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 |
1,203.9 |
1,208.8 |
4.9 |
0.4% |
1,203.5 |
High |
1,219.9 |
1,219.2 |
-0.7 |
-0.1% |
1,219.9 |
Low |
1,203.4 |
1,204.1 |
0.7 |
0.1% |
1,190.0 |
Close |
1,210.1 |
1,213.1 |
3.0 |
0.2% |
1,213.1 |
Range |
16.5 |
15.1 |
-1.4 |
-8.5% |
29.9 |
ATR |
20.2 |
19.9 |
-0.4 |
-1.8% |
0.0 |
Volume |
137,276 |
113,768 |
-23,508 |
-17.1% |
588,951 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.4 |
1,250.4 |
1,221.4 |
|
R3 |
1,242.3 |
1,235.3 |
1,217.3 |
|
R2 |
1,227.2 |
1,227.2 |
1,215.9 |
|
R1 |
1,220.2 |
1,220.2 |
1,214.5 |
1,223.7 |
PP |
1,212.1 |
1,212.1 |
1,212.1 |
1,213.9 |
S1 |
1,205.1 |
1,205.1 |
1,211.7 |
1,208.6 |
S2 |
1,197.0 |
1,197.0 |
1,210.3 |
|
S3 |
1,181.9 |
1,190.0 |
1,208.9 |
|
S4 |
1,166.8 |
1,174.9 |
1,204.8 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.4 |
1,285.1 |
1,229.5 |
|
R3 |
1,267.5 |
1,255.2 |
1,221.3 |
|
R2 |
1,237.6 |
1,237.6 |
1,218.6 |
|
R1 |
1,225.3 |
1,225.3 |
1,215.8 |
1,231.5 |
PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,210.7 |
S1 |
1,195.4 |
1,195.4 |
1,210.4 |
1,201.6 |
S2 |
1,177.8 |
1,177.8 |
1,207.6 |
|
S3 |
1,147.9 |
1,165.5 |
1,204.9 |
|
S4 |
1,118.0 |
1,135.6 |
1,196.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,219.9 |
1,190.0 |
29.9 |
2.5% |
15.3 |
1.3% |
77% |
False |
False |
117,790 |
10 |
1,236.7 |
1,190.0 |
46.7 |
3.8% |
17.4 |
1.4% |
49% |
False |
False |
121,326 |
20 |
1,286.5 |
1,190.0 |
96.5 |
8.0% |
19.4 |
1.6% |
24% |
False |
False |
127,480 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
20.9 |
1.7% |
32% |
False |
False |
85,009 |
60 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
20.7 |
1.7% |
32% |
False |
False |
57,953 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
21.1 |
1.7% |
46% |
False |
False |
44,591 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.6 |
1.6% |
46% |
False |
False |
36,005 |
120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
18.3 |
1.5% |
46% |
False |
False |
30,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.4 |
2.618 |
1,258.7 |
1.618 |
1,243.6 |
1.000 |
1,234.3 |
0.618 |
1,228.5 |
HIGH |
1,219.2 |
0.618 |
1,213.4 |
0.500 |
1,211.7 |
0.382 |
1,209.9 |
LOW |
1,204.1 |
0.618 |
1,194.8 |
1.000 |
1,189.0 |
1.618 |
1,179.7 |
2.618 |
1,164.6 |
4.250 |
1,139.9 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,212.6 |
1,212.2 |
PP |
1,212.1 |
1,211.2 |
S1 |
1,211.7 |
1,210.3 |
|