Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,459.0 |
3,470.0 |
11.0 |
0.3% |
3,407.0 |
High |
3,480.0 |
3,476.0 |
-4.0 |
-0.1% |
3,457.0 |
Low |
3,450.0 |
3,438.0 |
-12.0 |
-0.3% |
3,389.0 |
Close |
3,466.0 |
3,452.0 |
-14.0 |
-0.4% |
3,438.0 |
Range |
30.0 |
38.0 |
8.0 |
26.7% |
68.0 |
ATR |
57.0 |
55.7 |
-1.4 |
-2.4% |
0.0 |
Volume |
692,313 |
1,010,881 |
318,568 |
46.0% |
3,420,167 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,569.3 |
3,548.7 |
3,472.9 |
|
R3 |
3,531.3 |
3,510.7 |
3,462.5 |
|
R2 |
3,493.3 |
3,493.3 |
3,459.0 |
|
R1 |
3,472.7 |
3,472.7 |
3,455.5 |
3,464.0 |
PP |
3,455.3 |
3,455.3 |
3,455.3 |
3,451.0 |
S1 |
3,434.7 |
3,434.7 |
3,448.5 |
3,426.0 |
S2 |
3,417.3 |
3,417.3 |
3,445.0 |
|
S3 |
3,379.3 |
3,396.7 |
3,441.6 |
|
S4 |
3,341.3 |
3,358.7 |
3,431.1 |
|
|
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% |
38.4 |
1.1% |
69% |
False |
False |
847,126 |
10 |
3,480.0 |
3,309.0 |
171.0 |
5.0% |
44.0 |
1.3% |
84% |
False |
False |
1,052,753 |
20 |
3,634.0 |
3,256.0 |
378.0 |
11.0% |
64.0 |
1.9% |
52% |
False |
False |
1,424,854 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.3% |
49.5 |
1.4% |
46% |
False |
False |
1,156,256 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.3% |
44.5 |
1.3% |
46% |
False |
False |
967,992 |
80 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
41.7 |
1.2% |
45% |
False |
False |
734,361 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
38.2 |
1.1% |
45% |
False |
False |
588,228 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.5% |
34.9 |
1.0% |
45% |
False |
False |
490,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,637.5 |
2.618 |
3,575.5 |
1.618 |
3,537.5 |
1.000 |
3,514.0 |
0.618 |
3,499.5 |
HIGH |
3,476.0 |
0.618 |
3,461.5 |
0.500 |
3,457.0 |
0.382 |
3,452.5 |
LOW |
3,438.0 |
0.618 |
3,414.5 |
1.000 |
3,400.0 |
1.618 |
3,376.5 |
2.618 |
3,338.5 |
4.250 |
3,276.5 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,457.0 |
3,451.5 |
PP |
3,455.3 |
3,451.0 |
S1 |
3,453.7 |
3,450.5 |
|