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 |
1,341.3 |
1,329.5 |
-11.8 |
-0.9% |
1,318.6 |
High |
1,345.6 |
1,336.4 |
-9.2 |
-0.7% |
1,332.4 |
Low |
1,322.3 |
1,324.0 |
1.7 |
0.1% |
1,307.1 |
Close |
1,328.0 |
1,331.8 |
3.8 |
0.3% |
1,323.6 |
Range |
23.3 |
12.4 |
-10.9 |
-46.8% |
25.3 |
ATR |
18.5 |
18.0 |
-0.4 |
-2.3% |
0.0 |
Volume |
149,696 |
120,165 |
-29,531 |
-19.7% |
535,875 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.9 |
1,362.3 |
1,338.6 |
|
R3 |
1,355.5 |
1,349.9 |
1,335.2 |
|
R2 |
1,343.1 |
1,343.1 |
1,334.1 |
|
R1 |
1,337.5 |
1,337.5 |
1,332.9 |
1,340.3 |
PP |
1,330.7 |
1,330.7 |
1,330.7 |
1,332.2 |
S1 |
1,325.1 |
1,325.1 |
1,330.7 |
1,327.9 |
S2 |
1,318.3 |
1,318.3 |
1,329.5 |
|
S3 |
1,305.9 |
1,312.7 |
1,328.4 |
|
S4 |
1,293.5 |
1,300.3 |
1,325.0 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.9 |
1,385.6 |
1,337.5 |
|
R3 |
1,371.6 |
1,360.3 |
1,330.6 |
|
R2 |
1,346.3 |
1,346.3 |
1,328.2 |
|
R1 |
1,335.0 |
1,335.0 |
1,325.9 |
1,340.7 |
PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,323.9 |
S1 |
1,309.7 |
1,309.7 |
1,321.3 |
1,315.4 |
S2 |
1,295.7 |
1,295.7 |
1,319.0 |
|
S3 |
1,270.4 |
1,284.4 |
1,316.6 |
|
S4 |
1,245.1 |
1,259.1 |
1,309.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.6 |
1,315.9 |
29.7 |
2.2% |
16.3 |
1.2% |
54% |
False |
False |
127,141 |
10 |
1,345.6 |
1,286.2 |
59.4 |
4.5% |
17.3 |
1.3% |
77% |
False |
False |
133,818 |
20 |
1,345.6 |
1,237.5 |
108.1 |
8.1% |
18.0 |
1.3% |
87% |
False |
False |
127,389 |
40 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
18.6 |
1.4% |
92% |
False |
False |
78,542 |
60 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
19.8 |
1.5% |
92% |
False |
False |
53,615 |
80 |
1,345.6 |
1,182.3 |
163.3 |
12.3% |
18.9 |
1.4% |
92% |
False |
False |
41,175 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.4% |
19.2 |
1.4% |
84% |
False |
False |
33,216 |
120 |
1,391.4 |
1,182.3 |
209.1 |
15.7% |
20.2 |
1.5% |
71% |
False |
False |
27,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.1 |
2.618 |
1,368.9 |
1.618 |
1,356.5 |
1.000 |
1,348.8 |
0.618 |
1,344.1 |
HIGH |
1,336.4 |
0.618 |
1,331.7 |
0.500 |
1,330.2 |
0.382 |
1,328.7 |
LOW |
1,324.0 |
0.618 |
1,316.3 |
1.000 |
1,311.6 |
1.618 |
1,303.9 |
2.618 |
1,291.5 |
4.250 |
1,271.3 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,331.3 |
1,334.0 |
PP |
1,330.7 |
1,333.2 |
S1 |
1,330.2 |
1,332.5 |
|