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 |
16,132 |
16,124 |
-8 |
0.0% |
16,100 |
High |
16,169 |
16,213 |
44 |
0.3% |
16,143 |
Low |
16,072 |
16,044 |
-28 |
-0.2% |
15,893 |
Close |
16,110 |
16,204 |
94 |
0.6% |
16,026 |
Range |
97 |
169 |
72 |
74.2% |
250 |
ATR |
150 |
151 |
1 |
0.9% |
0 |
Volume |
317 |
456 |
139 |
43.8% |
345 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,661 |
16,601 |
16,297 |
|
R3 |
16,492 |
16,432 |
16,251 |
|
R2 |
16,323 |
16,323 |
16,235 |
|
R1 |
16,263 |
16,263 |
16,220 |
16,293 |
PP |
16,154 |
16,154 |
16,154 |
16,169 |
S1 |
16,094 |
16,094 |
16,189 |
16,124 |
S2 |
15,985 |
15,985 |
16,173 |
|
S3 |
15,816 |
15,925 |
16,158 |
|
S4 |
15,647 |
15,756 |
16,111 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,771 |
16,648 |
16,164 |
|
R3 |
16,521 |
16,398 |
16,095 |
|
R2 |
16,271 |
16,271 |
16,072 |
|
R1 |
16,148 |
16,148 |
16,049 |
16,085 |
PP |
16,021 |
16,021 |
16,021 |
15,989 |
S1 |
15,898 |
15,898 |
16,003 |
15,835 |
S2 |
15,771 |
15,771 |
15,980 |
|
S3 |
15,521 |
15,648 |
15,957 |
|
S4 |
15,271 |
15,398 |
15,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,213 |
15,995 |
218 |
1.3% |
131 |
0.8% |
96% |
True |
False |
295 |
10 |
16,213 |
15,755 |
458 |
2.8% |
148 |
0.9% |
98% |
True |
False |
184 |
20 |
16,213 |
15,216 |
997 |
6.2% |
159 |
1.0% |
99% |
True |
False |
118 |
40 |
16,439 |
15,216 |
1,223 |
7.5% |
144 |
0.9% |
81% |
False |
False |
70 |
60 |
16,439 |
15,216 |
1,223 |
7.5% |
113 |
0.7% |
81% |
False |
False |
52 |
80 |
16,439 |
15,216 |
1,223 |
7.5% |
88 |
0.5% |
81% |
False |
False |
39 |
100 |
16,439 |
14,579 |
1,860 |
11.5% |
76 |
0.5% |
87% |
False |
False |
32 |
120 |
16,439 |
14,579 |
1,860 |
11.5% |
66 |
0.4% |
87% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,931 |
2.618 |
16,656 |
1.618 |
16,487 |
1.000 |
16,382 |
0.618 |
16,318 |
HIGH |
16,213 |
0.618 |
16,149 |
0.500 |
16,129 |
0.382 |
16,109 |
LOW |
16,044 |
0.618 |
15,940 |
1.000 |
15,875 |
1.618 |
15,771 |
2.618 |
15,602 |
4.250 |
15,326 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
16,179 |
16,179 |
PP |
16,154 |
16,154 |
S1 |
16,129 |
16,129 |
|