Trading Metrics calculated at close of trading on 26-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,333.7 |
1,330.4 |
-3.3 |
-0.2% |
1,350.2 |
High |
1,334.2 |
1,342.9 |
8.7 |
0.7% |
1,354.0 |
Low |
1,327.7 |
1,328.0 |
0.3 |
0.0% |
1,322.9 |
Close |
1,330.3 |
1,332.8 |
2.5 |
0.2% |
1,330.3 |
Range |
6.5 |
14.9 |
8.4 |
129.2% |
31.1 |
ATR |
15.8 |
15.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
167,847 |
247,243 |
79,396 |
47.3% |
1,003,754 |
|
Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.3 |
1,370.9 |
1,341.0 |
|
R3 |
1,364.4 |
1,356.0 |
1,336.9 |
|
R2 |
1,349.5 |
1,349.5 |
1,335.5 |
|
R1 |
1,341.1 |
1,341.1 |
1,334.2 |
1,345.3 |
PP |
1,334.6 |
1,334.6 |
1,334.6 |
1,336.7 |
S1 |
1,326.2 |
1,326.2 |
1,331.4 |
1,330.4 |
S2 |
1,319.7 |
1,319.7 |
1,330.1 |
|
S3 |
1,304.8 |
1,311.3 |
1,328.7 |
|
S4 |
1,289.9 |
1,296.4 |
1,324.6 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.0 |
1,410.8 |
1,347.4 |
|
R3 |
1,397.9 |
1,379.7 |
1,338.9 |
|
R2 |
1,366.8 |
1,366.8 |
1,336.0 |
|
R1 |
1,348.6 |
1,348.6 |
1,333.2 |
1,342.2 |
PP |
1,335.7 |
1,335.7 |
1,335.7 |
1,332.5 |
S1 |
1,317.5 |
1,317.5 |
1,327.4 |
1,311.1 |
S2 |
1,304.6 |
1,304.6 |
1,324.6 |
|
S3 |
1,273.5 |
1,286.4 |
1,321.7 |
|
S4 |
1,242.4 |
1,255.3 |
1,313.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,354.0 |
1,322.9 |
31.1 |
2.3% |
14.1 |
1.1% |
32% |
False |
False |
250,199 |
10 |
1,364.4 |
1,316.3 |
48.1 |
3.6% |
16.0 |
1.2% |
34% |
False |
False |
259,804 |
20 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
16.6 |
1.2% |
43% |
False |
False |
308,861 |
40 |
1,370.5 |
1,295.2 |
75.3 |
5.6% |
15.1 |
1.1% |
50% |
False |
False |
180,770 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.7 |
1.0% |
71% |
False |
False |
121,819 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
71% |
False |
False |
92,108 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.6 |
0.9% |
71% |
False |
False |
73,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.2 |
2.618 |
1,381.9 |
1.618 |
1,367.0 |
1.000 |
1,357.8 |
0.618 |
1,352.1 |
HIGH |
1,342.9 |
0.618 |
1,337.2 |
0.500 |
1,335.5 |
0.382 |
1,333.7 |
LOW |
1,328.0 |
0.618 |
1,318.8 |
1.000 |
1,313.1 |
1.618 |
1,303.9 |
2.618 |
1,289.0 |
4.250 |
1,264.7 |
|
|
Fisher Pivots for day following 26-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,335.5 |
1,332.9 |
PP |
1,334.6 |
1,332.9 |
S1 |
1,333.7 |
1,332.8 |
|