Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,549.0 |
3,566.0 |
17.0 |
0.5% |
3,524.0 |
High |
3,578.0 |
3,600.0 |
22.0 |
0.6% |
3,600.0 |
Low |
3,537.0 |
3,563.0 |
26.0 |
0.7% |
3,498.0 |
Close |
3,572.0 |
3,590.0 |
18.0 |
0.5% |
3,590.0 |
Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
102.0 |
ATR |
62.4 |
60.6 |
-1.8 |
-2.9% |
0.0 |
Volume |
1,038,252 |
823,488 |
-214,764 |
-20.7% |
4,422,004 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,695.3 |
3,679.7 |
3,610.4 |
|
R3 |
3,658.3 |
3,642.7 |
3,600.2 |
|
R2 |
3,621.3 |
3,621.3 |
3,596.8 |
|
R1 |
3,605.7 |
3,605.7 |
3,593.4 |
3,613.5 |
PP |
3,584.3 |
3,584.3 |
3,584.3 |
3,588.3 |
S1 |
3,568.7 |
3,568.7 |
3,586.6 |
3,576.5 |
S2 |
3,547.3 |
3,547.3 |
3,583.2 |
|
S3 |
3,510.3 |
3,531.7 |
3,579.8 |
|
S4 |
3,473.3 |
3,494.7 |
3,569.7 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,868.7 |
3,831.3 |
3,646.1 |
|
R3 |
3,766.7 |
3,729.3 |
3,618.1 |
|
R2 |
3,664.7 |
3,664.7 |
3,608.7 |
|
R1 |
3,627.3 |
3,627.3 |
3,599.4 |
3,646.0 |
PP |
3,562.7 |
3,562.7 |
3,562.7 |
3,572.0 |
S1 |
3,525.3 |
3,525.3 |
3,580.7 |
3,544.0 |
S2 |
3,460.7 |
3,460.7 |
3,571.3 |
|
S3 |
3,358.7 |
3,423.3 |
3,562.0 |
|
S4 |
3,256.7 |
3,321.3 |
3,533.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,600.0 |
3,498.0 |
102.0 |
2.8% |
37.0 |
1.0% |
90% |
True |
False |
884,400 |
10 |
3,600.0 |
3,381.0 |
219.0 |
6.1% |
47.4 |
1.3% |
95% |
True |
False |
940,295 |
20 |
3,600.0 |
3,321.0 |
279.0 |
7.8% |
52.3 |
1.5% |
96% |
True |
False |
969,347 |
40 |
3,600.0 |
2,981.0 |
619.0 |
17.2% |
68.9 |
1.9% |
98% |
True |
False |
1,199,913 |
60 |
3,600.0 |
2,913.0 |
687.0 |
19.1% |
68.6 |
1.9% |
99% |
True |
False |
997,010 |
80 |
3,600.0 |
2,913.0 |
687.0 |
19.1% |
64.4 |
1.8% |
99% |
True |
False |
752,830 |
100 |
3,600.0 |
2,768.0 |
832.0 |
23.2% |
66.0 |
1.8% |
99% |
True |
False |
604,691 |
120 |
3,600.0 |
2,768.0 |
832.0 |
23.2% |
61.3 |
1.7% |
99% |
True |
False |
504,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,757.3 |
2.618 |
3,696.9 |
1.618 |
3,659.9 |
1.000 |
3,637.0 |
0.618 |
3,622.9 |
HIGH |
3,600.0 |
0.618 |
3,585.9 |
0.500 |
3,581.5 |
0.382 |
3,577.1 |
LOW |
3,563.0 |
0.618 |
3,540.1 |
1.000 |
3,526.0 |
1.618 |
3,503.1 |
2.618 |
3,466.1 |
4.250 |
3,405.8 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,587.2 |
3,581.5 |
PP |
3,584.3 |
3,573.0 |
S1 |
3,581.5 |
3,564.5 |
|