Trading Metrics calculated at close of trading on 15-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,523.26 |
6,734.34 |
211.08 |
3.2% |
6,687.47 |
High |
6,684.15 |
6,795.92 |
111.77 |
1.7% |
6,807.96 |
Low |
6,520.39 |
6,665.92 |
145.53 |
2.2% |
6,164.43 |
Close |
6,675.03 |
6,794.92 |
119.89 |
1.8% |
6,412.68 |
Range |
163.76 |
130.00 |
-33.76 |
-20.6% |
643.53 |
ATR |
134.61 |
134.28 |
-0.33 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,142.25 |
7,098.59 |
6,866.42 |
|
R3 |
7,012.25 |
6,968.59 |
6,830.67 |
|
R2 |
6,882.25 |
6,882.25 |
6,818.75 |
|
R1 |
6,838.59 |
6,838.59 |
6,806.84 |
6,860.42 |
PP |
6,752.25 |
6,752.25 |
6,752.25 |
6,763.17 |
S1 |
6,708.59 |
6,708.59 |
6,783.00 |
6,730.42 |
S2 |
6,622.25 |
6,622.25 |
6,771.09 |
|
S3 |
6,492.25 |
6,578.59 |
6,759.17 |
|
S4 |
6,362.25 |
6,448.59 |
6,723.42 |
|
|
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 |
6,795.92 |
6,164.43 |
631.49 |
9.3% |
162.59 |
2.4% |
100% |
True |
False |
|
10 |
6,889.07 |
6,164.43 |
724.64 |
10.7% |
199.77 |
2.9% |
87% |
False |
False |
|
20 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
135.11 |
2.0% |
73% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
91.89 |
1.4% |
73% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.6% |
79.51 |
1.2% |
73% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
14.9% |
71.39 |
1.1% |
77% |
False |
False |
|
100 |
7,022.97 |
5,839.89 |
1,183.08 |
17.4% |
64.11 |
0.9% |
81% |
False |
False |
|
120 |
7,022.97 |
5,785.22 |
1,237.75 |
18.2% |
61.44 |
0.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,348.42 |
2.618 |
7,136.26 |
1.618 |
7,006.26 |
1.000 |
6,925.92 |
0.618 |
6,876.26 |
HIGH |
6,795.92 |
0.618 |
6,746.26 |
0.500 |
6,730.92 |
0.382 |
6,715.58 |
LOW |
6,665.92 |
0.618 |
6,585.58 |
1.000 |
6,535.92 |
1.618 |
6,455.58 |
2.618 |
6,325.58 |
4.250 |
6,113.42 |
|
|
Fisher Pivots for day following 15-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,773.59 |
6,742.34 |
PP |
6,752.25 |
6,689.75 |
S1 |
6,730.92 |
6,637.17 |
|