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 |
1,205.8 |
1,210.2 |
4.4 |
0.4% |
1,203.0 |
High |
1,220.7 |
1,220.0 |
-0.7 |
-0.1% |
1,220.7 |
Low |
1,205.8 |
1,205.2 |
-0.6 |
0.0% |
1,190.8 |
Close |
1,211.0 |
1,214.0 |
3.0 |
0.2% |
1,214.0 |
Range |
14.9 |
14.8 |
-0.1 |
-0.7% |
29.9 |
ATR |
19.6 |
19.2 |
-0.3 |
-1.7% |
0.0 |
Volume |
6,358 |
8,585 |
2,227 |
35.0% |
21,606 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.5 |
1,250.5 |
1,222.1 |
|
R3 |
1,242.7 |
1,235.7 |
1,218.1 |
|
R2 |
1,227.9 |
1,227.9 |
1,216.7 |
|
R1 |
1,220.9 |
1,220.9 |
1,215.4 |
1,224.4 |
PP |
1,213.1 |
1,213.1 |
1,213.1 |
1,214.8 |
S1 |
1,206.1 |
1,206.1 |
1,212.6 |
1,209.6 |
S2 |
1,198.3 |
1,198.3 |
1,211.3 |
|
S3 |
1,183.5 |
1,191.3 |
1,209.9 |
|
S4 |
1,168.7 |
1,176.5 |
1,205.9 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.2 |
1,286.0 |
1,230.4 |
|
R3 |
1,268.3 |
1,256.1 |
1,222.2 |
|
R2 |
1,238.4 |
1,238.4 |
1,219.5 |
|
R1 |
1,226.2 |
1,226.2 |
1,216.7 |
1,232.3 |
PP |
1,208.5 |
1,208.5 |
1,208.5 |
1,211.6 |
S1 |
1,196.3 |
1,196.3 |
1,211.3 |
1,202.4 |
S2 |
1,178.6 |
1,178.6 |
1,208.5 |
|
S3 |
1,148.7 |
1,166.4 |
1,205.8 |
|
S4 |
1,118.8 |
1,136.5 |
1,197.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.7 |
1,190.8 |
29.9 |
2.5% |
14.4 |
1.2% |
78% |
False |
False |
4,321 |
10 |
1,236.0 |
1,190.8 |
45.2 |
3.7% |
16.5 |
1.4% |
51% |
False |
False |
3,760 |
20 |
1,286.5 |
1,190.8 |
95.7 |
7.9% |
18.5 |
1.5% |
24% |
False |
False |
3,985 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.5% |
20.0 |
1.6% |
32% |
False |
False |
4,034 |
60 |
1,309.0 |
1,169.0 |
140.0 |
11.5% |
19.8 |
1.6% |
32% |
False |
False |
3,517 |
80 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
20.6 |
1.7% |
46% |
False |
False |
3,548 |
100 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
19.2 |
1.6% |
46% |
False |
False |
3,065 |
120 |
1,309.0 |
1,134.1 |
174.9 |
14.4% |
17.8 |
1.5% |
46% |
False |
False |
2,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.9 |
2.618 |
1,258.7 |
1.618 |
1,243.9 |
1.000 |
1,234.8 |
0.618 |
1,229.1 |
HIGH |
1,220.0 |
0.618 |
1,214.3 |
0.500 |
1,212.6 |
0.382 |
1,210.9 |
LOW |
1,205.2 |
0.618 |
1,196.1 |
1.000 |
1,190.4 |
1.618 |
1,181.3 |
2.618 |
1,166.5 |
4.250 |
1,142.3 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
1,213.5 |
1,213.1 |
PP |
1,213.1 |
1,212.1 |
S1 |
1,212.6 |
1,211.2 |
|