Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,399.0 |
3,407.0 |
8.0 |
0.2% |
3,370.0 |
High |
3,439.0 |
3,437.0 |
-2.0 |
-0.1% |
3,439.0 |
Low |
3,393.0 |
3,396.0 |
3.0 |
0.1% |
3,309.0 |
Close |
3,426.0 |
3,435.0 |
9.0 |
0.3% |
3,426.0 |
Range |
46.0 |
41.0 |
-5.0 |
-10.9% |
130.0 |
ATR |
64.1 |
62.4 |
-1.6 |
-2.6% |
0.0 |
Volume |
1,250,134 |
887,730 |
-362,404 |
-29.0% |
6,833,022 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,545.7 |
3,531.3 |
3,457.6 |
|
R3 |
3,504.7 |
3,490.3 |
3,446.3 |
|
R2 |
3,463.7 |
3,463.7 |
3,442.5 |
|
R1 |
3,449.3 |
3,449.3 |
3,438.8 |
3,456.5 |
PP |
3,422.7 |
3,422.7 |
3,422.7 |
3,426.3 |
S1 |
3,408.3 |
3,408.3 |
3,431.2 |
3,415.5 |
S2 |
3,381.7 |
3,381.7 |
3,427.5 |
|
S3 |
3,340.7 |
3,367.3 |
3,423.7 |
|
S4 |
3,299.7 |
3,326.3 |
3,412.5 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,781.3 |
3,733.7 |
3,497.5 |
|
R3 |
3,651.3 |
3,603.7 |
3,461.8 |
|
R2 |
3,521.3 |
3,521.3 |
3,449.8 |
|
R1 |
3,473.7 |
3,473.7 |
3,437.9 |
3,497.5 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,403.3 |
S1 |
3,343.7 |
3,343.7 |
3,414.1 |
3,367.5 |
S2 |
3,261.3 |
3,261.3 |
3,402.2 |
|
S3 |
3,131.3 |
3,213.7 |
3,390.3 |
|
S4 |
3,001.3 |
3,083.7 |
3,354.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,439.0 |
3,309.0 |
130.0 |
3.8% |
49.6 |
1.4% |
97% |
False |
False |
1,258,380 |
10 |
3,472.0 |
3,256.0 |
216.0 |
6.3% |
72.3 |
2.1% |
83% |
False |
False |
1,756,505 |
20 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
63.3 |
1.8% |
42% |
False |
False |
1,421,516 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
48.9 |
1.4% |
42% |
False |
False |
1,113,310 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.3 |
1.3% |
42% |
False |
False |
907,650 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
41.4 |
1.2% |
41% |
False |
False |
681,744 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
37.2 |
1.1% |
41% |
False |
False |
545,975 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.0 |
1.0% |
41% |
False |
False |
455,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,611.3 |
2.618 |
3,544.3 |
1.618 |
3,503.3 |
1.000 |
3,478.0 |
0.618 |
3,462.3 |
HIGH |
3,437.0 |
0.618 |
3,421.3 |
0.500 |
3,416.5 |
0.382 |
3,411.7 |
LOW |
3,396.0 |
0.618 |
3,370.7 |
1.000 |
3,355.0 |
1.618 |
3,329.7 |
2.618 |
3,288.7 |
4.250 |
3,221.8 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,428.8 |
3,425.3 |
PP |
3,422.7 |
3,415.7 |
S1 |
3,416.5 |
3,406.0 |
|