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 |
12,568.0 |
12,563.0 |
-5.0 |
0.0% |
12,399.0 |
High |
12,598.0 |
12,573.0 |
-25.0 |
-0.2% |
12,547.0 |
Low |
12,476.5 |
12,420.0 |
-56.5 |
-0.5% |
12,274.0 |
Close |
12,538.5 |
12,473.5 |
-65.0 |
-0.5% |
12,476.0 |
Range |
121.5 |
153.0 |
31.5 |
25.9% |
273.0 |
ATR |
227.0 |
221.7 |
-5.3 |
-2.3% |
0.0 |
Volume |
98,335 |
87,651 |
-10,684 |
-10.9% |
316,868 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,947.8 |
12,863.7 |
12,557.7 |
|
R3 |
12,794.8 |
12,710.7 |
12,515.6 |
|
R2 |
12,641.8 |
12,641.8 |
12,501.6 |
|
R1 |
12,557.7 |
12,557.7 |
12,487.5 |
12,523.3 |
PP |
12,488.8 |
12,488.8 |
12,488.8 |
12,471.6 |
S1 |
12,404.7 |
12,404.7 |
12,459.5 |
12,370.3 |
S2 |
12,335.8 |
12,335.8 |
12,445.5 |
|
S3 |
12,182.8 |
12,251.7 |
12,431.4 |
|
S4 |
12,029.8 |
12,098.7 |
12,389.4 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,251.3 |
13,136.7 |
12,626.2 |
|
R3 |
12,978.3 |
12,863.7 |
12,551.1 |
|
R2 |
12,705.3 |
12,705.3 |
12,526.1 |
|
R1 |
12,590.7 |
12,590.7 |
12,501.0 |
12,648.0 |
PP |
12,432.3 |
12,432.3 |
12,432.3 |
12,461.0 |
S1 |
12,317.7 |
12,317.7 |
12,451.0 |
12,375.0 |
S2 |
12,159.3 |
12,159.3 |
12,426.0 |
|
S3 |
11,886.3 |
12,044.7 |
12,400.9 |
|
S4 |
11,613.3 |
11,771.7 |
12,325.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,598.0 |
12,274.0 |
324.0 |
2.6% |
152.5 |
1.2% |
62% |
False |
False |
85,342 |
10 |
12,598.0 |
12,062.0 |
536.0 |
4.3% |
182.0 |
1.5% |
77% |
False |
False |
91,504 |
20 |
13,307.5 |
11,900.0 |
1,407.5 |
11.3% |
256.2 |
2.1% |
41% |
False |
False |
108,930 |
40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
202.5 |
1.6% |
34% |
False |
False |
93,370 |
60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
181.8 |
1.5% |
34% |
False |
False |
75,860 |
80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
171.2 |
1.4% |
34% |
False |
False |
57,216 |
100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
152.2 |
1.2% |
34% |
False |
False |
45,813 |
120 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
136.0 |
1.1% |
34% |
False |
False |
38,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,223.3 |
2.618 |
12,973.6 |
1.618 |
12,820.6 |
1.000 |
12,726.0 |
0.618 |
12,667.6 |
HIGH |
12,573.0 |
0.618 |
12,514.6 |
0.500 |
12,496.5 |
0.382 |
12,478.4 |
LOW |
12,420.0 |
0.618 |
12,325.4 |
1.000 |
12,267.0 |
1.618 |
12,172.4 |
2.618 |
12,019.4 |
4.250 |
11,769.8 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
12,496.5 |
12,509.0 |
PP |
12,488.8 |
12,497.2 |
S1 |
12,481.2 |
12,485.3 |
|