Trading Metrics calculated at close of trading on 20-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,241.0 |
3,241.0 |
0.0 |
0.0% |
3,144.0 |
High |
3,250.0 |
3,266.0 |
16.0 |
0.5% |
3,246.0 |
Low |
3,221.0 |
3,233.0 |
12.0 |
0.4% |
3,139.0 |
Close |
3,236.0 |
3,259.0 |
23.0 |
0.7% |
3,240.0 |
Range |
29.0 |
33.0 |
4.0 |
13.8% |
107.0 |
ATR |
43.5 |
42.8 |
-0.8 |
-1.7% |
0.0 |
Volume |
834,929 |
894,461 |
59,532 |
7.1% |
5,119,326 |
|
Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.7 |
3,338.3 |
3,277.2 |
|
R3 |
3,318.7 |
3,305.3 |
3,268.1 |
|
R2 |
3,285.7 |
3,285.7 |
3,265.1 |
|
R1 |
3,272.3 |
3,272.3 |
3,262.0 |
3,279.0 |
PP |
3,252.7 |
3,252.7 |
3,252.7 |
3,256.0 |
S1 |
3,239.3 |
3,239.3 |
3,256.0 |
3,246.0 |
S2 |
3,219.7 |
3,219.7 |
3,253.0 |
|
S3 |
3,186.7 |
3,206.3 |
3,249.9 |
|
S4 |
3,153.7 |
3,173.3 |
3,240.9 |
|
|
Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,529.3 |
3,491.7 |
3,298.9 |
|
R3 |
3,422.3 |
3,384.7 |
3,269.4 |
|
R2 |
3,315.3 |
3,315.3 |
3,259.6 |
|
R1 |
3,277.7 |
3,277.7 |
3,249.8 |
3,296.5 |
PP |
3,208.3 |
3,208.3 |
3,208.3 |
3,217.8 |
S1 |
3,170.7 |
3,170.7 |
3,230.2 |
3,189.5 |
S2 |
3,101.3 |
3,101.3 |
3,220.4 |
|
S3 |
2,994.3 |
3,063.7 |
3,210.6 |
|
S4 |
2,887.3 |
2,956.7 |
3,181.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,266.0 |
3,172.0 |
94.0 |
2.9% |
41.2 |
1.3% |
93% |
True |
False |
1,020,910 |
10 |
3,266.0 |
3,120.0 |
146.0 |
4.5% |
39.4 |
1.2% |
95% |
True |
False |
1,024,924 |
20 |
3,266.0 |
3,084.0 |
182.0 |
5.6% |
38.4 |
1.2% |
96% |
True |
False |
994,858 |
40 |
3,266.0 |
2,895.0 |
371.0 |
11.4% |
44.7 |
1.4% |
98% |
True |
False |
1,022,755 |
60 |
3,266.0 |
2,895.0 |
371.0 |
11.4% |
44.4 |
1.4% |
98% |
True |
False |
780,509 |
80 |
3,266.0 |
2,895.0 |
371.0 |
11.4% |
45.1 |
1.4% |
98% |
True |
False |
588,350 |
100 |
3,429.0 |
2,895.0 |
534.0 |
16.4% |
45.1 |
1.4% |
68% |
False |
False |
472,569 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.4% |
41.2 |
1.3% |
68% |
False |
False |
394,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,406.3 |
2.618 |
3,352.4 |
1.618 |
3,319.4 |
1.000 |
3,299.0 |
0.618 |
3,286.4 |
HIGH |
3,266.0 |
0.618 |
3,253.4 |
0.500 |
3,249.5 |
0.382 |
3,245.6 |
LOW |
3,233.0 |
0.618 |
3,212.6 |
1.000 |
3,200.0 |
1.618 |
3,179.6 |
2.618 |
3,146.6 |
4.250 |
3,092.8 |
|
|
Fisher Pivots for day following 20-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,255.8 |
3,245.7 |
PP |
3,252.7 |
3,232.3 |
S1 |
3,249.5 |
3,219.0 |
|