Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,522.5 |
1,541.2 |
18.7 |
1.2% |
1,478.5 |
High |
1,542.3 |
1,552.1 |
9.8 |
0.6% |
1,552.1 |
Low |
1,514.7 |
1,533.8 |
19.1 |
1.3% |
1,463.8 |
Close |
1,540.3 |
1,543.9 |
3.6 |
0.2% |
1,543.9 |
Range |
27.6 |
18.3 |
-9.3 |
-33.7% |
88.3 |
ATR |
34.2 |
33.0 |
-1.1 |
-3.3% |
0.0 |
Volume |
21,687 |
22,018 |
331 |
1.5% |
126,894 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.3 |
1,589.3 |
1,554.0 |
|
R3 |
1,579.8 |
1,571.0 |
1,549.0 |
|
R2 |
1,561.5 |
1,561.5 |
1,547.3 |
|
R1 |
1,552.8 |
1,552.8 |
1,545.5 |
1,557.3 |
PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,545.5 |
S1 |
1,534.5 |
1,534.5 |
1,542.3 |
1,538.8 |
S2 |
1,525.0 |
1,525.0 |
1,540.5 |
|
S3 |
1,506.8 |
1,516.3 |
1,538.8 |
|
S4 |
1,488.3 |
1,497.8 |
1,533.8 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.8 |
1,752.8 |
1,592.5 |
|
R3 |
1,696.5 |
1,664.3 |
1,568.3 |
|
R2 |
1,608.3 |
1,608.3 |
1,560.0 |
|
R1 |
1,576.0 |
1,576.0 |
1,552.0 |
1,592.3 |
PP |
1,520.0 |
1,520.0 |
1,520.0 |
1,528.0 |
S1 |
1,487.8 |
1,487.8 |
1,535.8 |
1,503.8 |
S2 |
1,431.8 |
1,431.8 |
1,527.8 |
|
S3 |
1,343.3 |
1,399.5 |
1,519.5 |
|
S4 |
1,255.0 |
1,311.3 |
1,495.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,552.1 |
1,463.8 |
88.3 |
5.7% |
31.3 |
2.0% |
91% |
True |
False |
25,378 |
10 |
1,552.1 |
1,411.8 |
140.3 |
9.1% |
49.3 |
3.2% |
94% |
True |
False |
36,906 |
20 |
1,619.2 |
1,411.8 |
207.4 |
13.4% |
34.8 |
2.3% |
64% |
False |
False |
30,103 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.4% |
25.8 |
1.7% |
64% |
False |
False |
23,691 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.4% |
23.0 |
1.5% |
64% |
False |
False |
19,417 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.4% |
18.5 |
1.2% |
64% |
False |
False |
14,567 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.4% |
15.8 |
1.0% |
64% |
False |
False |
11,654 |
120 |
1,619.2 |
1,388.7 |
230.5 |
14.9% |
13.3 |
0.9% |
67% |
False |
False |
9,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,630.0 |
2.618 |
1,600.0 |
1.618 |
1,581.8 |
1.000 |
1,570.5 |
0.618 |
1,563.5 |
HIGH |
1,552.0 |
0.618 |
1,545.0 |
0.500 |
1,543.0 |
0.382 |
1,540.8 |
LOW |
1,533.8 |
0.618 |
1,522.5 |
1.000 |
1,515.5 |
1.618 |
1,504.3 |
2.618 |
1,486.0 |
4.250 |
1,456.0 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,543.5 |
1,533.0 |
PP |
1,543.3 |
1,522.0 |
S1 |
1,543.0 |
1,511.0 |
|