Trading Metrics calculated at close of trading on 22-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,419.0 |
3,397.0 |
-22.0 |
-0.6% |
3,370.0 |
High |
3,440.0 |
3,439.0 |
-1.0 |
0.0% |
3,439.0 |
Low |
3,402.0 |
3,389.0 |
-13.0 |
-0.4% |
3,309.0 |
Close |
3,427.0 |
3,438.0 |
11.0 |
0.3% |
3,426.0 |
Range |
38.0 |
50.0 |
12.0 |
31.6% |
130.0 |
ATR |
60.7 |
59.9 |
-0.8 |
-1.3% |
0.0 |
Volume |
789,534 |
1,011,934 |
222,400 |
28.2% |
6,833,022 |
|
Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,572.0 |
3,555.0 |
3,465.5 |
|
R3 |
3,522.0 |
3,505.0 |
3,451.8 |
|
R2 |
3,472.0 |
3,472.0 |
3,447.2 |
|
R1 |
3,455.0 |
3,455.0 |
3,442.6 |
3,463.5 |
PP |
3,422.0 |
3,422.0 |
3,422.0 |
3,426.3 |
S1 |
3,405.0 |
3,405.0 |
3,433.4 |
3,413.5 |
S2 |
3,372.0 |
3,372.0 |
3,428.8 |
|
S3 |
3,322.0 |
3,355.0 |
3,424.3 |
|
S4 |
3,272.0 |
3,305.0 |
3,410.5 |
|
|
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 |
3,440.0 |
3,373.0 |
67.0 |
1.9% |
43.0 |
1.3% |
97% |
False |
False |
1,039,108 |
10 |
3,441.0 |
3,256.0 |
185.0 |
5.4% |
60.1 |
1.7% |
98% |
False |
False |
1,414,886 |
20 |
3,657.0 |
3,256.0 |
401.0 |
11.7% |
64.2 |
1.9% |
45% |
False |
False |
1,424,326 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
48.9 |
1.4% |
43% |
False |
False |
1,123,455 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.6 |
1.3% |
43% |
False |
False |
931,535 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
41.1 |
1.2% |
42% |
False |
False |
704,181 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
37.8 |
1.1% |
42% |
False |
False |
563,989 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.4 |
1.0% |
42% |
False |
False |
470,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,651.5 |
2.618 |
3,569.9 |
1.618 |
3,519.9 |
1.000 |
3,489.0 |
0.618 |
3,469.9 |
HIGH |
3,439.0 |
0.618 |
3,419.9 |
0.500 |
3,414.0 |
0.382 |
3,408.1 |
LOW |
3,389.0 |
0.618 |
3,358.1 |
1.000 |
3,339.0 |
1.618 |
3,308.1 |
2.618 |
3,258.1 |
4.250 |
3,176.5 |
|
|
Fisher Pivots for day following 22-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,430.0 |
3,430.2 |
PP |
3,422.0 |
3,422.3 |
S1 |
3,414.0 |
3,414.5 |
|