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 |
3,080.0 |
3,076.0 |
-4.0 |
-0.1% |
3,057.0 |
High |
3,083.0 |
3,084.0 |
1.0 |
0.0% |
3,096.0 |
Low |
3,039.0 |
3,049.0 |
10.0 |
0.3% |
3,039.0 |
Close |
3,072.0 |
3,072.0 |
0.0 |
0.0% |
3,072.0 |
Range |
44.0 |
35.0 |
-9.0 |
-20.5% |
57.0 |
ATR |
38.9 |
38.6 |
-0.3 |
-0.7% |
0.0 |
Volume |
7,801 |
10,615 |
2,814 |
36.1% |
30,925 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,173.3 |
3,157.7 |
3,091.3 |
|
R3 |
3,138.3 |
3,122.7 |
3,081.6 |
|
R2 |
3,103.3 |
3,103.3 |
3,078.4 |
|
R1 |
3,087.7 |
3,087.7 |
3,075.2 |
3,078.0 |
PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,063.5 |
S1 |
3,052.7 |
3,052.7 |
3,068.8 |
3,043.0 |
S2 |
3,033.3 |
3,033.3 |
3,065.6 |
|
S3 |
2,998.3 |
3,017.7 |
3,062.4 |
|
S4 |
2,963.3 |
2,982.7 |
3,052.8 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,240.0 |
3,213.0 |
3,103.4 |
|
R3 |
3,183.0 |
3,156.0 |
3,087.7 |
|
R2 |
3,126.0 |
3,126.0 |
3,082.5 |
|
R1 |
3,099.0 |
3,099.0 |
3,077.2 |
3,112.5 |
PP |
3,069.0 |
3,069.0 |
3,069.0 |
3,075.8 |
S1 |
3,042.0 |
3,042.0 |
3,066.8 |
3,055.5 |
S2 |
3,012.0 |
3,012.0 |
3,061.6 |
|
S3 |
2,955.0 |
2,985.0 |
3,056.3 |
|
S4 |
2,898.0 |
2,928.0 |
3,040.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,096.0 |
3,039.0 |
57.0 |
1.9% |
34.8 |
1.1% |
58% |
False |
False |
6,185 |
10 |
3,096.0 |
3,012.0 |
84.0 |
2.7% |
31.7 |
1.0% |
71% |
False |
False |
3,175 |
20 |
3,096.0 |
2,868.0 |
228.0 |
7.4% |
37.4 |
1.2% |
89% |
False |
False |
2,318 |
40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
40.3 |
1.3% |
85% |
False |
False |
1,928 |
60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
37.1 |
1.2% |
86% |
False |
False |
1,401 |
80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
29.9 |
1.0% |
86% |
False |
False |
1,234 |
100 |
3,108.0 |
2,814.0 |
294.0 |
9.6% |
26.4 |
0.9% |
88% |
False |
False |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,232.8 |
2.618 |
3,175.6 |
1.618 |
3,140.6 |
1.000 |
3,119.0 |
0.618 |
3,105.6 |
HIGH |
3,084.0 |
0.618 |
3,070.6 |
0.500 |
3,066.5 |
0.382 |
3,062.4 |
LOW |
3,049.0 |
0.618 |
3,027.4 |
1.000 |
3,014.0 |
1.618 |
2,992.4 |
2.618 |
2,957.4 |
4.250 |
2,900.3 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,070.2 |
3,070.5 |
PP |
3,068.3 |
3,069.0 |
S1 |
3,066.5 |
3,067.5 |
|