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 |
1,353.0 |
1,356.6 |
3.6 |
0.3% |
1,317.1 |
High |
1,359.8 |
1,364.4 |
4.6 |
0.3% |
1,364.4 |
Low |
1,350.8 |
1,347.3 |
-3.5 |
-0.3% |
1,316.3 |
Close |
1,355.3 |
1,356.2 |
0.9 |
0.1% |
1,356.2 |
Range |
9.0 |
17.1 |
8.1 |
90.0% |
48.1 |
ATR |
16.5 |
16.5 |
0.0 |
0.3% |
0.0 |
Volume |
274,926 |
230,899 |
-44,027 |
-16.0% |
1,347,045 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.3 |
1,398.8 |
1,365.6 |
|
R3 |
1,390.2 |
1,381.7 |
1,360.9 |
|
R2 |
1,373.1 |
1,373.1 |
1,359.3 |
|
R1 |
1,364.6 |
1,364.6 |
1,357.8 |
1,360.3 |
PP |
1,356.0 |
1,356.0 |
1,356.0 |
1,353.8 |
S1 |
1,347.5 |
1,347.5 |
1,354.6 |
1,343.2 |
S2 |
1,338.9 |
1,338.9 |
1,353.1 |
|
S3 |
1,321.8 |
1,330.4 |
1,351.5 |
|
S4 |
1,304.7 |
1,313.3 |
1,346.8 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.9 |
1,471.2 |
1,382.7 |
|
R3 |
1,441.8 |
1,423.1 |
1,369.4 |
|
R2 |
1,393.7 |
1,393.7 |
1,365.0 |
|
R1 |
1,375.0 |
1,375.0 |
1,360.6 |
1,384.4 |
PP |
1,345.6 |
1,345.6 |
1,345.6 |
1,350.3 |
S1 |
1,326.9 |
1,326.9 |
1,351.8 |
1,336.3 |
S2 |
1,297.5 |
1,297.5 |
1,347.4 |
|
S3 |
1,249.4 |
1,278.8 |
1,343.0 |
|
S4 |
1,201.3 |
1,230.7 |
1,329.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,364.4 |
1,316.3 |
48.1 |
3.5% |
17.8 |
1.3% |
83% |
True |
False |
269,409 |
10 |
1,364.4 |
1,309.0 |
55.4 |
4.1% |
17.7 |
1.3% |
85% |
True |
False |
316,090 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.5% |
16.9 |
1.2% |
77% |
False |
False |
277,257 |
40 |
1,370.5 |
1,269.4 |
101.1 |
7.5% |
14.4 |
1.1% |
86% |
False |
False |
150,068 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
13.3 |
1.0% |
89% |
False |
False |
101,307 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.8 |
0.9% |
89% |
False |
False |
76,564 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.4% |
12.5 |
0.9% |
89% |
False |
False |
61,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.1 |
2.618 |
1,409.2 |
1.618 |
1,392.1 |
1.000 |
1,381.5 |
0.618 |
1,375.0 |
HIGH |
1,364.4 |
0.618 |
1,357.9 |
0.500 |
1,355.9 |
0.382 |
1,353.8 |
LOW |
1,347.3 |
0.618 |
1,336.7 |
1.000 |
1,330.2 |
1.618 |
1,319.6 |
2.618 |
1,302.5 |
4.250 |
1,274.6 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,356.1 |
1,351.4 |
PP |
1,356.0 |
1,346.6 |
S1 |
1,355.9 |
1,341.8 |
|