Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,778.28 |
6,742.15 |
-36.13 |
-0.5% |
6,477.04 |
High |
6,840.60 |
6,838.00 |
-2.60 |
0.0% |
6,840.60 |
Low |
6,758.51 |
6,740.48 |
-18.03 |
-0.3% |
6,424.30 |
Close |
6,770.66 |
6,779.69 |
9.03 |
0.1% |
6,770.66 |
Range |
82.09 |
97.52 |
15.43 |
18.8% |
416.30 |
ATR |
130.55 |
128.19 |
-2.36 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,078.62 |
7,026.67 |
6,833.33 |
|
R3 |
6,981.10 |
6,929.15 |
6,806.51 |
|
R2 |
6,883.58 |
6,883.58 |
6,797.57 |
|
R1 |
6,831.63 |
6,831.63 |
6,788.63 |
6,857.61 |
PP |
6,786.06 |
6,786.06 |
6,786.06 |
6,799.04 |
S1 |
6,734.11 |
6,734.11 |
6,770.75 |
6,760.09 |
S2 |
6,688.54 |
6,688.54 |
6,761.81 |
|
S3 |
6,591.02 |
6,636.59 |
6,752.87 |
|
S4 |
6,493.50 |
6,539.07 |
6,726.05 |
|
|
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 |
6,478.41 |
362.19 |
5.3% |
112.52 |
1.7% |
83% |
False |
False |
|
10 |
6,840.60 |
6,164.43 |
676.17 |
10.0% |
173.22 |
2.6% |
91% |
False |
False |
|
20 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
137.84 |
2.0% |
72% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
93.76 |
1.4% |
72% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
81.39 |
1.2% |
72% |
False |
False |
|
80 |
7,022.97 |
6,011.24 |
1,011.73 |
14.9% |
72.46 |
1.1% |
76% |
False |
False |
|
100 |
7,022.97 |
5,900.35 |
1,122.62 |
16.6% |
64.76 |
1.0% |
78% |
False |
False |
|
120 |
7,022.97 |
5,785.22 |
1,237.75 |
18.3% |
62.23 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,252.46 |
2.618 |
7,093.31 |
1.618 |
6,995.79 |
1.000 |
6,935.52 |
0.618 |
6,898.27 |
HIGH |
6,838.00 |
0.618 |
6,800.75 |
0.500 |
6,789.24 |
0.382 |
6,777.73 |
LOW |
6,740.48 |
0.618 |
6,680.21 |
1.000 |
6,642.96 |
1.618 |
6,582.69 |
2.618 |
6,485.17 |
4.250 |
6,326.02 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,789.24 |
6,770.88 |
PP |
6,786.06 |
6,762.07 |
S1 |
6,782.87 |
6,753.26 |
|