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 |
1,541.2 |
1,540.0 |
-1.2 |
-0.1% |
1,478.5 |
High |
1,552.1 |
1,547.4 |
-4.7 |
-0.3% |
1,552.1 |
Low |
1,533.8 |
1,525.8 |
-8.0 |
-0.5% |
1,463.8 |
Close |
1,543.9 |
1,530.5 |
-13.4 |
-0.9% |
1,543.9 |
Range |
18.3 |
21.6 |
3.3 |
18.0% |
88.3 |
ATR |
33.0 |
32.2 |
-0.8 |
-2.5% |
0.0 |
Volume |
22,018 |
17,422 |
-4,596 |
-20.9% |
126,894 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.3 |
1,586.5 |
1,542.5 |
|
R3 |
1,577.8 |
1,565.0 |
1,536.5 |
|
R2 |
1,556.3 |
1,556.3 |
1,534.5 |
|
R1 |
1,543.3 |
1,543.3 |
1,532.5 |
1,539.0 |
PP |
1,534.5 |
1,534.5 |
1,534.5 |
1,532.5 |
S1 |
1,521.8 |
1,521.8 |
1,528.5 |
1,517.3 |
S2 |
1,513.0 |
1,513.0 |
1,526.5 |
|
S3 |
1,491.3 |
1,500.3 |
1,524.5 |
|
S4 |
1,469.8 |
1,478.5 |
1,518.5 |
|
|
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 |
1,470.1 |
82.0 |
5.4% |
28.8 |
1.9% |
74% |
False |
False |
22,161 |
10 |
1,552.1 |
1,411.8 |
140.3 |
9.2% |
41.5 |
2.7% |
85% |
False |
False |
32,358 |
20 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
35.0 |
2.3% |
57% |
False |
False |
30,308 |
40 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
26.0 |
1.7% |
57% |
False |
False |
23,688 |
60 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
23.0 |
1.5% |
57% |
False |
False |
19,707 |
80 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
18.8 |
1.2% |
57% |
False |
False |
14,785 |
100 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
15.5 |
1.0% |
57% |
False |
False |
11,829 |
120 |
1,619.2 |
1,396.3 |
222.9 |
14.6% |
13.3 |
0.9% |
60% |
False |
False |
9,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.3 |
2.618 |
1,604.0 |
1.618 |
1,582.3 |
1.000 |
1,569.0 |
0.618 |
1,560.8 |
HIGH |
1,547.5 |
0.618 |
1,539.3 |
0.500 |
1,536.5 |
0.382 |
1,534.0 |
LOW |
1,525.8 |
0.618 |
1,512.5 |
1.000 |
1,504.3 |
1.618 |
1,490.8 |
2.618 |
1,469.3 |
4.250 |
1,434.0 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,536.5 |
1,533.5 |
PP |
1,534.5 |
1,532.5 |
S1 |
1,532.5 |
1,531.5 |
|