Trading Metrics calculated at close of trading on 14-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,367.0 |
3,352.0 |
-15.0 |
-0.4% |
3,483.0 |
High |
3,372.0 |
3,393.0 |
21.0 |
0.6% |
3,504.0 |
Low |
3,335.0 |
3,309.0 |
-26.0 |
-0.8% |
3,256.0 |
Close |
3,341.0 |
3,376.0 |
35.0 |
1.0% |
3,307.0 |
Range |
37.0 |
84.0 |
47.0 |
127.0% |
248.0 |
ATR |
65.4 |
66.7 |
1.3 |
2.0% |
0.0 |
Volume |
1,306,842 |
1,590,985 |
284,143 |
21.7% |
11,647,147 |
|
Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,611.3 |
3,577.7 |
3,422.2 |
|
R3 |
3,527.3 |
3,493.7 |
3,399.1 |
|
R2 |
3,443.3 |
3,443.3 |
3,391.4 |
|
R1 |
3,409.7 |
3,409.7 |
3,383.7 |
3,426.5 |
PP |
3,359.3 |
3,359.3 |
3,359.3 |
3,367.8 |
S1 |
3,325.7 |
3,325.7 |
3,368.3 |
3,342.5 |
S2 |
3,275.3 |
3,275.3 |
3,360.6 |
|
S3 |
3,191.3 |
3,241.7 |
3,352.9 |
|
S4 |
3,107.3 |
3,157.7 |
3,329.8 |
|
|
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 |
3,441.0 |
3,256.0 |
185.0 |
5.5% |
77.2 |
2.3% |
65% |
False |
False |
1,790,663 |
10 |
3,634.0 |
3,256.0 |
378.0 |
11.2% |
90.6 |
2.7% |
32% |
False |
False |
1,882,489 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
62.2 |
1.8% |
28% |
False |
False |
1,389,788 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
48.3 |
1.4% |
28% |
False |
False |
1,091,023 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
44.0 |
1.3% |
28% |
False |
False |
851,345 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
40.6 |
1.2% |
28% |
False |
False |
639,327 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
36.4 |
1.1% |
28% |
False |
False |
512,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,750.0 |
2.618 |
3,612.9 |
1.618 |
3,528.9 |
1.000 |
3,477.0 |
0.618 |
3,444.9 |
HIGH |
3,393.0 |
0.618 |
3,360.9 |
0.500 |
3,351.0 |
0.382 |
3,341.1 |
LOW |
3,309.0 |
0.618 |
3,257.1 |
1.000 |
3,225.0 |
1.618 |
3,173.1 |
2.618 |
3,089.1 |
4.250 |
2,952.0 |
|
|
Fisher Pivots for day following 14-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,367.7 |
3,367.7 |
PP |
3,359.3 |
3,359.3 |
S1 |
3,351.0 |
3,351.0 |
|