Trading Metrics calculated at close of trading on 23-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,397.0 |
3,436.0 |
39.0 |
1.1% |
3,407.0 |
High |
3,439.0 |
3,457.0 |
18.0 |
0.5% |
3,457.0 |
Low |
3,389.0 |
3,421.0 |
32.0 |
0.9% |
3,389.0 |
Close |
3,438.0 |
3,438.0 |
0.0 |
0.0% |
3,438.0 |
Range |
50.0 |
36.0 |
-14.0 |
-28.0% |
68.0 |
ATR |
59.9 |
58.2 |
-1.7 |
-2.8% |
0.0 |
Volume |
1,011,934 |
730,969 |
-280,965 |
-27.8% |
3,420,167 |
|
Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,528.3 |
3,457.8 |
|
R3 |
3,510.7 |
3,492.3 |
3,447.9 |
|
R2 |
3,474.7 |
3,474.7 |
3,444.6 |
|
R1 |
3,456.3 |
3,456.3 |
3,441.3 |
3,465.5 |
PP |
3,438.7 |
3,438.7 |
3,438.7 |
3,443.3 |
S1 |
3,420.3 |
3,420.3 |
3,434.7 |
3,429.5 |
S2 |
3,402.7 |
3,402.7 |
3,431.4 |
|
S3 |
3,366.7 |
3,384.3 |
3,428.1 |
|
S4 |
3,330.7 |
3,348.3 |
3,418.2 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.0 |
3,603.0 |
3,475.4 |
|
R3 |
3,564.0 |
3,535.0 |
3,456.7 |
|
R2 |
3,496.0 |
3,496.0 |
3,450.5 |
|
R1 |
3,467.0 |
3,467.0 |
3,444.2 |
3,481.5 |
PP |
3,428.0 |
3,428.0 |
3,428.0 |
3,435.3 |
S1 |
3,399.0 |
3,399.0 |
3,431.8 |
3,413.5 |
S2 |
3,360.0 |
3,360.0 |
3,425.5 |
|
S3 |
3,292.0 |
3,331.0 |
3,419.3 |
|
S4 |
3,224.0 |
3,263.0 |
3,400.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,457.0 |
3,389.0 |
68.0 |
2.0% |
42.2 |
1.2% |
72% |
True |
False |
934,060 |
10 |
3,457.0 |
3,256.0 |
201.0 |
5.8% |
53.2 |
1.5% |
91% |
True |
False |
1,283,759 |
20 |
3,657.0 |
3,256.0 |
401.0 |
11.7% |
63.6 |
1.8% |
45% |
False |
False |
1,405,915 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
49.3 |
1.4% |
43% |
False |
False |
1,132,777 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.7 |
1.3% |
43% |
False |
False |
939,943 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
41.3 |
1.2% |
42% |
False |
False |
713,111 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
37.8 |
1.1% |
42% |
False |
False |
571,298 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.7 |
1.0% |
42% |
False |
False |
476,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.0 |
2.618 |
3,551.2 |
1.618 |
3,515.2 |
1.000 |
3,493.0 |
0.618 |
3,479.2 |
HIGH |
3,457.0 |
0.618 |
3,443.2 |
0.500 |
3,439.0 |
0.382 |
3,434.8 |
LOW |
3,421.0 |
0.618 |
3,398.8 |
1.000 |
3,385.0 |
1.618 |
3,362.8 |
2.618 |
3,326.8 |
4.250 |
3,268.0 |
|
|
Fisher Pivots for day following 23-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,439.0 |
3,433.0 |
PP |
3,438.7 |
3,428.0 |
S1 |
3,438.3 |
3,423.0 |
|