Trading Metrics calculated at close of trading on 12-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,339.0 |
3,370.0 |
31.0 |
0.9% |
3,483.0 |
High |
3,376.0 |
3,389.0 |
13.0 |
0.4% |
3,504.0 |
Low |
3,256.0 |
3,349.0 |
93.0 |
2.9% |
3,256.0 |
Close |
3,307.0 |
3,372.0 |
65.0 |
2.0% |
3,307.0 |
Range |
120.0 |
40.0 |
-80.0 |
-66.7% |
248.0 |
ATR |
66.5 |
67.6 |
1.1 |
1.7% |
0.0 |
Volume |
2,584,403 |
1,428,849 |
-1,155,554 |
-44.7% |
11,647,147 |
|
Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,490.0 |
3,471.0 |
3,394.0 |
|
R3 |
3,450.0 |
3,431.0 |
3,383.0 |
|
R2 |
3,410.0 |
3,410.0 |
3,379.3 |
|
R1 |
3,391.0 |
3,391.0 |
3,375.7 |
3,400.5 |
PP |
3,370.0 |
3,370.0 |
3,370.0 |
3,374.8 |
S1 |
3,351.0 |
3,351.0 |
3,368.3 |
3,360.5 |
S2 |
3,330.0 |
3,330.0 |
3,364.7 |
|
S3 |
3,290.0 |
3,311.0 |
3,361.0 |
|
S4 |
3,250.0 |
3,271.0 |
3,350.0 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,099.7 |
3,951.3 |
3,443.4 |
|
R3 |
3,851.7 |
3,703.3 |
3,375.2 |
|
R2 |
3,603.7 |
3,603.7 |
3,352.5 |
|
R1 |
3,455.3 |
3,455.3 |
3,329.7 |
3,405.5 |
PP |
3,355.7 |
3,355.7 |
3,355.7 |
3,330.8 |
S1 |
3,207.3 |
3,207.3 |
3,284.3 |
3,157.5 |
S2 |
3,107.7 |
3,107.7 |
3,261.5 |
|
S3 |
2,859.7 |
2,959.3 |
3,238.8 |
|
S4 |
2,611.7 |
2,711.3 |
3,170.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,472.0 |
3,256.0 |
216.0 |
6.4% |
95.0 |
2.8% |
54% |
False |
False |
2,254,630 |
10 |
3,634.0 |
3,256.0 |
378.0 |
11.2% |
84.0 |
2.5% |
31% |
False |
False |
1,796,955 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
59.8 |
1.8% |
27% |
False |
False |
1,346,872 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
47.1 |
1.4% |
27% |
False |
False |
1,083,029 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
42.8 |
1.3% |
27% |
False |
False |
803,063 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
39.8 |
1.2% |
27% |
False |
False |
603,237 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
35.5 |
1.1% |
27% |
False |
False |
483,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,559.0 |
2.618 |
3,493.7 |
1.618 |
3,453.7 |
1.000 |
3,429.0 |
0.618 |
3,413.7 |
HIGH |
3,389.0 |
0.618 |
3,373.7 |
0.500 |
3,369.0 |
0.382 |
3,364.3 |
LOW |
3,349.0 |
0.618 |
3,324.3 |
1.000 |
3,309.0 |
1.618 |
3,284.3 |
2.618 |
3,244.3 |
4.250 |
3,179.0 |
|
|
Fisher Pivots for day following 12-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,371.0 |
3,364.2 |
PP |
3,370.0 |
3,356.3 |
S1 |
3,369.0 |
3,348.5 |
|