Trading Metrics calculated at close of trading on 26-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,436.0 |
3,459.0 |
23.0 |
0.7% |
3,407.0 |
High |
3,457.0 |
3,480.0 |
23.0 |
0.7% |
3,457.0 |
Low |
3,421.0 |
3,450.0 |
29.0 |
0.8% |
3,389.0 |
Close |
3,438.0 |
3,466.0 |
28.0 |
0.8% |
3,438.0 |
Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
68.0 |
ATR |
58.2 |
57.0 |
-1.2 |
-2.0% |
0.0 |
Volume |
730,969 |
692,313 |
-38,656 |
-5.3% |
3,420,167 |
|
Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.3 |
3,540.7 |
3,482.5 |
|
R3 |
3,525.3 |
3,510.7 |
3,474.3 |
|
R2 |
3,495.3 |
3,495.3 |
3,471.5 |
|
R1 |
3,480.7 |
3,480.7 |
3,468.8 |
3,488.0 |
PP |
3,465.3 |
3,465.3 |
3,465.3 |
3,469.0 |
S1 |
3,450.7 |
3,450.7 |
3,463.3 |
3,458.0 |
S2 |
3,435.3 |
3,435.3 |
3,460.5 |
|
S3 |
3,405.3 |
3,420.7 |
3,457.8 |
|
S4 |
3,375.3 |
3,390.7 |
3,449.5 |
|
|
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 |
3,480.0 |
3,389.0 |
91.0 |
2.6% |
39.0 |
1.1% |
85% |
True |
False |
822,496 |
10 |
3,480.0 |
3,309.0 |
171.0 |
4.9% |
44.2 |
1.3% |
92% |
True |
False |
1,094,550 |
20 |
3,650.0 |
3,256.0 |
394.0 |
11.4% |
63.3 |
1.8% |
53% |
False |
False |
1,405,790 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.3% |
49.4 |
1.4% |
49% |
False |
False |
1,141,541 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.3% |
44.6 |
1.3% |
49% |
False |
False |
951,416 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
41.5 |
1.2% |
48% |
False |
False |
721,726 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
37.9 |
1.1% |
48% |
False |
False |
578,149 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
34.9 |
1.0% |
48% |
False |
False |
482,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,607.5 |
2.618 |
3,558.5 |
1.618 |
3,528.5 |
1.000 |
3,510.0 |
0.618 |
3,498.5 |
HIGH |
3,480.0 |
0.618 |
3,468.5 |
0.500 |
3,465.0 |
0.382 |
3,461.5 |
LOW |
3,450.0 |
0.618 |
3,431.5 |
1.000 |
3,420.0 |
1.618 |
3,401.5 |
2.618 |
3,371.5 |
4.250 |
3,322.5 |
|
|
Fisher Pivots for day following 26-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,465.7 |
3,455.5 |
PP |
3,465.3 |
3,445.0 |
S1 |
3,465.0 |
3,434.5 |
|