Trading Metrics calculated at close of trading on 21-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,350.2 |
1,331.2 |
-19.0 |
-1.4% |
1,317.1 |
High |
1,354.0 |
1,338.5 |
-15.5 |
-1.1% |
1,364.4 |
Low |
1,330.6 |
1,324.4 |
-6.2 |
-0.5% |
1,316.3 |
Close |
1,331.2 |
1,332.1 |
0.9 |
0.1% |
1,356.2 |
Range |
23.4 |
14.1 |
-9.3 |
-39.7% |
48.1 |
ATR |
17.2 |
16.9 |
-0.2 |
-1.3% |
0.0 |
Volume |
374,047 |
255,616 |
-118,431 |
-31.7% |
1,347,045 |
|
Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.0 |
1,367.1 |
1,339.9 |
|
R3 |
1,359.9 |
1,353.0 |
1,336.0 |
|
R2 |
1,345.8 |
1,345.8 |
1,334.7 |
|
R1 |
1,338.9 |
1,338.9 |
1,333.4 |
1,342.4 |
PP |
1,331.7 |
1,331.7 |
1,331.7 |
1,333.4 |
S1 |
1,324.8 |
1,324.8 |
1,330.8 |
1,328.3 |
S2 |
1,317.6 |
1,317.6 |
1,329.5 |
|
S3 |
1,303.5 |
1,310.7 |
1,328.2 |
|
S4 |
1,289.4 |
1,296.6 |
1,324.3 |
|
|
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% |
20.6 |
1.5% |
29% |
False |
False |
313,442 |
10 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
17.5 |
1.3% |
42% |
False |
False |
301,154 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.6% |
17.9 |
1.3% |
38% |
False |
False |
300,004 |
40 |
1,370.5 |
1,273.4 |
97.1 |
7.3% |
15.0 |
1.1% |
60% |
False |
False |
165,582 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.6 |
1.0% |
70% |
False |
False |
111,660 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.1 |
1.0% |
70% |
False |
False |
84,390 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.5 |
0.9% |
70% |
False |
False |
67,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.4 |
2.618 |
1,375.4 |
1.618 |
1,361.3 |
1.000 |
1,352.6 |
0.618 |
1,347.2 |
HIGH |
1,338.5 |
0.618 |
1,333.1 |
0.500 |
1,331.5 |
0.382 |
1,329.8 |
LOW |
1,324.4 |
0.618 |
1,315.7 |
1.000 |
1,310.3 |
1.618 |
1,301.6 |
2.618 |
1,287.5 |
4.250 |
1,264.5 |
|
|
Fisher Pivots for day following 21-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,331.9 |
1,344.4 |
PP |
1,331.7 |
1,340.3 |
S1 |
1,331.5 |
1,336.2 |
|