Trading Metrics calculated at close of trading on 28-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
3,280.0 |
3,284.0 |
4.0 |
0.1% |
3,241.0 |
High |
3,287.0 |
3,301.0 |
14.0 |
0.4% |
3,279.0 |
Low |
3,268.0 |
3,265.0 |
-3.0 |
-0.1% |
3,221.0 |
Close |
3,279.0 |
3,298.0 |
19.0 |
0.6% |
3,270.0 |
Range |
19.0 |
36.0 |
17.0 |
89.5% |
58.0 |
ATR |
37.3 |
37.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,041,463 |
1,143,119 |
101,656 |
9.8% |
3,154,118 |
|
Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.0 |
3,383.0 |
3,317.8 |
|
R3 |
3,360.0 |
3,347.0 |
3,307.9 |
|
R2 |
3,324.0 |
3,324.0 |
3,304.6 |
|
R1 |
3,311.0 |
3,311.0 |
3,301.3 |
3,317.5 |
PP |
3,288.0 |
3,288.0 |
3,288.0 |
3,291.3 |
S1 |
3,275.0 |
3,275.0 |
3,294.7 |
3,281.5 |
S2 |
3,252.0 |
3,252.0 |
3,291.4 |
|
S3 |
3,216.0 |
3,239.0 |
3,288.1 |
|
S4 |
3,180.0 |
3,203.0 |
3,278.2 |
|
|
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 |
3,301.0 |
3,255.0 |
46.0 |
1.4% |
27.2 |
0.8% |
93% |
True |
False |
929,004 |
10 |
3,301.0 |
3,172.0 |
129.0 |
3.9% |
34.0 |
1.0% |
98% |
True |
False |
913,953 |
20 |
3,301.0 |
3,120.0 |
181.0 |
5.5% |
36.0 |
1.1% |
98% |
True |
False |
961,667 |
40 |
3,301.0 |
2,923.0 |
378.0 |
11.5% |
39.8 |
1.2% |
99% |
True |
False |
963,040 |
60 |
3,301.0 |
2,895.0 |
406.0 |
12.3% |
43.8 |
1.3% |
99% |
True |
False |
868,217 |
80 |
3,301.0 |
2,895.0 |
406.0 |
12.3% |
42.4 |
1.3% |
99% |
True |
False |
654,897 |
100 |
3,400.0 |
2,895.0 |
505.0 |
15.3% |
45.0 |
1.4% |
80% |
False |
False |
525,756 |
120 |
3,429.0 |
2,895.0 |
534.0 |
16.2% |
41.4 |
1.3% |
75% |
False |
False |
438,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,454.0 |
2.618 |
3,395.2 |
1.618 |
3,359.2 |
1.000 |
3,337.0 |
0.618 |
3,323.2 |
HIGH |
3,301.0 |
0.618 |
3,287.2 |
0.500 |
3,283.0 |
0.382 |
3,278.8 |
LOW |
3,265.0 |
0.618 |
3,242.8 |
1.000 |
3,229.0 |
1.618 |
3,206.8 |
2.618 |
3,170.8 |
4.250 |
3,112.0 |
|
|
Fisher Pivots for day following 28-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,293.0 |
3,291.8 |
PP |
3,288.0 |
3,285.7 |
S1 |
3,283.0 |
3,279.5 |
|