Trading Metrics calculated at close of trading on 21-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,742.15 |
6,808.60 |
66.45 |
1.0% |
6,477.04 |
High |
6,838.00 |
6,879.47 |
41.47 |
0.6% |
6,840.60 |
Low |
6,740.48 |
6,759.22 |
18.74 |
0.3% |
6,424.30 |
Close |
6,779.69 |
6,759.26 |
-20.43 |
-0.3% |
6,770.66 |
Range |
97.52 |
120.25 |
22.73 |
23.3% |
416.30 |
ATR |
128.19 |
127.62 |
-0.57 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,160.07 |
7,079.91 |
6,825.40 |
|
R3 |
7,039.82 |
6,959.66 |
6,792.33 |
|
R2 |
6,919.57 |
6,919.57 |
6,781.31 |
|
R1 |
6,839.41 |
6,839.41 |
6,770.28 |
6,819.37 |
PP |
6,799.32 |
6,799.32 |
6,799.32 |
6,789.29 |
S1 |
6,719.16 |
6,719.16 |
6,748.24 |
6,699.12 |
S2 |
6,679.07 |
6,679.07 |
6,737.21 |
|
S3 |
6,558.82 |
6,598.91 |
6,726.19 |
|
S4 |
6,438.57 |
6,478.66 |
6,693.12 |
|
|
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 |
6,879.47 |
6,520.39 |
359.08 |
5.3% |
118.72 |
1.8% |
67% |
True |
False |
|
10 |
6,879.47 |
6,164.43 |
715.04 |
10.6% |
154.96 |
2.3% |
83% |
True |
False |
|
20 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
141.70 |
2.1% |
69% |
False |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
95.92 |
1.4% |
69% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.7% |
83.07 |
1.2% |
69% |
False |
False |
|
80 |
7,022.97 |
6,035.95 |
987.02 |
14.6% |
73.01 |
1.1% |
73% |
False |
False |
|
100 |
7,022.97 |
5,908.62 |
1,114.35 |
16.5% |
65.39 |
1.0% |
76% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.5% |
62.51 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,390.53 |
2.618 |
7,194.28 |
1.618 |
7,074.03 |
1.000 |
6,999.72 |
0.618 |
6,953.78 |
HIGH |
6,879.47 |
0.618 |
6,833.53 |
0.500 |
6,819.35 |
0.382 |
6,805.16 |
LOW |
6,759.22 |
0.618 |
6,684.91 |
1.000 |
6,638.97 |
1.618 |
6,564.66 |
2.618 |
6,444.41 |
4.250 |
6,248.16 |
|
|
Fisher Pivots for day following 21-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,819.35 |
6,809.98 |
PP |
6,799.32 |
6,793.07 |
S1 |
6,779.29 |
6,776.17 |
|