Trading Metrics calculated at close of trading on 14-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,325.0 |
1,331.9 |
6.9 |
0.5% |
1,334.6 |
High |
1,333.5 |
1,358.6 |
25.1 |
1.9% |
1,349.3 |
Low |
1,323.7 |
1,319.1 |
-4.6 |
-0.3% |
1,309.0 |
Close |
1,330.4 |
1,358.0 |
27.6 |
2.1% |
1,315.7 |
Range |
9.8 |
39.5 |
29.7 |
303.1% |
40.3 |
ATR |
15.3 |
17.0 |
1.7 |
11.3% |
0.0 |
Volume |
201,432 |
431,722 |
230,290 |
114.3% |
1,813,862 |
|
Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.7 |
1,450.4 |
1,379.7 |
|
R3 |
1,424.2 |
1,410.9 |
1,368.9 |
|
R2 |
1,384.7 |
1,384.7 |
1,365.2 |
|
R1 |
1,371.4 |
1,371.4 |
1,361.6 |
1,378.1 |
PP |
1,345.2 |
1,345.2 |
1,345.2 |
1,348.6 |
S1 |
1,331.9 |
1,331.9 |
1,354.4 |
1,338.6 |
S2 |
1,305.7 |
1,305.7 |
1,350.8 |
|
S3 |
1,266.2 |
1,292.4 |
1,347.1 |
|
S4 |
1,226.7 |
1,252.9 |
1,336.3 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.6 |
1,420.9 |
1,337.9 |
|
R3 |
1,405.3 |
1,380.6 |
1,326.8 |
|
R2 |
1,365.0 |
1,365.0 |
1,323.1 |
|
R1 |
1,340.3 |
1,340.3 |
1,319.4 |
1,332.5 |
PP |
1,324.7 |
1,324.7 |
1,324.7 |
1,320.8 |
S1 |
1,300.0 |
1,300.0 |
1,312.0 |
1,292.2 |
S2 |
1,284.4 |
1,284.4 |
1,308.3 |
|
S3 |
1,244.1 |
1,259.7 |
1,304.6 |
|
S4 |
1,203.8 |
1,219.4 |
1,293.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,358.6 |
1,309.0 |
49.6 |
3.7% |
18.1 |
1.3% |
99% |
True |
False |
304,965 |
10 |
1,358.6 |
1,309.0 |
49.6 |
3.7% |
18.9 |
1.4% |
99% |
True |
False |
339,700 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.5% |
16.6 |
1.2% |
80% |
False |
False |
254,829 |
40 |
1,370.5 |
1,260.5 |
110.0 |
8.1% |
14.1 |
1.0% |
89% |
False |
False |
137,563 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.5 |
1.0% |
90% |
False |
False |
92,980 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.7 |
0.9% |
90% |
False |
False |
70,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,526.5 |
2.618 |
1,462.0 |
1.618 |
1,422.5 |
1.000 |
1,398.1 |
0.618 |
1,383.0 |
HIGH |
1,358.6 |
0.618 |
1,343.5 |
0.500 |
1,338.9 |
0.382 |
1,334.2 |
LOW |
1,319.1 |
0.618 |
1,294.7 |
1.000 |
1,279.6 |
1.618 |
1,255.2 |
2.618 |
1,215.7 |
4.250 |
1,151.2 |
|
|
Fisher Pivots for day following 14-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,351.6 |
1,351.2 |
PP |
1,345.2 |
1,344.3 |
S1 |
1,338.9 |
1,337.5 |
|