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 |
3,481.0 |
3,491.0 |
10.0 |
0.3% |
3,448.0 |
High |
3,503.0 |
3,523.0 |
20.0 |
0.6% |
3,523.0 |
Low |
3,463.0 |
3,488.0 |
25.0 |
0.7% |
3,426.0 |
Close |
3,496.0 |
3,515.0 |
19.0 |
0.5% |
3,515.0 |
Range |
40.0 |
35.0 |
-5.0 |
-12.5% |
97.0 |
ATR |
56.9 |
55.4 |
-1.6 |
-2.8% |
0.0 |
Volume |
75,386 |
18,275 |
-57,111 |
-75.8% |
112,575 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.7 |
3,599.3 |
3,534.3 |
|
R3 |
3,578.7 |
3,564.3 |
3,524.6 |
|
R2 |
3,543.7 |
3,543.7 |
3,521.4 |
|
R1 |
3,529.3 |
3,529.3 |
3,518.2 |
3,536.5 |
PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,512.3 |
S1 |
3,494.3 |
3,494.3 |
3,511.8 |
3,501.5 |
S2 |
3,473.7 |
3,473.7 |
3,508.6 |
|
S3 |
3,438.7 |
3,459.3 |
3,505.4 |
|
S4 |
3,403.7 |
3,424.3 |
3,495.8 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,779.0 |
3,744.0 |
3,568.4 |
|
R3 |
3,682.0 |
3,647.0 |
3,541.7 |
|
R2 |
3,585.0 |
3,585.0 |
3,532.8 |
|
R1 |
3,550.0 |
3,550.0 |
3,523.9 |
3,567.5 |
PP |
3,488.0 |
3,488.0 |
3,488.0 |
3,496.8 |
S1 |
3,453.0 |
3,453.0 |
3,506.1 |
3,470.5 |
S2 |
3,391.0 |
3,391.0 |
3,497.2 |
|
S3 |
3,294.0 |
3,356.0 |
3,488.3 |
|
S4 |
3,197.0 |
3,259.0 |
3,461.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,523.0 |
3,426.0 |
97.0 |
2.8% |
34.6 |
1.0% |
92% |
True |
False |
22,515 |
10 |
3,523.0 |
3,310.0 |
213.0 |
6.1% |
46.5 |
1.3% |
96% |
True |
False |
12,081 |
20 |
3,523.0 |
3,248.0 |
275.0 |
7.8% |
47.3 |
1.3% |
97% |
True |
False |
6,332 |
40 |
3,523.0 |
2,912.0 |
611.0 |
17.4% |
62.3 |
1.8% |
99% |
True |
False |
4,037 |
60 |
3,523.0 |
2,848.0 |
675.0 |
19.2% |
60.0 |
1.7% |
99% |
True |
False |
2,913 |
80 |
3,523.0 |
2,848.0 |
675.0 |
19.2% |
51.1 |
1.5% |
99% |
True |
False |
2,193 |
100 |
3,523.0 |
2,710.0 |
813.0 |
23.1% |
49.3 |
1.4% |
99% |
True |
False |
1,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,671.8 |
2.618 |
3,614.6 |
1.618 |
3,579.6 |
1.000 |
3,558.0 |
0.618 |
3,544.6 |
HIGH |
3,523.0 |
0.618 |
3,509.6 |
0.500 |
3,505.5 |
0.382 |
3,501.4 |
LOW |
3,488.0 |
0.618 |
3,466.4 |
1.000 |
3,453.0 |
1.618 |
3,431.4 |
2.618 |
3,396.4 |
4.250 |
3,339.3 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,511.8 |
3,506.3 |
PP |
3,508.7 |
3,497.7 |
S1 |
3,505.5 |
3,489.0 |
|