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 |
3,371.0 |
3,382.0 |
11.0 |
0.3% |
3,350.0 |
High |
3,394.0 |
3,389.0 |
-5.0 |
-0.1% |
3,371.0 |
Low |
3,366.0 |
3,354.0 |
-12.0 |
-0.4% |
3,307.0 |
Close |
3,381.0 |
3,367.0 |
-14.0 |
-0.4% |
3,353.0 |
Range |
28.0 |
35.0 |
7.0 |
25.0% |
64.0 |
ATR |
52.4 |
51.1 |
-1.2 |
-2.4% |
0.0 |
Volume |
540 |
20,723 |
20,183 |
3,737.6% |
32,555 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,475.0 |
3,456.0 |
3,386.3 |
|
R3 |
3,440.0 |
3,421.0 |
3,376.6 |
|
R2 |
3,405.0 |
3,405.0 |
3,373.4 |
|
R1 |
3,386.0 |
3,386.0 |
3,370.2 |
3,378.0 |
PP |
3,370.0 |
3,370.0 |
3,370.0 |
3,366.0 |
S1 |
3,351.0 |
3,351.0 |
3,363.8 |
3,343.0 |
S2 |
3,335.0 |
3,335.0 |
3,360.6 |
|
S3 |
3,300.0 |
3,316.0 |
3,357.4 |
|
S4 |
3,265.0 |
3,281.0 |
3,347.8 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.7 |
3,508.3 |
3,388.2 |
|
R3 |
3,471.7 |
3,444.3 |
3,370.6 |
|
R2 |
3,407.7 |
3,407.7 |
3,364.7 |
|
R1 |
3,380.3 |
3,380.3 |
3,358.9 |
3,394.0 |
PP |
3,343.7 |
3,343.7 |
3,343.7 |
3,350.5 |
S1 |
3,316.3 |
3,316.3 |
3,347.1 |
3,330.0 |
S2 |
3,279.7 |
3,279.7 |
3,341.3 |
|
S3 |
3,215.7 |
3,252.3 |
3,335.4 |
|
S4 |
3,151.7 |
3,188.3 |
3,317.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,394.0 |
3,307.0 |
87.0 |
2.6% |
35.6 |
1.1% |
69% |
False |
False |
7,173 |
10 |
3,394.0 |
3,231.0 |
163.0 |
4.8% |
40.3 |
1.2% |
83% |
False |
False |
7,194 |
20 |
3,548.0 |
3,175.0 |
373.0 |
11.1% |
59.9 |
1.8% |
51% |
False |
False |
6,907 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
44.3 |
1.3% |
46% |
False |
False |
5,474 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
38.8 |
1.2% |
46% |
False |
False |
4,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.8 |
2.618 |
3,480.6 |
1.618 |
3,445.6 |
1.000 |
3,424.0 |
0.618 |
3,410.6 |
HIGH |
3,389.0 |
0.618 |
3,375.6 |
0.500 |
3,371.5 |
0.382 |
3,367.4 |
LOW |
3,354.0 |
0.618 |
3,332.4 |
1.000 |
3,319.0 |
1.618 |
3,297.4 |
2.618 |
3,262.4 |
4.250 |
3,205.3 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,371.5 |
3,366.5 |
PP |
3,370.0 |
3,366.0 |
S1 |
3,368.5 |
3,365.5 |
|