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 |
18,630 |
18,885 |
255 |
1.4% |
18,520 |
High |
18,935 |
18,890 |
-45 |
-0.2% |
18,935 |
Low |
18,600 |
18,730 |
130 |
0.7% |
18,425 |
Close |
18,885 |
18,880 |
-5 |
0.0% |
18,880 |
Range |
335 |
160 |
-175 |
-52.2% |
510 |
ATR |
292 |
283 |
-9 |
-3.2% |
0 |
Volume |
13,062 |
11,876 |
-1,186 |
-9.1% |
48,730 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,313 |
19,257 |
18,968 |
|
R3 |
19,153 |
19,097 |
18,924 |
|
R2 |
18,993 |
18,993 |
18,909 |
|
R1 |
18,937 |
18,937 |
18,895 |
18,885 |
PP |
18,833 |
18,833 |
18,833 |
18,808 |
S1 |
18,777 |
18,777 |
18,865 |
18,725 |
S2 |
18,673 |
18,673 |
18,851 |
|
S3 |
18,513 |
18,617 |
18,836 |
|
S4 |
18,353 |
18,457 |
18,792 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,277 |
20,088 |
19,161 |
|
R3 |
19,767 |
19,578 |
19,020 |
|
R2 |
19,257 |
19,257 |
18,974 |
|
R1 |
19,068 |
19,068 |
18,927 |
19,163 |
PP |
18,747 |
18,747 |
18,747 |
18,794 |
S1 |
18,558 |
18,558 |
18,833 |
18,653 |
S2 |
18,237 |
18,237 |
18,787 |
|
S3 |
17,727 |
18,048 |
18,740 |
|
S4 |
17,217 |
17,538 |
18,600 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,935 |
18,425 |
510 |
2.7% |
199 |
1.1% |
89% |
False |
False |
9,746 |
10 |
18,935 |
17,875 |
1,060 |
5.6% |
222 |
1.2% |
95% |
False |
False |
10,190 |
20 |
18,935 |
17,305 |
1,630 |
8.6% |
270 |
1.4% |
97% |
False |
False |
11,487 |
40 |
18,935 |
16,580 |
2,355 |
12.5% |
341 |
1.8% |
98% |
False |
False |
15,594 |
60 |
18,935 |
16,525 |
2,410 |
12.8% |
358 |
1.9% |
98% |
False |
False |
15,804 |
80 |
18,935 |
16,525 |
2,410 |
12.8% |
335 |
1.8% |
98% |
False |
False |
11,979 |
100 |
18,935 |
14,600 |
4,335 |
23.0% |
310 |
1.6% |
99% |
False |
False |
9,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,570 |
2.618 |
19,309 |
1.618 |
19,149 |
1.000 |
19,050 |
0.618 |
18,989 |
HIGH |
18,890 |
0.618 |
18,829 |
0.500 |
18,810 |
0.382 |
18,791 |
LOW |
18,730 |
0.618 |
18,631 |
1.000 |
18,570 |
1.618 |
18,471 |
2.618 |
18,311 |
4.250 |
18,050 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,857 |
18,838 |
PP |
18,833 |
18,795 |
S1 |
18,810 |
18,753 |
|