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 |
3,194.0 |
3,197.0 |
3.0 |
0.1% |
3,157.0 |
High |
3,202.0 |
3,216.0 |
14.0 |
0.4% |
3,192.0 |
Low |
3,184.0 |
3,182.0 |
-2.0 |
-0.1% |
3,136.0 |
Close |
3,195.0 |
3,214.0 |
19.0 |
0.6% |
3,186.0 |
Range |
18.0 |
34.0 |
16.0 |
88.9% |
56.0 |
ATR |
31.7 |
31.9 |
0.2 |
0.5% |
0.0 |
Volume |
80,528 |
38,792 |
-41,736 |
-51.8% |
19,020 |
|
Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,306.0 |
3,294.0 |
3,232.7 |
|
R3 |
3,272.0 |
3,260.0 |
3,223.4 |
|
R2 |
3,238.0 |
3,238.0 |
3,220.2 |
|
R1 |
3,226.0 |
3,226.0 |
3,217.1 |
3,232.0 |
PP |
3,204.0 |
3,204.0 |
3,204.0 |
3,207.0 |
S1 |
3,192.0 |
3,192.0 |
3,210.9 |
3,198.0 |
S2 |
3,170.0 |
3,170.0 |
3,207.8 |
|
S3 |
3,136.0 |
3,158.0 |
3,204.7 |
|
S4 |
3,102.0 |
3,124.0 |
3,195.3 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,339.3 |
3,318.7 |
3,216.8 |
|
R3 |
3,283.3 |
3,262.7 |
3,201.4 |
|
R2 |
3,227.3 |
3,227.3 |
3,196.3 |
|
R1 |
3,206.7 |
3,206.7 |
3,191.1 |
3,217.0 |
PP |
3,171.3 |
3,171.3 |
3,171.3 |
3,176.5 |
S1 |
3,150.7 |
3,150.7 |
3,180.9 |
3,161.0 |
S2 |
3,115.3 |
3,115.3 |
3,175.7 |
|
S3 |
3,059.3 |
3,094.7 |
3,170.6 |
|
S4 |
3,003.3 |
3,038.7 |
3,155.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,216.0 |
3,174.0 |
42.0 |
1.3% |
24.2 |
0.8% |
95% |
True |
False |
37,097 |
10 |
3,216.0 |
3,091.0 |
125.0 |
3.9% |
28.0 |
0.9% |
98% |
True |
False |
20,364 |
20 |
3,216.0 |
3,039.0 |
177.0 |
5.5% |
28.7 |
0.9% |
99% |
True |
False |
24,953 |
40 |
3,216.0 |
2,881.0 |
335.0 |
10.4% |
30.8 |
1.0% |
99% |
True |
False |
19,933 |
60 |
3,216.0 |
2,814.0 |
402.0 |
12.5% |
35.7 |
1.1% |
100% |
True |
False |
17,080 |
80 |
3,216.0 |
2,814.0 |
402.0 |
12.5% |
32.3 |
1.0% |
100% |
True |
False |
14,082 |
100 |
3,269.0 |
2,814.0 |
455.0 |
14.2% |
33.7 |
1.0% |
88% |
False |
False |
12,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,360.5 |
2.618 |
3,305.0 |
1.618 |
3,271.0 |
1.000 |
3,250.0 |
0.618 |
3,237.0 |
HIGH |
3,216.0 |
0.618 |
3,203.0 |
0.500 |
3,199.0 |
0.382 |
3,195.0 |
LOW |
3,182.0 |
0.618 |
3,161.0 |
1.000 |
3,148.0 |
1.618 |
3,127.0 |
2.618 |
3,093.0 |
4.250 |
3,037.5 |
|
|
Fisher Pivots for day following 28-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
3,209.0 |
3,207.8 |
PP |
3,204.0 |
3,201.7 |
S1 |
3,199.0 |
3,195.5 |
|