Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
3,674.00 |
3,692.00 |
18.00 |
0.5% |
3,658.75 |
High |
3,699.00 |
3,715.50 |
16.50 |
0.4% |
3,715.50 |
Low |
3,656.75 |
3,658.00 |
1.25 |
0.0% |
3,648.25 |
Close |
3,694.25 |
3,688.00 |
-6.25 |
-0.2% |
3,688.00 |
Range |
42.25 |
57.50 |
15.25 |
36.1% |
67.25 |
ATR |
39.50 |
40.78 |
1.29 |
3.3% |
0.00 |
Volume |
1,483 |
1,442 |
-41 |
-2.8% |
6,420 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,859.75 |
3,831.25 |
3,719.50 |
|
R3 |
3,802.25 |
3,773.75 |
3,703.75 |
|
R2 |
3,744.75 |
3,744.75 |
3,698.50 |
|
R1 |
3,716.25 |
3,716.25 |
3,693.25 |
3,701.75 |
PP |
3,687.25 |
3,687.25 |
3,687.25 |
3,680.00 |
S1 |
3,658.75 |
3,658.75 |
3,682.75 |
3,644.25 |
S2 |
3,629.75 |
3,629.75 |
3,677.50 |
|
S3 |
3,572.25 |
3,601.25 |
3,672.25 |
|
S4 |
3,514.75 |
3,543.75 |
3,656.50 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,885.75 |
3,854.00 |
3,725.00 |
|
R3 |
3,818.50 |
3,786.75 |
3,706.50 |
|
R2 |
3,751.25 |
3,751.25 |
3,700.25 |
|
R1 |
3,719.50 |
3,719.50 |
3,694.25 |
3,735.50 |
PP |
3,684.00 |
3,684.00 |
3,684.00 |
3,691.75 |
S1 |
3,652.25 |
3,652.25 |
3,681.75 |
3,668.00 |
S2 |
3,616.75 |
3,616.75 |
3,675.75 |
|
S3 |
3,549.50 |
3,585.00 |
3,669.50 |
|
S4 |
3,482.25 |
3,517.75 |
3,651.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,715.50 |
3,648.25 |
67.25 |
1.8% |
42.25 |
1.1% |
59% |
True |
False |
1,284 |
10 |
3,715.50 |
3,632.75 |
82.75 |
2.2% |
35.25 |
1.0% |
67% |
True |
False |
907 |
20 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
42.75 |
1.2% |
91% |
True |
False |
796 |
40 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
41.00 |
1.1% |
91% |
True |
False |
447 |
60 |
3,715.50 |
3,408.00 |
307.50 |
8.3% |
30.75 |
0.8% |
91% |
True |
False |
300 |
80 |
3,715.50 |
3,307.00 |
408.50 |
11.1% |
24.00 |
0.7% |
93% |
True |
False |
225 |
100 |
3,715.50 |
3,119.75 |
595.75 |
16.2% |
20.00 |
0.5% |
95% |
True |
False |
180 |
120 |
3,715.50 |
3,119.75 |
595.75 |
16.2% |
16.75 |
0.5% |
95% |
True |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,960.00 |
2.618 |
3,866.00 |
1.618 |
3,808.50 |
1.000 |
3,773.00 |
0.618 |
3,751.00 |
HIGH |
3,715.50 |
0.618 |
3,693.50 |
0.500 |
3,686.75 |
0.382 |
3,680.00 |
LOW |
3,658.00 |
0.618 |
3,622.50 |
1.000 |
3,600.50 |
1.618 |
3,565.00 |
2.618 |
3,507.50 |
4.250 |
3,413.50 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
3,687.50 |
3,687.25 |
PP |
3,687.25 |
3,686.50 |
S1 |
3,686.75 |
3,685.75 |
|