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 |
3,268.0 |
3,280.0 |
12.0 |
0.4% |
3,241.0 |
High |
3,293.0 |
3,287.0 |
-6.0 |
-0.2% |
3,279.0 |
Low |
3,258.0 |
3,268.0 |
10.0 |
0.3% |
3,221.0 |
Close |
3,291.0 |
3,279.0 |
-12.0 |
-0.4% |
3,270.0 |
Range |
35.0 |
19.0 |
-16.0 |
-45.7% |
58.0 |
ATR |
38.4 |
37.3 |
-1.1 |
-2.9% |
0.0 |
Volume |
729,606 |
1,041,463 |
311,857 |
42.7% |
3,154,118 |
|
Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,335.0 |
3,326.0 |
3,289.5 |
|
R3 |
3,316.0 |
3,307.0 |
3,284.2 |
|
R2 |
3,297.0 |
3,297.0 |
3,282.5 |
|
R1 |
3,288.0 |
3,288.0 |
3,280.7 |
3,283.0 |
PP |
3,278.0 |
3,278.0 |
3,278.0 |
3,275.5 |
S1 |
3,269.0 |
3,269.0 |
3,277.3 |
3,264.0 |
S2 |
3,259.0 |
3,259.0 |
3,275.5 |
|
S3 |
3,240.0 |
3,250.0 |
3,273.8 |
|
S4 |
3,221.0 |
3,231.0 |
3,268.6 |
|
|
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 |
3,252.0 |
41.0 |
1.3% |
24.2 |
0.7% |
66% |
False |
False |
838,462 |
10 |
3,293.0 |
3,172.0 |
121.0 |
3.7% |
32.7 |
1.0% |
88% |
False |
False |
929,686 |
20 |
3,293.0 |
3,120.0 |
173.0 |
5.3% |
35.7 |
1.1% |
92% |
False |
False |
978,175 |
40 |
3,293.0 |
2,923.0 |
370.0 |
11.3% |
40.2 |
1.2% |
96% |
False |
False |
958,014 |
60 |
3,293.0 |
2,895.0 |
398.0 |
12.1% |
43.8 |
1.3% |
96% |
False |
False |
849,176 |
80 |
3,293.0 |
2,895.0 |
398.0 |
12.1% |
42.5 |
1.3% |
96% |
False |
False |
640,639 |
100 |
3,400.0 |
2,895.0 |
505.0 |
15.4% |
44.9 |
1.4% |
76% |
False |
False |
514,334 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.3% |
41.6 |
1.3% |
72% |
False |
False |
429,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,367.8 |
2.618 |
3,336.7 |
1.618 |
3,317.7 |
1.000 |
3,306.0 |
0.618 |
3,298.7 |
HIGH |
3,287.0 |
0.618 |
3,279.7 |
0.500 |
3,277.5 |
0.382 |
3,275.3 |
LOW |
3,268.0 |
0.618 |
3,256.3 |
1.000 |
3,249.0 |
1.618 |
3,237.3 |
2.618 |
3,218.3 |
4.250 |
3,187.3 |
|
|
Fisher Pivots for day following 27-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,278.5 |
3,277.8 |
PP |
3,278.0 |
3,276.7 |
S1 |
3,277.5 |
3,275.5 |
|