Trading Metrics calculated at close of trading on 22-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
12,436.0 |
12,360.0 |
-76.0 |
-0.6% |
12,319.0 |
High |
12,509.0 |
12,494.5 |
-14.5 |
-0.1% |
12,529.5 |
Low |
12,363.5 |
12,274.0 |
-89.5 |
-0.7% |
12,062.0 |
Close |
12,461.5 |
12,490.0 |
28.5 |
0.2% |
12,447.5 |
Range |
145.5 |
220.5 |
75.0 |
51.5% |
467.5 |
ATR |
245.5 |
243.7 |
-1.8 |
-0.7% |
0.0 |
Volume |
96,275 |
68,688 |
-27,587 |
-28.7% |
504,036 |
|
Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,081.0 |
13,006.0 |
12,611.3 |
|
R3 |
12,860.5 |
12,785.5 |
12,550.6 |
|
R2 |
12,640.0 |
12,640.0 |
12,530.4 |
|
R1 |
12,565.0 |
12,565.0 |
12,510.2 |
12,602.5 |
PP |
12,419.5 |
12,419.5 |
12,419.5 |
12,438.3 |
S1 |
12,344.5 |
12,344.5 |
12,469.8 |
12,382.0 |
S2 |
12,199.0 |
12,199.0 |
12,449.6 |
|
S3 |
11,978.5 |
12,124.0 |
12,429.4 |
|
S4 |
11,758.0 |
11,903.5 |
12,368.7 |
|
|
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 |
12,266.5 |
263.0 |
2.1% |
184.9 |
1.5% |
85% |
False |
False |
88,015 |
10 |
12,543.0 |
11,900.0 |
643.0 |
5.1% |
239.4 |
1.9% |
92% |
False |
False |
100,333 |
20 |
13,443.0 |
11,900.0 |
1,543.0 |
12.4% |
259.3 |
2.1% |
38% |
False |
False |
107,052 |
40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
199.7 |
1.6% |
35% |
False |
False |
90,559 |
60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
182.7 |
1.5% |
35% |
False |
False |
71,644 |
80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
170.3 |
1.4% |
35% |
False |
False |
53,952 |
100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
150.1 |
1.2% |
35% |
False |
False |
43,198 |
120 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
133.3 |
1.1% |
35% |
False |
False |
36,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,431.6 |
2.618 |
13,071.8 |
1.618 |
12,851.3 |
1.000 |
12,715.0 |
0.618 |
12,630.8 |
HIGH |
12,494.5 |
0.618 |
12,410.3 |
0.500 |
12,384.3 |
0.382 |
12,358.2 |
LOW |
12,274.0 |
0.618 |
12,137.7 |
1.000 |
12,053.5 |
1.618 |
11,917.2 |
2.618 |
11,696.7 |
4.250 |
11,336.9 |
|
|
Fisher Pivots for day following 22-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
12,454.8 |
12,457.2 |
PP |
12,419.5 |
12,424.3 |
S1 |
12,384.3 |
12,391.5 |
|