Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,352.0 |
1,354.0 |
2.0 |
0.1% |
1,323.8 |
High |
1,355.9 |
1,361.4 |
5.5 |
0.4% |
1,361.4 |
Low |
1,349.7 |
1,344.9 |
-4.8 |
-0.4% |
1,318.0 |
Close |
1,352.1 |
1,353.2 |
1.1 |
0.1% |
1,353.2 |
Range |
6.2 |
16.5 |
10.3 |
166.1% |
43.4 |
ATR |
15.1 |
15.2 |
0.1 |
0.6% |
0.0 |
Volume |
111 |
110 |
-1 |
-0.9% |
832 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.7 |
1,394.4 |
1,362.3 |
|
R3 |
1,386.2 |
1,377.9 |
1,357.7 |
|
R2 |
1,369.7 |
1,369.7 |
1,356.2 |
|
R1 |
1,361.4 |
1,361.4 |
1,354.7 |
1,357.3 |
PP |
1,353.2 |
1,353.2 |
1,353.2 |
1,351.1 |
S1 |
1,344.9 |
1,344.9 |
1,351.7 |
1,340.8 |
S2 |
1,336.7 |
1,336.7 |
1,350.2 |
|
S3 |
1,320.2 |
1,328.4 |
1,348.7 |
|
S4 |
1,303.7 |
1,311.9 |
1,344.1 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.4 |
1,457.2 |
1,377.1 |
|
R3 |
1,431.0 |
1,413.8 |
1,365.1 |
|
R2 |
1,387.6 |
1,387.6 |
1,361.2 |
|
R1 |
1,370.4 |
1,370.4 |
1,357.2 |
1,379.0 |
PP |
1,344.2 |
1,344.2 |
1,344.2 |
1,348.5 |
S1 |
1,327.0 |
1,327.0 |
1,349.2 |
1,335.6 |
S2 |
1,300.8 |
1,300.8 |
1,345.2 |
|
S3 |
1,257.4 |
1,283.6 |
1,341.3 |
|
S4 |
1,214.0 |
1,240.2 |
1,329.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.4 |
1,318.0 |
43.4 |
3.2% |
13.6 |
1.0% |
81% |
True |
False |
166 |
10 |
1,361.4 |
1,307.0 |
54.4 |
4.0% |
14.8 |
1.1% |
85% |
True |
False |
340 |
20 |
1,365.4 |
1,307.0 |
58.4 |
4.3% |
15.5 |
1.1% |
79% |
False |
False |
121,917 |
40 |
1,365.4 |
1,264.4 |
101.0 |
7.5% |
13.8 |
1.0% |
88% |
False |
False |
205,699 |
60 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
13.1 |
1.0% |
90% |
False |
False |
219,526 |
80 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
12.9 |
1.0% |
90% |
False |
False |
169,297 |
100 |
1,365.4 |
1,238.3 |
127.1 |
9.4% |
12.8 |
0.9% |
90% |
False |
False |
136,624 |
120 |
1,365.8 |
1,238.3 |
127.5 |
9.4% |
13.1 |
1.0% |
90% |
False |
False |
114,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.5 |
2.618 |
1,404.6 |
1.618 |
1,388.1 |
1.000 |
1,377.9 |
0.618 |
1,371.6 |
HIGH |
1,361.4 |
0.618 |
1,355.1 |
0.500 |
1,353.2 |
0.382 |
1,351.2 |
LOW |
1,344.9 |
0.618 |
1,334.7 |
1.000 |
1,328.4 |
1.618 |
1,318.2 |
2.618 |
1,301.7 |
4.250 |
1,274.8 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,353.2 |
1,349.7 |
PP |
1,353.2 |
1,346.2 |
S1 |
1,353.2 |
1,342.7 |
|