Trading Metrics calculated at close of trading on 27-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,816.17 |
3,796.21 |
-19.96 |
-0.5% |
3,876.61 |
High |
3,874.95 |
3,833.27 |
-41.68 |
-1.1% |
4,006.47 |
Low |
3,772.27 |
3,700.80 |
-71.47 |
-1.9% |
3,854.45 |
Close |
3,796.21 |
3,754.23 |
-41.98 |
-1.1% |
3,953.81 |
Range |
102.68 |
132.47 |
29.79 |
29.0% |
152.02 |
ATR |
161.86 |
159.76 |
-2.10 |
-1.3% |
0.00 |
Volume |
27,114 |
37,454 |
10,340 |
38.1% |
247,309 |
|
Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,160.18 |
4,089.67 |
3,827.09 |
|
R3 |
4,027.71 |
3,957.20 |
3,790.66 |
|
R2 |
3,895.24 |
3,895.24 |
3,778.52 |
|
R1 |
3,824.73 |
3,824.73 |
3,766.37 |
3,793.75 |
PP |
3,762.77 |
3,762.77 |
3,762.77 |
3,747.28 |
S1 |
3,692.26 |
3,692.26 |
3,742.09 |
3,661.28 |
S2 |
3,630.30 |
3,630.30 |
3,729.94 |
|
S3 |
3,497.83 |
3,559.79 |
3,717.80 |
|
S4 |
3,365.36 |
3,427.32 |
3,681.37 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,394.30 |
4,326.08 |
4,037.42 |
|
R3 |
4,242.28 |
4,174.06 |
3,995.62 |
|
R2 |
4,090.26 |
4,090.26 |
3,981.68 |
|
R1 |
4,022.04 |
4,022.04 |
3,967.75 |
4,056.15 |
PP |
3,938.24 |
3,938.24 |
3,938.24 |
3,955.30 |
S1 |
3,870.02 |
3,870.02 |
3,939.87 |
3,904.13 |
S2 |
3,786.22 |
3,786.22 |
3,925.94 |
|
S3 |
3,634.20 |
3,718.00 |
3,912.00 |
|
S4 |
3,482.18 |
3,565.98 |
3,870.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,195.95 |
3,700.80 |
495.15 |
13.2% |
181.16 |
4.8% |
11% |
False |
True |
44,744 |
10 |
4,195.95 |
3,555.71 |
640.24 |
17.1% |
133.06 |
3.5% |
31% |
False |
False |
46,340 |
20 |
4,195.95 |
3,355.25 |
840.70 |
22.4% |
121.21 |
3.2% |
47% |
False |
False |
46,642 |
40 |
4,195.95 |
3,355.25 |
840.70 |
22.4% |
140.20 |
3.7% |
47% |
False |
False |
49,661 |
60 |
4,330.73 |
3,158.10 |
1,172.63 |
31.2% |
197.19 |
5.3% |
51% |
False |
False |
70,867 |
80 |
6,568.87 |
3,158.10 |
3,410.77 |
90.9% |
233.22 |
6.2% |
17% |
False |
False |
78,042 |
100 |
6,980.29 |
3,158.10 |
3,822.19 |
101.8% |
223.78 |
6.0% |
16% |
False |
False |
71,948 |
120 |
6,986.20 |
3,158.10 |
3,828.10 |
102.0% |
229.36 |
6.1% |
16% |
False |
False |
69,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,396.27 |
2.618 |
4,180.08 |
1.618 |
4,047.61 |
1.000 |
3,965.74 |
0.618 |
3,915.14 |
HIGH |
3,833.27 |
0.618 |
3,782.67 |
0.500 |
3,767.04 |
0.382 |
3,751.40 |
LOW |
3,700.80 |
0.618 |
3,618.93 |
1.000 |
3,568.33 |
1.618 |
3,486.46 |
2.618 |
3,353.99 |
4.250 |
3,137.80 |
|
|
Fisher Pivots for day following 27-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,767.04 |
3,948.38 |
PP |
3,762.77 |
3,883.66 |
S1 |
3,758.50 |
3,818.95 |
|