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 |
1,330.7 |
1,330.3 |
-0.4 |
0.0% |
1,326.0 |
High |
1,336.3 |
1,333.5 |
-2.8 |
-0.2% |
1,345.9 |
Low |
1,324.6 |
1,319.9 |
-4.7 |
-0.4% |
1,319.6 |
Close |
1,332.1 |
1,321.9 |
-10.2 |
-0.8% |
1,321.9 |
Range |
11.7 |
13.6 |
1.9 |
16.2% |
26.3 |
ATR |
17.0 |
16.8 |
-0.2 |
-1.4% |
0.0 |
Volume |
3,225 |
14,320 |
11,095 |
344.0% |
42,922 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.9 |
1,357.5 |
1,329.4 |
|
R3 |
1,352.3 |
1,343.9 |
1,325.6 |
|
R2 |
1,338.7 |
1,338.7 |
1,324.4 |
|
R1 |
1,330.3 |
1,330.3 |
1,323.1 |
1,327.7 |
PP |
1,325.1 |
1,325.1 |
1,325.1 |
1,323.8 |
S1 |
1,316.7 |
1,316.7 |
1,320.7 |
1,314.1 |
S2 |
1,311.5 |
1,311.5 |
1,319.4 |
|
S3 |
1,297.9 |
1,303.1 |
1,318.2 |
|
S4 |
1,284.3 |
1,289.5 |
1,314.4 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.0 |
1,391.3 |
1,336.4 |
|
R3 |
1,381.7 |
1,365.0 |
1,329.1 |
|
R2 |
1,355.4 |
1,355.4 |
1,326.7 |
|
R1 |
1,338.7 |
1,338.7 |
1,324.3 |
1,333.9 |
PP |
1,329.1 |
1,329.1 |
1,329.1 |
1,326.8 |
S1 |
1,312.4 |
1,312.4 |
1,319.5 |
1,307.6 |
S2 |
1,302.8 |
1,302.8 |
1,317.1 |
|
S3 |
1,276.5 |
1,286.1 |
1,314.7 |
|
S4 |
1,250.2 |
1,259.8 |
1,307.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.9 |
1,319.6 |
26.3 |
2.0% |
16.0 |
1.2% |
9% |
False |
False |
8,584 |
10 |
1,345.9 |
1,301.3 |
44.6 |
3.4% |
16.3 |
1.2% |
46% |
False |
False |
7,085 |
20 |
1,345.9 |
1,238.8 |
107.1 |
8.1% |
16.0 |
1.2% |
78% |
False |
False |
4,937 |
40 |
1,345.9 |
1,206.0 |
139.9 |
10.6% |
16.6 |
1.3% |
83% |
False |
False |
4,403 |
60 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
18.0 |
1.4% |
85% |
False |
False |
3,232 |
80 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
17.3 |
1.3% |
85% |
False |
False |
2,786 |
100 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
17.5 |
1.3% |
77% |
False |
False |
2,351 |
120 |
1,391.9 |
1,186.7 |
205.2 |
15.5% |
17.7 |
1.3% |
66% |
False |
False |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.3 |
2.618 |
1,369.1 |
1.618 |
1,355.5 |
1.000 |
1,347.1 |
0.618 |
1,341.9 |
HIGH |
1,333.5 |
0.618 |
1,328.3 |
0.500 |
1,326.7 |
0.382 |
1,325.1 |
LOW |
1,319.9 |
0.618 |
1,311.5 |
1.000 |
1,306.3 |
1.618 |
1,297.9 |
2.618 |
1,284.3 |
4.250 |
1,262.1 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,326.7 |
1,332.9 |
PP |
1,325.1 |
1,329.2 |
S1 |
1,323.5 |
1,325.6 |
|