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 |
1,356.6 |
1,350.2 |
-6.4 |
-0.5% |
1,317.1 |
High |
1,364.4 |
1,354.0 |
-10.4 |
-0.8% |
1,364.4 |
Low |
1,347.3 |
1,330.6 |
-16.7 |
-1.2% |
1,316.3 |
Close |
1,356.2 |
1,331.2 |
-25.0 |
-1.8% |
1,356.2 |
Range |
17.1 |
23.4 |
6.3 |
36.8% |
48.1 |
ATR |
16.5 |
17.2 |
0.6 |
3.9% |
0.0 |
Volume |
230,899 |
374,047 |
143,148 |
62.0% |
1,347,045 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.8 |
1,393.4 |
1,344.1 |
|
R3 |
1,385.4 |
1,370.0 |
1,337.6 |
|
R2 |
1,362.0 |
1,362.0 |
1,335.5 |
|
R1 |
1,346.6 |
1,346.6 |
1,333.3 |
1,342.6 |
PP |
1,338.6 |
1,338.6 |
1,338.6 |
1,336.6 |
S1 |
1,323.2 |
1,323.2 |
1,329.1 |
1,319.2 |
S2 |
1,315.2 |
1,315.2 |
1,326.9 |
|
S3 |
1,291.8 |
1,299.8 |
1,324.8 |
|
S4 |
1,268.4 |
1,276.4 |
1,318.3 |
|
|
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 |
1,319.1 |
45.3 |
3.4% |
19.8 |
1.5% |
27% |
False |
False |
302,605 |
10 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
18.8 |
1.4% |
40% |
False |
False |
322,927 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.6% |
17.7 |
1.3% |
36% |
False |
False |
290,743 |
40 |
1,370.5 |
1,271.5 |
99.0 |
7.4% |
14.8 |
1.1% |
60% |
False |
False |
159,346 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.6 |
1.0% |
69% |
False |
False |
107,497 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
69% |
False |
False |
81,212 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.5 |
0.9% |
69% |
False |
False |
65,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.5 |
2.618 |
1,415.3 |
1.618 |
1,391.9 |
1.000 |
1,377.4 |
0.618 |
1,368.5 |
HIGH |
1,354.0 |
0.618 |
1,345.1 |
0.500 |
1,342.3 |
0.382 |
1,339.5 |
LOW |
1,330.6 |
0.618 |
1,316.1 |
1.000 |
1,307.2 |
1.618 |
1,292.7 |
2.618 |
1,269.3 |
4.250 |
1,231.2 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,342.3 |
1,347.5 |
PP |
1,338.6 |
1,342.1 |
S1 |
1,334.9 |
1,336.6 |
|