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 |
1,329.5 |
1,331.3 |
1.8 |
0.1% |
1,325.5 |
High |
1,336.4 |
1,333.6 |
-2.8 |
-0.2% |
1,345.6 |
Low |
1,324.0 |
1,319.3 |
-4.7 |
-0.4% |
1,318.7 |
Close |
1,331.8 |
1,321.6 |
-10.2 |
-0.8% |
1,321.6 |
Range |
12.4 |
14.3 |
1.9 |
15.3% |
26.9 |
ATR |
18.0 |
17.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
120,165 |
132,783 |
12,618 |
10.5% |
658,391 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.7 |
1,359.0 |
1,329.5 |
|
R3 |
1,353.4 |
1,344.7 |
1,325.5 |
|
R2 |
1,339.1 |
1,339.1 |
1,324.2 |
|
R1 |
1,330.4 |
1,330.4 |
1,322.9 |
1,327.6 |
PP |
1,324.8 |
1,324.8 |
1,324.8 |
1,323.5 |
S1 |
1,316.1 |
1,316.1 |
1,320.3 |
1,313.3 |
S2 |
1,310.5 |
1,310.5 |
1,319.0 |
|
S3 |
1,296.2 |
1,301.8 |
1,317.7 |
|
S4 |
1,281.9 |
1,287.5 |
1,313.7 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.3 |
1,392.4 |
1,336.4 |
|
R3 |
1,382.4 |
1,365.5 |
1,329.0 |
|
R2 |
1,355.5 |
1,355.5 |
1,326.5 |
|
R1 |
1,338.6 |
1,338.6 |
1,324.1 |
1,333.6 |
PP |
1,328.6 |
1,328.6 |
1,328.6 |
1,326.2 |
S1 |
1,311.7 |
1,311.7 |
1,319.1 |
1,306.7 |
S2 |
1,301.7 |
1,301.7 |
1,316.7 |
|
S3 |
1,274.8 |
1,284.8 |
1,314.2 |
|
S4 |
1,247.9 |
1,257.9 |
1,306.8 |
|
|
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 |
1,318.7 |
26.9 |
2.0% |
16.6 |
1.3% |
11% |
False |
False |
131,678 |
10 |
1,345.6 |
1,299.9 |
45.7 |
3.5% |
17.0 |
1.3% |
47% |
False |
False |
134,492 |
20 |
1,345.6 |
1,238.2 |
107.4 |
8.1% |
17.2 |
1.3% |
78% |
False |
False |
125,847 |
40 |
1,345.6 |
1,203.7 |
141.9 |
10.7% |
18.2 |
1.4% |
83% |
False |
False |
81,799 |
60 |
1,345.6 |
1,182.3 |
163.3 |
12.4% |
19.4 |
1.5% |
85% |
False |
False |
55,763 |
80 |
1,345.6 |
1,182.3 |
163.3 |
12.4% |
18.8 |
1.4% |
85% |
False |
False |
42,820 |
100 |
1,361.1 |
1,182.3 |
178.8 |
13.5% |
19.2 |
1.5% |
78% |
False |
False |
34,542 |
120 |
1,391.1 |
1,182.3 |
208.8 |
15.8% |
20.1 |
1.5% |
67% |
False |
False |
28,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.4 |
2.618 |
1,371.0 |
1.618 |
1,356.7 |
1.000 |
1,347.9 |
0.618 |
1,342.4 |
HIGH |
1,333.6 |
0.618 |
1,328.1 |
0.500 |
1,326.5 |
0.382 |
1,324.8 |
LOW |
1,319.3 |
0.618 |
1,310.5 |
1.000 |
1,305.0 |
1.618 |
1,296.2 |
2.618 |
1,281.9 |
4.250 |
1,258.5 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,326.5 |
1,332.5 |
PP |
1,324.8 |
1,328.8 |
S1 |
1,323.2 |
1,325.2 |
|