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 |
9,675.5 |
9,638.5 |
-37.0 |
-0.4% |
9,648.5 |
High |
9,695.0 |
9,714.0 |
19.0 |
0.2% |
9,755.5 |
Low |
9,520.0 |
9,590.0 |
70.0 |
0.7% |
9,520.0 |
Close |
9,623.5 |
9,689.5 |
66.0 |
0.7% |
9,689.5 |
Range |
175.0 |
124.0 |
-51.0 |
-29.1% |
235.5 |
ATR |
123.0 |
123.1 |
0.1 |
0.1% |
0.0 |
Volume |
325 |
1,837 |
1,512 |
465.2% |
3,282 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,036.5 |
9,987.0 |
9,757.7 |
|
R3 |
9,912.5 |
9,863.0 |
9,723.6 |
|
R2 |
9,788.5 |
9,788.5 |
9,712.2 |
|
R1 |
9,739.0 |
9,739.0 |
9,700.9 |
9,763.8 |
PP |
9,664.5 |
9,664.5 |
9,664.5 |
9,676.9 |
S1 |
9,615.0 |
9,615.0 |
9,678.1 |
9,639.8 |
S2 |
9,540.5 |
9,540.5 |
9,666.8 |
|
S3 |
9,416.5 |
9,491.0 |
9,655.4 |
|
S4 |
9,292.5 |
9,367.0 |
9,621.3 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,361.5 |
10,261.0 |
9,819.0 |
|
R3 |
10,126.0 |
10,025.5 |
9,754.3 |
|
R2 |
9,890.5 |
9,890.5 |
9,732.7 |
|
R1 |
9,790.0 |
9,790.0 |
9,711.1 |
9,840.3 |
PP |
9,655.0 |
9,655.0 |
9,655.0 |
9,680.1 |
S1 |
9,554.5 |
9,554.5 |
9,667.9 |
9,604.8 |
S2 |
9,419.5 |
9,419.5 |
9,646.3 |
|
S3 |
9,184.0 |
9,319.0 |
9,624.7 |
|
S4 |
8,948.5 |
9,083.5 |
9,560.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755.5 |
9,520.0 |
235.5 |
2.4% |
122.7 |
1.3% |
72% |
False |
False |
656 |
10 |
9,755.5 |
9,520.0 |
235.5 |
2.4% |
101.0 |
1.0% |
72% |
False |
False |
406 |
20 |
9,755.5 |
9,036.0 |
719.5 |
7.4% |
115.9 |
1.2% |
91% |
False |
False |
278 |
40 |
9,819.0 |
9,036.0 |
783.0 |
8.1% |
122.2 |
1.3% |
83% |
False |
False |
212 |
60 |
9,819.0 |
9,020.0 |
799.0 |
8.2% |
111.8 |
1.2% |
84% |
False |
False |
174 |
80 |
9,819.0 |
9,000.0 |
819.0 |
8.5% |
97.1 |
1.0% |
84% |
False |
False |
149 |
100 |
9,819.0 |
8,521.5 |
1,297.5 |
13.4% |
87.5 |
0.9% |
90% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,241.0 |
2.618 |
10,038.6 |
1.618 |
9,914.6 |
1.000 |
9,838.0 |
0.618 |
9,790.6 |
HIGH |
9,714.0 |
0.618 |
9,666.6 |
0.500 |
9,652.0 |
0.382 |
9,637.4 |
LOW |
9,590.0 |
0.618 |
9,513.4 |
1.000 |
9,466.0 |
1.618 |
9,389.4 |
2.618 |
9,265.4 |
4.250 |
9,063.0 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
9,677.0 |
9,670.3 |
PP |
9,664.5 |
9,651.2 |
S1 |
9,652.0 |
9,632.0 |
|