Trading Metrics calculated at close of trading on 14-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,482.77 |
6,523.26 |
40.49 |
0.6% |
6,687.47 |
High |
6,567.62 |
6,684.15 |
116.53 |
1.8% |
6,807.96 |
Low |
6,478.41 |
6,520.39 |
41.98 |
0.6% |
6,164.43 |
Close |
6,553.86 |
6,675.03 |
121.17 |
1.8% |
6,412.68 |
Range |
89.21 |
163.76 |
74.55 |
83.6% |
643.53 |
ATR |
132.36 |
134.61 |
2.24 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.80 |
7,060.18 |
6,765.10 |
|
R3 |
6,954.04 |
6,896.42 |
6,720.06 |
|
R2 |
6,790.28 |
6,790.28 |
6,705.05 |
|
R1 |
6,732.66 |
6,732.66 |
6,690.04 |
6,761.47 |
PP |
6,626.52 |
6,626.52 |
6,626.52 |
6,640.93 |
S1 |
6,568.90 |
6,568.90 |
6,660.02 |
6,597.71 |
S2 |
6,462.76 |
6,462.76 |
6,645.01 |
|
S3 |
6,299.00 |
6,405.14 |
6,630.00 |
|
S4 |
6,135.24 |
6,241.38 |
6,584.96 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,392.28 |
8,046.01 |
6,766.62 |
|
R3 |
7,748.75 |
7,402.48 |
6,589.65 |
|
R2 |
7,105.22 |
7,105.22 |
6,530.66 |
|
R1 |
6,758.95 |
6,758.95 |
6,471.67 |
6,610.32 |
PP |
6,461.69 |
6,461.69 |
6,461.69 |
6,387.38 |
S1 |
6,115.42 |
6,115.42 |
6,353.69 |
5,966.79 |
S2 |
5,818.16 |
5,818.16 |
6,294.70 |
|
S3 |
5,174.63 |
5,471.89 |
6,235.71 |
|
S4 |
4,531.10 |
4,828.36 |
6,058.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,684.15 |
6,164.43 |
519.72 |
7.8% |
196.96 |
3.0% |
98% |
True |
False |
|
10 |
6,970.76 |
6,164.43 |
806.33 |
12.1% |
195.95 |
2.9% |
63% |
False |
False |
|
20 |
7,022.97 |
6,164.43 |
858.54 |
12.9% |
130.72 |
2.0% |
59% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.9% |
89.32 |
1.3% |
59% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.9% |
77.93 |
1.2% |
59% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
15.2% |
70.02 |
1.0% |
66% |
False |
False |
|
100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.7% |
63.07 |
0.9% |
71% |
False |
False |
|
120 |
7,022.97 |
5,785.22 |
1,237.75 |
18.5% |
60.93 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,380.13 |
2.618 |
7,112.87 |
1.618 |
6,949.11 |
1.000 |
6,847.91 |
0.618 |
6,785.35 |
HIGH |
6,684.15 |
0.618 |
6,621.59 |
0.500 |
6,602.27 |
0.382 |
6,582.95 |
LOW |
6,520.39 |
0.618 |
6,419.19 |
1.000 |
6,356.63 |
1.618 |
6,255.43 |
2.618 |
6,091.67 |
4.250 |
5,824.41 |
|
|
Fisher Pivots for day following 14-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,650.78 |
6,634.76 |
PP |
6,626.52 |
6,594.49 |
S1 |
6,602.27 |
6,554.23 |
|