Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
12,378.0 |
12,399.0 |
21.0 |
0.2% |
12,319.0 |
High |
12,529.5 |
12,500.0 |
-29.5 |
-0.2% |
12,529.5 |
Low |
12,356.0 |
12,325.0 |
-31.0 |
-0.3% |
12,062.0 |
Close |
12,447.5 |
12,489.5 |
42.0 |
0.3% |
12,447.5 |
Range |
173.5 |
175.0 |
1.5 |
0.9% |
467.5 |
ATR |
259.2 |
253.2 |
-6.0 |
-2.3% |
0.0 |
Volume |
99,485 |
76,143 |
-23,342 |
-23.5% |
504,036 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,963.2 |
12,901.3 |
12,585.8 |
|
R3 |
12,788.2 |
12,726.3 |
12,537.6 |
|
R2 |
12,613.2 |
12,613.2 |
12,521.6 |
|
R1 |
12,551.3 |
12,551.3 |
12,505.5 |
12,582.3 |
PP |
12,438.2 |
12,438.2 |
12,438.2 |
12,453.6 |
S1 |
12,376.3 |
12,376.3 |
12,473.5 |
12,407.3 |
S2 |
12,263.2 |
12,263.2 |
12,457.4 |
|
S3 |
12,088.2 |
12,201.3 |
12,441.4 |
|
S4 |
11,913.2 |
12,026.3 |
12,393.3 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,748.8 |
13,565.7 |
12,704.6 |
|
R3 |
13,281.3 |
13,098.2 |
12,576.1 |
|
R2 |
12,813.8 |
12,813.8 |
12,533.2 |
|
R1 |
12,630.7 |
12,630.7 |
12,490.4 |
12,722.3 |
PP |
12,346.3 |
12,346.3 |
12,346.3 |
12,392.1 |
S1 |
12,163.2 |
12,163.2 |
12,404.6 |
12,254.8 |
S2 |
11,878.8 |
11,878.8 |
12,361.8 |
|
S3 |
11,411.3 |
11,695.7 |
12,318.9 |
|
S4 |
10,943.8 |
11,228.2 |
12,190.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,529.5 |
12,062.0 |
467.5 |
3.7% |
211.4 |
1.7% |
91% |
False |
False |
97,666 |
10 |
12,644.0 |
11,900.0 |
744.0 |
6.0% |
283.9 |
2.3% |
79% |
False |
False |
108,916 |
20 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
255.4 |
2.0% |
35% |
False |
False |
108,753 |
40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
199.7 |
1.6% |
35% |
False |
False |
89,095 |
60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
182.4 |
1.5% |
35% |
False |
False |
68,942 |
80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
168.1 |
1.3% |
35% |
False |
False |
51,905 |
100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
147.3 |
1.2% |
35% |
False |
False |
41,550 |
120 |
13,596.0 |
11,869.5 |
1,726.5 |
13.8% |
131.5 |
1.1% |
36% |
False |
False |
34,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,243.8 |
2.618 |
12,958.2 |
1.618 |
12,783.2 |
1.000 |
12,675.0 |
0.618 |
12,608.2 |
HIGH |
12,500.0 |
0.618 |
12,433.2 |
0.500 |
12,412.5 |
0.382 |
12,391.9 |
LOW |
12,325.0 |
0.618 |
12,216.9 |
1.000 |
12,150.0 |
1.618 |
12,041.9 |
2.618 |
11,866.9 |
4.250 |
11,581.3 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
12,463.8 |
12,459.0 |
PP |
12,438.2 |
12,428.5 |
S1 |
12,412.5 |
12,398.0 |
|