Trading Metrics calculated at close of trading on 28-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,470.0 |
3,438.0 |
-32.0 |
-0.9% |
3,407.0 |
High |
3,476.0 |
3,461.0 |
-15.0 |
-0.4% |
3,457.0 |
Low |
3,438.0 |
3,415.0 |
-23.0 |
-0.7% |
3,389.0 |
Close |
3,452.0 |
3,438.0 |
-14.0 |
-0.4% |
3,438.0 |
Range |
38.0 |
46.0 |
8.0 |
21.1% |
68.0 |
ATR |
55.7 |
55.0 |
-0.7 |
-1.2% |
0.0 |
Volume |
1,010,881 |
1,105,376 |
94,495 |
9.3% |
3,420,167 |
|
Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,576.0 |
3,553.0 |
3,463.3 |
|
R3 |
3,530.0 |
3,507.0 |
3,450.7 |
|
R2 |
3,484.0 |
3,484.0 |
3,446.4 |
|
R1 |
3,461.0 |
3,461.0 |
3,442.2 |
3,461.0 |
PP |
3,438.0 |
3,438.0 |
3,438.0 |
3,438.0 |
S1 |
3,415.0 |
3,415.0 |
3,433.8 |
3,415.0 |
S2 |
3,392.0 |
3,392.0 |
3,429.6 |
|
S3 |
3,346.0 |
3,369.0 |
3,425.4 |
|
S4 |
3,300.0 |
3,323.0 |
3,412.7 |
|
|
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% |
40.0 |
1.2% |
54% |
False |
False |
910,294 |
10 |
3,480.0 |
3,309.0 |
171.0 |
5.0% |
44.9 |
1.3% |
75% |
False |
False |
1,032,606 |
20 |
3,634.0 |
3,256.0 |
378.0 |
11.0% |
64.6 |
1.9% |
48% |
False |
False |
1,426,607 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
49.7 |
1.4% |
43% |
False |
False |
1,169,758 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.7 |
1.3% |
43% |
False |
False |
985,793 |
80 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
42.1 |
1.2% |
43% |
False |
False |
748,166 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
38.4 |
1.1% |
42% |
False |
False |
599,156 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.8 |
1.0% |
42% |
False |
False |
499,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,656.5 |
2.618 |
3,581.4 |
1.618 |
3,535.4 |
1.000 |
3,507.0 |
0.618 |
3,489.4 |
HIGH |
3,461.0 |
0.618 |
3,443.4 |
0.500 |
3,438.0 |
0.382 |
3,432.6 |
LOW |
3,415.0 |
0.618 |
3,386.6 |
1.000 |
3,369.0 |
1.618 |
3,340.6 |
2.618 |
3,294.6 |
4.250 |
3,219.5 |
|
|
Fisher Pivots for day following 28-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,438.0 |
3,447.5 |
PP |
3,438.0 |
3,444.3 |
S1 |
3,438.0 |
3,441.2 |
|