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 |
1,336.0 |
1,337.7 |
1.7 |
0.1% |
1,331.1 |
High |
1,338.8 |
1,338.1 |
-0.7 |
-0.1% |
1,356.0 |
Low |
1,332.1 |
1,325.0 |
-7.1 |
-0.5% |
1,330.0 |
Close |
1,335.2 |
1,327.9 |
-7.3 |
-0.5% |
1,339.4 |
Range |
6.7 |
13.1 |
6.4 |
95.5% |
26.0 |
ATR |
11.4 |
11.6 |
0.1 |
1.0% |
0.0 |
Volume |
8,872 |
18,900 |
10,028 |
113.0% |
24,221 |
|
Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.6 |
1,361.9 |
1,335.1 |
|
R3 |
1,356.5 |
1,348.8 |
1,331.5 |
|
R2 |
1,343.4 |
1,343.4 |
1,330.3 |
|
R1 |
1,335.7 |
1,335.7 |
1,329.1 |
1,333.0 |
PP |
1,330.3 |
1,330.3 |
1,330.3 |
1,329.0 |
S1 |
1,322.6 |
1,322.6 |
1,326.7 |
1,319.9 |
S2 |
1,317.2 |
1,317.2 |
1,325.5 |
|
S3 |
1,304.1 |
1,309.5 |
1,324.3 |
|
S4 |
1,291.0 |
1,296.4 |
1,320.7 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.8 |
1,405.6 |
1,353.7 |
|
R3 |
1,393.8 |
1,379.6 |
1,346.6 |
|
R2 |
1,367.8 |
1,367.8 |
1,344.2 |
|
R1 |
1,353.6 |
1,353.6 |
1,341.8 |
1,360.7 |
PP |
1,341.8 |
1,341.8 |
1,341.8 |
1,345.4 |
S1 |
1,327.6 |
1,327.6 |
1,337.0 |
1,334.7 |
S2 |
1,315.8 |
1,315.8 |
1,334.6 |
|
S3 |
1,289.8 |
1,301.6 |
1,332.3 |
|
S4 |
1,263.8 |
1,275.6 |
1,325.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,350.7 |
1,325.0 |
25.7 |
1.9% |
11.9 |
0.9% |
11% |
False |
True |
9,316 |
10 |
1,356.0 |
1,311.3 |
44.7 |
3.4% |
12.7 |
1.0% |
37% |
False |
False |
6,804 |
20 |
1,356.0 |
1,311.3 |
44.7 |
3.4% |
10.9 |
0.8% |
37% |
False |
False |
5,733 |
40 |
1,356.0 |
1,288.3 |
67.7 |
5.1% |
10.6 |
0.8% |
58% |
False |
False |
5,537 |
60 |
1,356.0 |
1,233.9 |
122.1 |
9.2% |
10.5 |
0.8% |
77% |
False |
False |
4,396 |
80 |
1,356.0 |
1,215.0 |
141.0 |
10.6% |
10.5 |
0.8% |
80% |
False |
False |
4,099 |
100 |
1,356.0 |
1,205.0 |
151.0 |
11.4% |
10.6 |
0.8% |
81% |
False |
False |
3,506 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.6% |
10.6 |
0.8% |
82% |
False |
False |
3,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.8 |
2.618 |
1,372.4 |
1.618 |
1,359.3 |
1.000 |
1,351.2 |
0.618 |
1,346.2 |
HIGH |
1,338.1 |
0.618 |
1,333.1 |
0.500 |
1,331.6 |
0.382 |
1,330.0 |
LOW |
1,325.0 |
0.618 |
1,316.9 |
1.000 |
1,311.9 |
1.618 |
1,303.8 |
2.618 |
1,290.7 |
4.250 |
1,269.3 |
|
|
Fisher Pivots for day following 27-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1,331.6 |
1,333.2 |
PP |
1,330.3 |
1,331.4 |
S1 |
1,329.1 |
1,329.7 |
|