Trading Metrics calculated at close of trading on 15-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,352.0 |
3,396.0 |
44.0 |
1.3% |
3,483.0 |
High |
3,393.0 |
3,413.0 |
20.0 |
0.6% |
3,504.0 |
Low |
3,309.0 |
3,373.0 |
64.0 |
1.9% |
3,256.0 |
Close |
3,376.0 |
3,385.0 |
9.0 |
0.3% |
3,307.0 |
Range |
84.0 |
40.0 |
-44.0 |
-52.4% |
248.0 |
ATR |
66.7 |
64.8 |
-1.9 |
-2.9% |
0.0 |
Volume |
1,590,985 |
1,256,212 |
-334,773 |
-21.0% |
11,647,147 |
|
Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,510.3 |
3,487.7 |
3,407.0 |
|
R3 |
3,470.3 |
3,447.7 |
3,396.0 |
|
R2 |
3,430.3 |
3,430.3 |
3,392.3 |
|
R1 |
3,407.7 |
3,407.7 |
3,388.7 |
3,399.0 |
PP |
3,390.3 |
3,390.3 |
3,390.3 |
3,386.0 |
S1 |
3,367.7 |
3,367.7 |
3,381.3 |
3,359.0 |
S2 |
3,350.3 |
3,350.3 |
3,377.7 |
|
S3 |
3,310.3 |
3,327.7 |
3,374.0 |
|
S4 |
3,270.3 |
3,287.7 |
3,363.0 |
|
|
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 |
3,413.0 |
3,256.0 |
157.0 |
4.6% |
64.2 |
1.9% |
82% |
True |
False |
1,633,458 |
10 |
3,577.0 |
3,256.0 |
321.0 |
9.5% |
87.5 |
2.6% |
40% |
False |
False |
1,872,643 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
63.0 |
1.9% |
30% |
False |
False |
1,402,796 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
48.5 |
1.4% |
30% |
False |
False |
1,096,674 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.6% |
44.2 |
1.3% |
30% |
False |
False |
872,272 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
40.9 |
1.2% |
30% |
False |
False |
655,025 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
36.7 |
1.1% |
30% |
False |
False |
524,597 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.8% |
33.7 |
1.0% |
30% |
False |
False |
437,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,583.0 |
2.618 |
3,517.7 |
1.618 |
3,477.7 |
1.000 |
3,453.0 |
0.618 |
3,437.7 |
HIGH |
3,413.0 |
0.618 |
3,397.7 |
0.500 |
3,393.0 |
0.382 |
3,388.3 |
LOW |
3,373.0 |
0.618 |
3,348.3 |
1.000 |
3,333.0 |
1.618 |
3,308.3 |
2.618 |
3,268.3 |
4.250 |
3,203.0 |
|
|
Fisher Pivots for day following 15-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,393.0 |
3,377.0 |
PP |
3,390.3 |
3,369.0 |
S1 |
3,387.7 |
3,361.0 |
|