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 |
18,190 |
18,203 |
13 |
0.1% |
18,112 |
High |
18,228 |
18,203 |
-25 |
-0.1% |
18,228 |
Low |
18,143 |
18,117 |
-26 |
-0.1% |
18,034 |
Close |
18,203 |
18,127 |
-76 |
-0.4% |
18,127 |
Range |
85 |
86 |
1 |
1.2% |
194 |
ATR |
191 |
183 |
-7 |
-3.9% |
0 |
Volume |
96,883 |
82,630 |
-14,253 |
-14.7% |
419,837 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,407 |
18,353 |
18,174 |
|
R3 |
18,321 |
18,267 |
18,151 |
|
R2 |
18,235 |
18,235 |
18,143 |
|
R1 |
18,181 |
18,181 |
18,135 |
18,165 |
PP |
18,149 |
18,149 |
18,149 |
18,141 |
S1 |
18,095 |
18,095 |
18,119 |
18,079 |
S2 |
18,063 |
18,063 |
18,111 |
|
S3 |
17,977 |
18,009 |
18,103 |
|
S4 |
17,891 |
17,923 |
18,080 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,712 |
18,613 |
18,234 |
|
R3 |
18,518 |
18,419 |
18,180 |
|
R2 |
18,324 |
18,324 |
18,163 |
|
R1 |
18,225 |
18,225 |
18,145 |
18,275 |
PP |
18,130 |
18,130 |
18,130 |
18,154 |
S1 |
18,031 |
18,031 |
18,109 |
18,081 |
S2 |
17,936 |
17,936 |
18,092 |
|
S3 |
17,742 |
17,837 |
18,074 |
|
S4 |
17,548 |
17,643 |
18,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,228 |
18,034 |
194 |
1.1% |
88 |
0.5% |
48% |
False |
False |
83,967 |
10 |
18,228 |
17,853 |
375 |
2.1% |
116 |
0.6% |
73% |
False |
False |
99,480 |
20 |
18,228 |
16,962 |
1,266 |
7.0% |
184 |
1.0% |
92% |
False |
False |
129,232 |
40 |
18,228 |
16,962 |
1,266 |
7.0% |
246 |
1.4% |
92% |
False |
False |
163,955 |
60 |
18,228 |
16,962 |
1,266 |
7.0% |
231 |
1.3% |
92% |
False |
False |
140,905 |
80 |
18,228 |
16,962 |
1,266 |
7.0% |
196 |
1.1% |
92% |
False |
False |
105,735 |
100 |
18,228 |
15,740 |
2,488 |
13.7% |
204 |
1.1% |
96% |
False |
False |
84,593 |
120 |
18,228 |
15,740 |
2,488 |
13.7% |
187 |
1.0% |
96% |
False |
False |
70,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,569 |
2.618 |
18,428 |
1.618 |
18,342 |
1.000 |
18,289 |
0.618 |
18,256 |
HIGH |
18,203 |
0.618 |
18,170 |
0.500 |
18,160 |
0.382 |
18,150 |
LOW |
18,117 |
0.618 |
18,064 |
1.000 |
18,031 |
1.618 |
17,978 |
2.618 |
17,892 |
4.250 |
17,752 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,160 |
18,173 |
PP |
18,149 |
18,157 |
S1 |
18,138 |
18,142 |
|