Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,330.4 |
1,334.7 |
4.3 |
0.3% |
1,350.2 |
High |
1,342.9 |
1,338.4 |
-4.5 |
-0.3% |
1,354.0 |
Low |
1,328.0 |
1,314.4 |
-13.6 |
-1.0% |
1,322.9 |
Close |
1,332.8 |
1,318.6 |
-14.2 |
-1.1% |
1,330.3 |
Range |
14.9 |
24.0 |
9.1 |
61.1% |
31.1 |
ATR |
15.8 |
16.4 |
0.6 |
3.7% |
0.0 |
Volume |
247,243 |
334,717 |
87,474 |
35.4% |
1,003,754 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.8 |
1,381.2 |
1,331.8 |
|
R3 |
1,371.8 |
1,357.2 |
1,325.2 |
|
R2 |
1,347.8 |
1,347.8 |
1,323.0 |
|
R1 |
1,333.2 |
1,333.2 |
1,320.8 |
1,328.5 |
PP |
1,323.8 |
1,323.8 |
1,323.8 |
1,321.5 |
S1 |
1,309.2 |
1,309.2 |
1,316.4 |
1,304.5 |
S2 |
1,299.8 |
1,299.8 |
1,314.2 |
|
S3 |
1,275.8 |
1,285.2 |
1,312.0 |
|
S4 |
1,251.8 |
1,261.2 |
1,305.4 |
|
|
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 |
1,342.9 |
1,314.4 |
28.5 |
2.2% |
14.2 |
1.1% |
15% |
False |
True |
242,333 |
10 |
1,364.4 |
1,314.4 |
50.0 |
3.8% |
17.0 |
1.3% |
8% |
False |
True |
272,469 |
20 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
17.0 |
1.3% |
17% |
False |
False |
313,909 |
40 |
1,370.5 |
1,300.9 |
69.6 |
5.3% |
15.5 |
1.2% |
25% |
False |
False |
188,972 |
60 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.8 |
1.1% |
59% |
False |
False |
127,318 |
80 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
13.2 |
1.0% |
59% |
False |
False |
96,272 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.7% |
12.8 |
1.0% |
59% |
False |
False |
77,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.4 |
2.618 |
1,401.2 |
1.618 |
1,377.2 |
1.000 |
1,362.4 |
0.618 |
1,353.2 |
HIGH |
1,338.4 |
0.618 |
1,329.2 |
0.500 |
1,326.4 |
0.382 |
1,323.6 |
LOW |
1,314.4 |
0.618 |
1,299.6 |
1.000 |
1,290.4 |
1.618 |
1,275.6 |
2.618 |
1,251.6 |
4.250 |
1,212.4 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,326.4 |
1,328.7 |
PP |
1,323.8 |
1,325.3 |
S1 |
1,321.2 |
1,322.0 |
|