Trading Metrics calculated at close of trading on 21-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,407.0 |
3,419.0 |
12.0 |
0.4% |
3,370.0 |
High |
3,437.0 |
3,440.0 |
3.0 |
0.1% |
3,439.0 |
Low |
3,396.0 |
3,402.0 |
6.0 |
0.2% |
3,309.0 |
Close |
3,435.0 |
3,427.0 |
-8.0 |
-0.2% |
3,426.0 |
Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
130.0 |
ATR |
62.4 |
60.7 |
-1.7 |
-2.8% |
0.0 |
Volume |
887,730 |
789,534 |
-98,196 |
-11.1% |
6,833,022 |
|
Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.0 |
3,520.0 |
3,447.9 |
|
R3 |
3,499.0 |
3,482.0 |
3,437.5 |
|
R2 |
3,461.0 |
3,461.0 |
3,434.0 |
|
R1 |
3,444.0 |
3,444.0 |
3,430.5 |
3,452.5 |
PP |
3,423.0 |
3,423.0 |
3,423.0 |
3,427.3 |
S1 |
3,406.0 |
3,406.0 |
3,423.5 |
3,414.5 |
S2 |
3,385.0 |
3,385.0 |
3,420.0 |
|
S3 |
3,347.0 |
3,368.0 |
3,416.6 |
|
S4 |
3,309.0 |
3,330.0 |
3,406.1 |
|
|
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 |
3,440.0 |
3,309.0 |
131.0 |
3.8% |
49.8 |
1.5% |
90% |
True |
False |
1,154,919 |
10 |
3,463.0 |
3,256.0 |
207.0 |
6.0% |
61.6 |
1.8% |
83% |
False |
False |
1,500,704 |
20 |
3,666.0 |
3,256.0 |
410.0 |
12.0% |
63.8 |
1.9% |
42% |
False |
False |
1,417,679 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
48.8 |
1.4% |
40% |
False |
False |
1,113,475 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.3 |
1.3% |
40% |
False |
False |
920,645 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
41.3 |
1.2% |
39% |
False |
False |
691,610 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
37.3 |
1.1% |
39% |
False |
False |
553,870 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.2 |
1.0% |
39% |
False |
False |
461,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,601.5 |
2.618 |
3,539.5 |
1.618 |
3,501.5 |
1.000 |
3,478.0 |
0.618 |
3,463.5 |
HIGH |
3,440.0 |
0.618 |
3,425.5 |
0.500 |
3,421.0 |
0.382 |
3,416.5 |
LOW |
3,402.0 |
0.618 |
3,378.5 |
1.000 |
3,364.0 |
1.618 |
3,340.5 |
2.618 |
3,302.5 |
4.250 |
3,240.5 |
|
|
Fisher Pivots for day following 21-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,425.0 |
3,423.5 |
PP |
3,423.0 |
3,420.0 |
S1 |
3,421.0 |
3,416.5 |
|