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 |
1,331.4 |
1,332.0 |
0.6 |
0.0% |
1,320.5 |
High |
1,335.0 |
1,333.7 |
-1.3 |
-0.1% |
1,344.7 |
Low |
1,326.3 |
1,321.8 |
-4.5 |
-0.3% |
1,320.5 |
Close |
1,332.3 |
1,322.2 |
-10.1 |
-0.8% |
1,322.2 |
Range |
8.7 |
11.9 |
3.2 |
36.8% |
24.2 |
ATR |
14.9 |
14.7 |
-0.2 |
-1.4% |
0.0 |
Volume |
904 |
2,440 |
1,536 |
169.9% |
9,846 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.6 |
1,353.8 |
1,328.7 |
|
R3 |
1,349.7 |
1,341.9 |
1,325.5 |
|
R2 |
1,337.8 |
1,337.8 |
1,324.4 |
|
R1 |
1,330.0 |
1,330.0 |
1,323.3 |
1,328.0 |
PP |
1,325.9 |
1,325.9 |
1,325.9 |
1,324.9 |
S1 |
1,318.1 |
1,318.1 |
1,321.1 |
1,316.1 |
S2 |
1,314.0 |
1,314.0 |
1,320.0 |
|
S3 |
1,302.1 |
1,306.2 |
1,318.9 |
|
S4 |
1,290.2 |
1,294.3 |
1,315.7 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.7 |
1,386.2 |
1,335.5 |
|
R3 |
1,377.5 |
1,362.0 |
1,328.9 |
|
R2 |
1,353.3 |
1,353.3 |
1,326.6 |
|
R1 |
1,337.8 |
1,337.8 |
1,324.4 |
1,345.6 |
PP |
1,329.1 |
1,329.1 |
1,329.1 |
1,333.0 |
S1 |
1,313.6 |
1,313.6 |
1,320.0 |
1,321.4 |
S2 |
1,304.9 |
1,304.9 |
1,317.8 |
|
S3 |
1,280.7 |
1,289.4 |
1,315.5 |
|
S4 |
1,256.5 |
1,265.2 |
1,308.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,344.7 |
1,320.5 |
24.2 |
1.8% |
14.1 |
1.1% |
7% |
False |
False |
1,969 |
10 |
1,344.7 |
1,300.8 |
43.9 |
3.3% |
13.9 |
1.0% |
49% |
False |
False |
1,802 |
20 |
1,344.7 |
1,240.5 |
104.2 |
7.9% |
13.7 |
1.0% |
78% |
False |
False |
1,580 |
40 |
1,344.7 |
1,215.2 |
129.5 |
9.8% |
12.6 |
1.0% |
83% |
False |
False |
1,458 |
60 |
1,344.7 |
1,187.2 |
157.5 |
11.9% |
13.0 |
1.0% |
86% |
False |
False |
1,081 |
80 |
1,344.7 |
1,187.2 |
157.5 |
11.9% |
11.7 |
0.9% |
86% |
False |
False |
919 |
100 |
1,359.7 |
1,187.2 |
172.5 |
13.0% |
11.1 |
0.8% |
78% |
False |
False |
764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.3 |
2.618 |
1,364.9 |
1.618 |
1,353.0 |
1.000 |
1,345.6 |
0.618 |
1,341.1 |
HIGH |
1,333.7 |
0.618 |
1,329.2 |
0.500 |
1,327.8 |
0.382 |
1,326.3 |
LOW |
1,321.8 |
0.618 |
1,314.4 |
1.000 |
1,309.9 |
1.618 |
1,302.5 |
2.618 |
1,290.6 |
4.250 |
1,271.2 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1,327.8 |
1,333.3 |
PP |
1,325.9 |
1,329.6 |
S1 |
1,324.1 |
1,325.9 |
|