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 |
18,128 |
18,103 |
-25 |
-0.1% |
18,029 |
High |
18,147 |
18,110 |
-37 |
-0.2% |
18,147 |
Low |
18,068 |
18,045 |
-23 |
-0.1% |
17,947 |
Close |
18,122 |
18,046 |
-76 |
-0.4% |
18,046 |
Range |
79 |
65 |
-14 |
-17.7% |
200 |
ATR |
165 |
158 |
-6 |
-3.8% |
0 |
Volume |
65 |
26 |
-39 |
-60.0% |
349 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,262 |
18,219 |
18,082 |
|
R3 |
18,197 |
18,154 |
18,064 |
|
R2 |
18,132 |
18,132 |
18,058 |
|
R1 |
18,089 |
18,089 |
18,052 |
18,078 |
PP |
18,067 |
18,067 |
18,067 |
18,062 |
S1 |
18,024 |
18,024 |
18,040 |
18,013 |
S2 |
18,002 |
18,002 |
18,034 |
|
S3 |
17,937 |
17,959 |
18,028 |
|
S4 |
17,872 |
17,894 |
18,010 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,647 |
18,546 |
18,156 |
|
R3 |
18,447 |
18,346 |
18,101 |
|
R2 |
18,247 |
18,247 |
18,083 |
|
R1 |
18,146 |
18,146 |
18,064 |
18,197 |
PP |
18,047 |
18,047 |
18,047 |
18,072 |
S1 |
17,946 |
17,946 |
18,028 |
17,997 |
S2 |
17,847 |
17,847 |
18,009 |
|
S3 |
17,647 |
17,746 |
17,991 |
|
S4 |
17,447 |
17,546 |
17,936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,147 |
17,947 |
200 |
1.1% |
86 |
0.5% |
50% |
False |
False |
69 |
10 |
18,147 |
17,785 |
362 |
2.0% |
105 |
0.6% |
72% |
False |
False |
52 |
20 |
18,147 |
16,880 |
1,267 |
7.0% |
154 |
0.9% |
92% |
False |
False |
48 |
40 |
18,147 |
16,880 |
1,267 |
7.0% |
198 |
1.1% |
92% |
False |
False |
42 |
60 |
18,147 |
16,880 |
1,267 |
7.0% |
172 |
1.0% |
92% |
False |
False |
36 |
80 |
18,147 |
16,880 |
1,267 |
7.0% |
132 |
0.7% |
92% |
False |
False |
28 |
100 |
18,147 |
15,850 |
2,297 |
12.7% |
119 |
0.7% |
96% |
False |
False |
24 |
120 |
18,147 |
15,850 |
2,297 |
12.7% |
101 |
0.6% |
96% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,386 |
2.618 |
18,280 |
1.618 |
18,215 |
1.000 |
18,175 |
0.618 |
18,150 |
HIGH |
18,110 |
0.618 |
18,085 |
0.500 |
18,078 |
0.382 |
18,070 |
LOW |
18,045 |
0.618 |
18,005 |
1.000 |
17,980 |
1.618 |
17,940 |
2.618 |
17,875 |
4.250 |
17,769 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
18,078 |
18,096 |
PP |
18,067 |
18,079 |
S1 |
18,057 |
18,063 |
|