Trading Metrics calculated at close of trading on 28-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
3,382.0 |
3,352.0 |
-30.0 |
-0.9% |
3,350.0 |
High |
3,389.0 |
3,376.0 |
-13.0 |
-0.4% |
3,371.0 |
Low |
3,354.0 |
3,331.0 |
-23.0 |
-0.7% |
3,307.0 |
Close |
3,367.0 |
3,353.0 |
-14.0 |
-0.4% |
3,353.0 |
Range |
35.0 |
45.0 |
10.0 |
28.6% |
64.0 |
ATR |
51.1 |
50.7 |
-0.4 |
-0.9% |
0.0 |
Volume |
20,723 |
3,332 |
-17,391 |
-83.9% |
32,555 |
|
Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,488.3 |
3,465.7 |
3,377.8 |
|
R3 |
3,443.3 |
3,420.7 |
3,365.4 |
|
R2 |
3,398.3 |
3,398.3 |
3,361.3 |
|
R1 |
3,375.7 |
3,375.7 |
3,357.1 |
3,387.0 |
PP |
3,353.3 |
3,353.3 |
3,353.3 |
3,359.0 |
S1 |
3,330.7 |
3,330.7 |
3,348.9 |
3,342.0 |
S2 |
3,308.3 |
3,308.3 |
3,344.8 |
|
S3 |
3,263.3 |
3,285.7 |
3,340.6 |
|
S4 |
3,218.3 |
3,240.7 |
3,328.3 |
|
|
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% |
37.6 |
1.1% |
53% |
False |
False |
7,598 |
10 |
3,394.0 |
3,290.0 |
104.0 |
3.1% |
37.5 |
1.1% |
61% |
False |
False |
6,717 |
20 |
3,548.0 |
3,175.0 |
373.0 |
11.1% |
61.1 |
1.8% |
48% |
False |
False |
6,753 |
40 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
44.7 |
1.3% |
42% |
False |
False |
5,488 |
60 |
3,595.0 |
3,175.0 |
420.0 |
12.5% |
38.8 |
1.2% |
42% |
False |
False |
4,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.3 |
2.618 |
3,493.8 |
1.618 |
3,448.8 |
1.000 |
3,421.0 |
0.618 |
3,403.8 |
HIGH |
3,376.0 |
0.618 |
3,358.8 |
0.500 |
3,353.5 |
0.382 |
3,348.2 |
LOW |
3,331.0 |
0.618 |
3,303.2 |
1.000 |
3,286.0 |
1.618 |
3,258.2 |
2.618 |
3,213.2 |
4.250 |
3,139.8 |
|
|
Fisher Pivots for day following 28-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
3,353.5 |
3,362.5 |
PP |
3,353.3 |
3,359.3 |
S1 |
3,353.2 |
3,356.2 |
|