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 |
1,340.5 |
1,324.5 |
-16.0 |
-1.2% |
1,355.1 |
High |
1,343.8 |
1,329.2 |
-14.6 |
-1.1% |
1,359.0 |
Low |
1,320.3 |
1,322.5 |
2.2 |
0.2% |
1,328.2 |
Close |
1,324.2 |
1,323.7 |
-0.5 |
0.0% |
1,335.8 |
Range |
23.5 |
6.7 |
-16.8 |
-71.5% |
30.8 |
ATR |
15.8 |
15.2 |
-0.7 |
-4.1% |
0.0 |
Volume |
14,024 |
24,312 |
10,288 |
73.4% |
36,689 |
|
Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.2 |
1,341.2 |
1,327.4 |
|
R3 |
1,338.5 |
1,334.5 |
1,325.5 |
|
R2 |
1,331.8 |
1,331.8 |
1,324.9 |
|
R1 |
1,327.8 |
1,327.8 |
1,324.3 |
1,326.5 |
PP |
1,325.1 |
1,325.1 |
1,325.1 |
1,324.5 |
S1 |
1,321.1 |
1,321.1 |
1,323.1 |
1,319.8 |
S2 |
1,318.4 |
1,318.4 |
1,322.5 |
|
S3 |
1,311.7 |
1,314.4 |
1,321.9 |
|
S4 |
1,305.0 |
1,307.7 |
1,320.0 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.4 |
1,415.4 |
1,352.7 |
|
R3 |
1,402.6 |
1,384.6 |
1,344.3 |
|
R2 |
1,371.8 |
1,371.8 |
1,341.4 |
|
R1 |
1,353.8 |
1,353.8 |
1,338.6 |
1,347.4 |
PP |
1,341.0 |
1,341.0 |
1,341.0 |
1,337.8 |
S1 |
1,323.0 |
1,323.0 |
1,333.0 |
1,316.6 |
S2 |
1,310.2 |
1,310.2 |
1,330.2 |
|
S3 |
1,279.4 |
1,292.2 |
1,327.3 |
|
S4 |
1,248.6 |
1,261.4 |
1,318.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.1 |
1,320.3 |
27.8 |
2.1% |
12.3 |
0.9% |
12% |
False |
False |
14,402 |
10 |
1,369.6 |
1,320.3 |
49.3 |
3.7% |
16.1 |
1.2% |
7% |
False |
False |
13,417 |
20 |
1,369.6 |
1,314.5 |
55.1 |
4.2% |
16.1 |
1.2% |
17% |
False |
False |
9,663 |
40 |
1,375.5 |
1,314.3 |
61.2 |
4.6% |
14.7 |
1.1% |
15% |
False |
False |
8,450 |
60 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.2 |
1.0% |
60% |
False |
False |
6,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.7 |
2.618 |
1,346.7 |
1.618 |
1,340.0 |
1.000 |
1,335.9 |
0.618 |
1,333.3 |
HIGH |
1,329.2 |
0.618 |
1,326.6 |
0.500 |
1,325.9 |
0.382 |
1,325.1 |
LOW |
1,322.5 |
0.618 |
1,318.4 |
1.000 |
1,315.8 |
1.618 |
1,311.7 |
2.618 |
1,305.0 |
4.250 |
1,294.0 |
|
|
Fisher Pivots for day following 28-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,325.9 |
1,334.2 |
PP |
1,325.1 |
1,330.7 |
S1 |
1,324.4 |
1,327.2 |
|