Trading Metrics calculated at close of trading on 15-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,331.9 |
1,353.0 |
21.1 |
1.6% |
1,334.6 |
High |
1,358.6 |
1,359.8 |
1.2 |
0.1% |
1,349.3 |
Low |
1,319.1 |
1,350.8 |
31.7 |
2.4% |
1,309.0 |
Close |
1,358.0 |
1,355.3 |
-2.7 |
-0.2% |
1,315.7 |
Range |
39.5 |
9.0 |
-30.5 |
-77.2% |
40.3 |
ATR |
17.0 |
16.5 |
-0.6 |
-3.4% |
0.0 |
Volume |
431,722 |
274,926 |
-156,796 |
-36.3% |
1,813,862 |
|
Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.3 |
1,377.8 |
1,360.3 |
|
R3 |
1,373.3 |
1,368.8 |
1,357.8 |
|
R2 |
1,364.3 |
1,364.3 |
1,357.0 |
|
R1 |
1,359.8 |
1,359.8 |
1,356.1 |
1,362.1 |
PP |
1,355.3 |
1,355.3 |
1,355.3 |
1,356.4 |
S1 |
1,350.8 |
1,350.8 |
1,354.5 |
1,353.1 |
S2 |
1,346.3 |
1,346.3 |
1,353.7 |
|
S3 |
1,337.3 |
1,341.8 |
1,352.8 |
|
S4 |
1,328.3 |
1,332.8 |
1,350.4 |
|
|
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 |
1,359.8 |
1,313.2 |
46.6 |
3.4% |
16.8 |
1.2% |
90% |
True |
False |
286,763 |
10 |
1,359.8 |
1,309.0 |
50.8 |
3.7% |
18.4 |
1.4% |
91% |
True |
False |
336,142 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.5% |
16.6 |
1.2% |
75% |
False |
False |
267,494 |
40 |
1,370.5 |
1,266.9 |
103.6 |
7.6% |
14.1 |
1.0% |
85% |
False |
False |
144,381 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.4 |
1.0% |
88% |
False |
False |
97,493 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.7 |
0.9% |
88% |
False |
False |
73,718 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.5 |
0.9% |
88% |
False |
False |
59,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.1 |
2.618 |
1,383.4 |
1.618 |
1,374.4 |
1.000 |
1,368.8 |
0.618 |
1,365.4 |
HIGH |
1,359.8 |
0.618 |
1,356.4 |
0.500 |
1,355.3 |
0.382 |
1,354.2 |
LOW |
1,350.8 |
0.618 |
1,345.2 |
1.000 |
1,341.8 |
1.618 |
1,336.2 |
2.618 |
1,327.2 |
4.250 |
1,312.6 |
|
|
Fisher Pivots for day following 15-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,355.3 |
1,350.0 |
PP |
1,355.3 |
1,344.7 |
S1 |
1,355.3 |
1,339.5 |
|