Trading Metrics calculated at close of trading on 23-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,756.50 |
6,792.50 |
36.00 |
0.5% |
6,783.25 |
High |
6,831.50 |
6,913.75 |
82.25 |
1.2% |
6,913.75 |
Low |
6,694.75 |
6,782.75 |
88.00 |
1.3% |
6,694.75 |
Close |
6,788.75 |
6,909.75 |
121.00 |
1.8% |
6,909.75 |
Range |
136.75 |
131.00 |
-5.75 |
-4.2% |
219.00 |
ATR |
152.03 |
150.52 |
-1.50 |
-1.0% |
0.00 |
Volume |
439,678 |
383,733 |
-55,945 |
-12.7% |
1,725,509 |
|
Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,261.75 |
7,216.75 |
6,981.75 |
|
R3 |
7,130.75 |
7,085.75 |
6,945.75 |
|
R2 |
6,999.75 |
6,999.75 |
6,933.75 |
|
R1 |
6,954.75 |
6,954.75 |
6,921.75 |
6,977.25 |
PP |
6,868.75 |
6,868.75 |
6,868.75 |
6,880.00 |
S1 |
6,823.75 |
6,823.75 |
6,897.75 |
6,846.25 |
S2 |
6,737.75 |
6,737.75 |
6,885.75 |
|
S3 |
6,606.75 |
6,692.75 |
6,873.75 |
|
S4 |
6,475.75 |
6,561.75 |
6,837.75 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,496.50 |
7,422.00 |
7,030.25 |
|
R3 |
7,277.50 |
7,203.00 |
6,970.00 |
|
R2 |
7,058.50 |
7,058.50 |
6,950.00 |
|
R1 |
6,984.00 |
6,984.00 |
6,929.75 |
7,021.25 |
PP |
6,839.50 |
6,839.50 |
6,839.50 |
6,858.00 |
S1 |
6,765.00 |
6,765.00 |
6,889.75 |
6,802.25 |
S2 |
6,620.50 |
6,620.50 |
6,869.50 |
|
S3 |
6,401.50 |
6,546.00 |
6,849.50 |
|
S4 |
6,182.50 |
6,327.00 |
6,789.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,913.75 |
6,694.75 |
219.00 |
3.2% |
126.00 |
1.8% |
98% |
True |
False |
434,294 |
10 |
6,913.75 |
6,164.00 |
749.75 |
10.9% |
157.00 |
2.3% |
99% |
True |
False |
468,810 |
20 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
178.50 |
2.6% |
84% |
False |
False |
523,694 |
40 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
125.00 |
1.8% |
84% |
False |
False |
407,387 |
60 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
107.50 |
1.6% |
84% |
False |
False |
323,437 |
80 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
93.75 |
1.4% |
84% |
False |
False |
242,788 |
100 |
7,047.25 |
5,969.75 |
1,077.50 |
15.6% |
84.25 |
1.2% |
87% |
False |
False |
194,323 |
120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.3% |
78.50 |
1.1% |
88% |
False |
False |
161,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,470.50 |
2.618 |
7,256.75 |
1.618 |
7,125.75 |
1.000 |
7,044.75 |
0.618 |
6,994.75 |
HIGH |
6,913.75 |
0.618 |
6,863.75 |
0.500 |
6,848.25 |
0.382 |
6,832.75 |
LOW |
6,782.75 |
0.618 |
6,701.75 |
1.000 |
6,651.75 |
1.618 |
6,570.75 |
2.618 |
6,439.75 |
4.250 |
6,226.00 |
|
|
Fisher Pivots for day following 23-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,889.25 |
6,874.50 |
PP |
6,868.75 |
6,839.50 |
S1 |
6,848.25 |
6,804.25 |
|