Trading Metrics calculated at close of trading on 13-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,370.0 |
3,367.0 |
-3.0 |
-0.1% |
3,483.0 |
High |
3,389.0 |
3,372.0 |
-17.0 |
-0.5% |
3,504.0 |
Low |
3,349.0 |
3,335.0 |
-14.0 |
-0.4% |
3,256.0 |
Close |
3,372.0 |
3,341.0 |
-31.0 |
-0.9% |
3,307.0 |
Range |
40.0 |
37.0 |
-3.0 |
-7.5% |
248.0 |
ATR |
67.6 |
65.4 |
-2.2 |
-3.2% |
0.0 |
Volume |
1,428,849 |
1,306,842 |
-122,007 |
-8.5% |
11,647,147 |
|
Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,460.3 |
3,437.7 |
3,361.4 |
|
R3 |
3,423.3 |
3,400.7 |
3,351.2 |
|
R2 |
3,386.3 |
3,386.3 |
3,347.8 |
|
R1 |
3,363.7 |
3,363.7 |
3,344.4 |
3,356.5 |
PP |
3,349.3 |
3,349.3 |
3,349.3 |
3,345.8 |
S1 |
3,326.7 |
3,326.7 |
3,337.6 |
3,319.5 |
S2 |
3,312.3 |
3,312.3 |
3,334.2 |
|
S3 |
3,275.3 |
3,289.7 |
3,330.8 |
|
S4 |
3,238.3 |
3,252.7 |
3,320.7 |
|
|
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 |
3,463.0 |
3,256.0 |
207.0 |
6.2% |
73.4 |
2.2% |
41% |
False |
False |
1,846,490 |
10 |
3,634.0 |
3,256.0 |
378.0 |
11.3% |
84.3 |
2.5% |
22% |
False |
False |
1,820,607 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
59.4 |
1.8% |
20% |
False |
False |
1,361,538 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
47.2 |
1.4% |
20% |
False |
False |
1,077,427 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.7% |
42.9 |
1.3% |
20% |
False |
False |
824,836 |
80 |
3,689.0 |
3,256.0 |
433.0 |
13.0% |
40.0 |
1.2% |
20% |
False |
False |
619,478 |
100 |
3,689.0 |
3,256.0 |
433.0 |
13.0% |
35.7 |
1.1% |
20% |
False |
False |
496,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,529.3 |
2.618 |
3,468.9 |
1.618 |
3,431.9 |
1.000 |
3,409.0 |
0.618 |
3,394.9 |
HIGH |
3,372.0 |
0.618 |
3,357.9 |
0.500 |
3,353.5 |
0.382 |
3,349.1 |
LOW |
3,335.0 |
0.618 |
3,312.1 |
1.000 |
3,298.0 |
1.618 |
3,275.1 |
2.618 |
3,238.1 |
4.250 |
3,177.8 |
|
|
Fisher Pivots for day following 13-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,353.5 |
3,334.8 |
PP |
3,349.3 |
3,328.7 |
S1 |
3,345.2 |
3,322.5 |
|