Trading Metrics calculated at close of trading on 21-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1,575.0 |
1,583.4 |
8.4 |
0.5% |
1,509.8 |
High |
1,584.7 |
1,590.9 |
6.2 |
0.4% |
1,572.7 |
Low |
1,571.7 |
1,569.0 |
-2.7 |
-0.2% |
1,504.8 |
Close |
1,583.6 |
1,577.5 |
-6.1 |
-0.4% |
1,570.6 |
Range |
13.0 |
21.9 |
8.9 |
68.5% |
67.9 |
ATR |
22.0 |
22.0 |
0.0 |
0.0% |
0.0 |
Volume |
112,963 |
118,384 |
5,421 |
4.8% |
547,255 |
|
Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.8 |
1,633.1 |
1,589.5 |
|
R3 |
1,622.9 |
1,611.2 |
1,583.5 |
|
R2 |
1,601.0 |
1,601.0 |
1,581.5 |
|
R1 |
1,589.3 |
1,589.3 |
1,579.5 |
1,584.2 |
PP |
1,579.1 |
1,579.1 |
1,579.1 |
1,576.6 |
S1 |
1,567.4 |
1,567.4 |
1,575.5 |
1,562.3 |
S2 |
1,557.2 |
1,557.2 |
1,573.5 |
|
S3 |
1,535.3 |
1,545.5 |
1,571.5 |
|
S4 |
1,513.4 |
1,523.6 |
1,565.5 |
|
|
Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,753.1 |
1,729.7 |
1,607.9 |
|
R3 |
1,685.2 |
1,661.8 |
1,589.3 |
|
R2 |
1,617.3 |
1,617.3 |
1,583.0 |
|
R1 |
1,593.9 |
1,593.9 |
1,576.8 |
1,605.6 |
PP |
1,549.4 |
1,549.4 |
1,549.4 |
1,555.2 |
S1 |
1,526.0 |
1,526.0 |
1,564.4 |
1,537.7 |
S2 |
1,481.5 |
1,481.5 |
1,558.2 |
|
S3 |
1,413.6 |
1,458.1 |
1,551.9 |
|
S4 |
1,345.7 |
1,390.2 |
1,533.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,590.9 |
1,532.5 |
58.4 |
3.7% |
21.5 |
1.4% |
77% |
True |
False |
117,476 |
10 |
1,590.9 |
1,492.9 |
98.0 |
6.2% |
19.9 |
1.3% |
86% |
True |
False |
108,796 |
20 |
1,590.9 |
1,450.3 |
140.6 |
8.9% |
19.0 |
1.2% |
90% |
True |
False |
111,015 |
40 |
1,590.9 |
1,252.0 |
338.9 |
21.5% |
25.9 |
1.6% |
96% |
True |
False |
130,928 |
60 |
1,590.9 |
1,252.0 |
338.9 |
21.5% |
29.7 |
1.9% |
96% |
True |
False |
116,494 |
80 |
1,593.9 |
1,252.0 |
341.9 |
21.7% |
30.3 |
1.9% |
95% |
False |
False |
87,387 |
100 |
1,717.2 |
1,252.0 |
465.2 |
29.5% |
30.9 |
2.0% |
70% |
False |
False |
69,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.0 |
2.618 |
1,648.2 |
1.618 |
1,626.3 |
1.000 |
1,612.8 |
0.618 |
1,604.4 |
HIGH |
1,590.9 |
0.618 |
1,582.5 |
0.500 |
1,580.0 |
0.382 |
1,577.4 |
LOW |
1,569.0 |
0.618 |
1,555.5 |
1.000 |
1,547.1 |
1.618 |
1,533.6 |
2.618 |
1,511.7 |
4.250 |
1,475.9 |
|
|
Fisher Pivots for day following 21-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1,580.0 |
1,577.3 |
PP |
1,579.1 |
1,577.0 |
S1 |
1,578.3 |
1,576.8 |
|