Trading Metrics calculated at close of trading on 26-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,275.0 |
3,268.0 |
-7.0 |
-0.2% |
3,241.0 |
High |
3,288.0 |
3,293.0 |
5.0 |
0.2% |
3,279.0 |
Low |
3,266.0 |
3,258.0 |
-8.0 |
-0.2% |
3,221.0 |
Close |
3,279.0 |
3,291.0 |
12.0 |
0.4% |
3,270.0 |
Range |
22.0 |
35.0 |
13.0 |
59.1% |
58.0 |
ATR |
38.7 |
38.4 |
-0.3 |
-0.7% |
0.0 |
Volume |
996,516 |
729,606 |
-266,910 |
-26.8% |
3,154,118 |
|
Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,385.7 |
3,373.3 |
3,310.3 |
|
R3 |
3,350.7 |
3,338.3 |
3,300.6 |
|
R2 |
3,315.7 |
3,315.7 |
3,297.4 |
|
R1 |
3,303.3 |
3,303.3 |
3,294.2 |
3,309.5 |
PP |
3,280.7 |
3,280.7 |
3,280.7 |
3,283.8 |
S1 |
3,268.3 |
3,268.3 |
3,287.8 |
3,274.5 |
S2 |
3,245.7 |
3,245.7 |
3,284.6 |
|
S3 |
3,210.7 |
3,233.3 |
3,281.4 |
|
S4 |
3,175.7 |
3,198.3 |
3,271.8 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,430.7 |
3,408.3 |
3,301.9 |
|
R3 |
3,372.7 |
3,350.3 |
3,286.0 |
|
R2 |
3,314.7 |
3,314.7 |
3,280.6 |
|
R1 |
3,292.3 |
3,292.3 |
3,275.3 |
3,303.5 |
PP |
3,256.7 |
3,256.7 |
3,256.7 |
3,262.3 |
S1 |
3,234.3 |
3,234.3 |
3,264.7 |
3,245.5 |
S2 |
3,198.7 |
3,198.7 |
3,259.4 |
|
S3 |
3,140.7 |
3,176.3 |
3,254.1 |
|
S4 |
3,082.7 |
3,118.3 |
3,238.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,293.0 |
3,233.0 |
60.0 |
1.8% |
27.0 |
0.8% |
97% |
True |
False |
809,062 |
10 |
3,293.0 |
3,160.0 |
133.0 |
4.0% |
34.6 |
1.1% |
98% |
True |
False |
916,756 |
20 |
3,293.0 |
3,120.0 |
173.0 |
5.3% |
36.6 |
1.1% |
99% |
True |
False |
965,232 |
40 |
3,293.0 |
2,895.0 |
398.0 |
12.1% |
42.2 |
1.3% |
99% |
True |
False |
957,987 |
60 |
3,293.0 |
2,895.0 |
398.0 |
12.1% |
44.0 |
1.3% |
99% |
True |
False |
831,833 |
80 |
3,293.0 |
2,895.0 |
398.0 |
12.1% |
43.2 |
1.3% |
99% |
True |
False |
627,683 |
100 |
3,400.0 |
2,895.0 |
505.0 |
15.3% |
44.9 |
1.4% |
78% |
False |
False |
503,945 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.2% |
41.5 |
1.3% |
74% |
False |
False |
420,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,441.8 |
2.618 |
3,384.6 |
1.618 |
3,349.6 |
1.000 |
3,328.0 |
0.618 |
3,314.6 |
HIGH |
3,293.0 |
0.618 |
3,279.6 |
0.500 |
3,275.5 |
0.382 |
3,271.4 |
LOW |
3,258.0 |
0.618 |
3,236.4 |
1.000 |
3,223.0 |
1.618 |
3,201.4 |
2.618 |
3,166.4 |
4.250 |
3,109.3 |
|
|
Fisher Pivots for day following 26-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,285.8 |
3,285.3 |
PP |
3,280.7 |
3,279.7 |
S1 |
3,275.5 |
3,274.0 |
|