Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,734.34 |
6,778.28 |
43.94 |
0.7% |
6,477.04 |
High |
6,795.92 |
6,840.60 |
44.68 |
0.7% |
6,840.60 |
Low |
6,665.92 |
6,758.51 |
92.59 |
1.4% |
6,424.30 |
Close |
6,794.92 |
6,770.66 |
-24.26 |
-0.4% |
6,770.66 |
Range |
130.00 |
82.09 |
-47.91 |
-36.9% |
416.30 |
ATR |
134.28 |
130.55 |
-3.73 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,036.19 |
6,985.52 |
6,815.81 |
|
R3 |
6,954.10 |
6,903.43 |
6,793.23 |
|
R2 |
6,872.01 |
6,872.01 |
6,785.71 |
|
R1 |
6,821.34 |
6,821.34 |
6,778.18 |
6,805.63 |
PP |
6,789.92 |
6,789.92 |
6,789.92 |
6,782.07 |
S1 |
6,739.25 |
6,739.25 |
6,763.14 |
6,723.54 |
S2 |
6,707.83 |
6,707.83 |
6,755.61 |
|
S3 |
6,625.74 |
6,657.16 |
6,748.09 |
|
S4 |
6,543.65 |
6,575.07 |
6,725.51 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,927.42 |
7,765.34 |
6,999.63 |
|
R3 |
7,511.12 |
7,349.04 |
6,885.14 |
|
R2 |
7,094.82 |
7,094.82 |
6,846.98 |
|
R1 |
6,932.74 |
6,932.74 |
6,808.82 |
7,013.78 |
PP |
6,678.52 |
6,678.52 |
6,678.52 |
6,719.04 |
S1 |
6,516.44 |
6,516.44 |
6,732.50 |
6,597.48 |
S2 |
6,262.22 |
6,262.22 |
6,694.34 |
|
S3 |
5,845.92 |
6,100.14 |
6,656.18 |
|
S4 |
5,429.62 |
5,683.84 |
6,541.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,840.60 |
6,424.30 |
416.30 |
6.1% |
121.21 |
1.8% |
83% |
True |
False |
|
10 |
6,840.60 |
6,164.43 |
676.17 |
10.0% |
194.73 |
2.9% |
90% |
True |
False |
|
20 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
137.14 |
2.0% |
71% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
92.74 |
1.4% |
71% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
80.50 |
1.2% |
71% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
14.9% |
71.65 |
1.1% |
75% |
False |
False |
|
100 |
7,022.97 |
5,862.99 |
1,159.98 |
17.1% |
64.24 |
0.9% |
78% |
False |
False |
|
120 |
7,022.97 |
5,785.22 |
1,237.75 |
18.3% |
61.67 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,189.48 |
2.618 |
7,055.51 |
1.618 |
6,973.42 |
1.000 |
6,922.69 |
0.618 |
6,891.33 |
HIGH |
6,840.60 |
0.618 |
6,809.24 |
0.500 |
6,799.56 |
0.382 |
6,789.87 |
LOW |
6,758.51 |
0.618 |
6,707.78 |
1.000 |
6,676.42 |
1.618 |
6,625.69 |
2.618 |
6,543.60 |
4.250 |
6,409.63 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,799.56 |
6,740.61 |
PP |
6,789.92 |
6,710.55 |
S1 |
6,780.29 |
6,680.50 |
|