2.618 |
3,542.25 |
4.250 |
3,468.00 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,695.75 |
3,695.75 |
PP |
3,689.75 |
3,689.75 |
S1 |
3,684.00 |
3,684.00 |
|