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 |
1,836.50 |
1,847.75 |
11.25 |
0.6% |
1,828.25 |
High |
1,848.50 |
1,859.25 |
10.75 |
0.6% |
1,859.25 |
Low |
1,826.00 |
1,838.50 |
12.50 |
0.7% |
1,822.50 |
Close |
1,847.00 |
1,850.50 |
3.50 |
0.2% |
1,850.50 |
Range |
22.50 |
20.75 |
-1.75 |
-7.8% |
36.75 |
ATR |
20.10 |
20.15 |
0.05 |
0.2% |
0.00 |
Volume |
15,840 |
19,259 |
3,419 |
21.6% |
53,978 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.75 |
1,901.75 |
1,862.00 |
|
R3 |
1,891.00 |
1,881.00 |
1,856.25 |
|
R2 |
1,870.25 |
1,870.25 |
1,854.25 |
|
R1 |
1,860.25 |
1,860.25 |
1,852.50 |
1,865.25 |
PP |
1,849.50 |
1,849.50 |
1,849.50 |
1,852.00 |
S1 |
1,839.50 |
1,839.50 |
1,848.50 |
1,844.50 |
S2 |
1,828.75 |
1,828.75 |
1,846.75 |
|
S3 |
1,808.00 |
1,818.75 |
1,844.75 |
|
S4 |
1,787.25 |
1,798.00 |
1,839.00 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.25 |
1,939.25 |
1,870.75 |
|
R3 |
1,917.50 |
1,902.50 |
1,860.50 |
|
R2 |
1,880.75 |
1,880.75 |
1,857.25 |
|
R1 |
1,865.75 |
1,865.75 |
1,853.75 |
1,873.25 |
PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,848.00 |
S1 |
1,829.00 |
1,829.00 |
1,847.25 |
1,836.50 |
S2 |
1,807.25 |
1,807.25 |
1,843.75 |
|
S3 |
1,770.50 |
1,792.25 |
1,840.50 |
|
S4 |
1,733.75 |
1,755.50 |
1,830.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,859.25 |
1,822.50 |
36.75 |
2.0% |
19.75 |
1.1% |
76% |
True |
False |
10,795 |
10 |
1,859.25 |
1,809.75 |
49.50 |
2.7% |
18.25 |
1.0% |
82% |
True |
False |
8,798 |
20 |
1,859.25 |
1,725.25 |
134.00 |
7.2% |
21.50 |
1.2% |
93% |
True |
False |
8,613 |
40 |
1,859.25 |
1,725.25 |
134.00 |
7.2% |
20.75 |
1.1% |
93% |
True |
False |
6,685 |
60 |
1,859.25 |
1,725.25 |
134.00 |
7.2% |
18.50 |
1.0% |
93% |
True |
False |
4,648 |
80 |
1,859.25 |
1,725.25 |
134.00 |
7.2% |
16.75 |
0.9% |
93% |
True |
False |
3,510 |
100 |
1,859.25 |
1,631.50 |
227.75 |
12.3% |
15.75 |
0.9% |
96% |
True |
False |
2,821 |
120 |
1,859.25 |
1,631.50 |
227.75 |
12.3% |
14.50 |
0.8% |
96% |
True |
False |
2,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.50 |
2.618 |
1,913.50 |
1.618 |
1,892.75 |
1.000 |
1,880.00 |
0.618 |
1,872.00 |
HIGH |
1,859.25 |
0.618 |
1,851.25 |
0.500 |
1,849.00 |
0.382 |
1,846.50 |
LOW |
1,838.50 |
0.618 |
1,825.75 |
1.000 |
1,817.75 |
1.618 |
1,805.00 |
2.618 |
1,784.25 |
4.250 |
1,750.25 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,850.00 |
1,848.00 |
PP |
1,849.50 |
1,845.25 |
S1 |
1,849.00 |
1,842.50 |
|