Trading Metrics calculated at close of trading on 22-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,331.2 |
1,326.2 |
-5.0 |
-0.4% |
1,317.1 |
High |
1,338.5 |
1,334.4 |
-4.1 |
-0.3% |
1,364.4 |
Low |
1,324.4 |
1,322.9 |
-1.5 |
-0.1% |
1,316.3 |
Close |
1,332.1 |
1,332.7 |
0.6 |
0.0% |
1,356.2 |
Range |
14.1 |
11.5 |
-2.6 |
-18.4% |
48.1 |
ATR |
16.9 |
16.6 |
-0.4 |
-2.3% |
0.0 |
Volume |
255,616 |
206,244 |
-49,372 |
-19.3% |
1,347,045 |
|
Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.5 |
1,360.1 |
1,339.0 |
|
R3 |
1,353.0 |
1,348.6 |
1,335.9 |
|
R2 |
1,341.5 |
1,341.5 |
1,334.8 |
|
R1 |
1,337.1 |
1,337.1 |
1,333.8 |
1,339.3 |
PP |
1,330.0 |
1,330.0 |
1,330.0 |
1,331.1 |
S1 |
1,325.6 |
1,325.6 |
1,331.6 |
1,327.8 |
S2 |
1,318.5 |
1,318.5 |
1,330.6 |
|
S3 |
1,307.0 |
1,314.1 |
1,329.5 |
|
S4 |
1,295.5 |
1,302.6 |
1,326.4 |
|
|
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 |
1,322.9 |
41.5 |
3.1% |
15.0 |
1.1% |
24% |
False |
True |
268,346 |
10 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
16.5 |
1.2% |
43% |
False |
False |
286,655 |
20 |
1,370.5 |
1,309.0 |
61.5 |
4.6% |
17.3 |
1.3% |
39% |
False |
False |
302,349 |
40 |
1,370.5 |
1,282.5 |
88.0 |
6.6% |
15.0 |
1.1% |
57% |
False |
False |
170,561 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.7 |
1.0% |
70% |
False |
False |
115,037 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
70% |
False |
False |
86,947 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.5 |
0.9% |
70% |
False |
False |
69,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.3 |
2.618 |
1,364.5 |
1.618 |
1,353.0 |
1.000 |
1,345.9 |
0.618 |
1,341.5 |
HIGH |
1,334.4 |
0.618 |
1,330.0 |
0.500 |
1,328.7 |
0.382 |
1,327.3 |
LOW |
1,322.9 |
0.618 |
1,315.8 |
1.000 |
1,311.4 |
1.618 |
1,304.3 |
2.618 |
1,292.8 |
4.250 |
1,274.0 |
|
|
Fisher Pivots for day following 22-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,331.4 |
1,338.5 |
PP |
1,330.0 |
1,336.5 |
S1 |
1,328.7 |
1,334.6 |
|