Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
6,933.82 |
6,984.83 |
51.01 |
0.7% |
6,742.15 |
High |
6,989.36 |
7,003.13 |
13.77 |
0.2% |
6,897.53 |
Low |
6,927.46 |
6,900.35 |
-27.11 |
-0.4% |
6,740.48 |
Close |
6,989.10 |
6,900.35 |
-88.75 |
-1.3% |
6,896.60 |
Range |
61.90 |
102.78 |
40.88 |
66.0% |
157.05 |
ATR |
122.85 |
121.42 |
-1.43 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,242.95 |
7,174.43 |
6,956.88 |
|
R3 |
7,140.17 |
7,071.65 |
6,928.61 |
|
R2 |
7,037.39 |
7,037.39 |
6,919.19 |
|
R1 |
6,968.87 |
6,968.87 |
6,909.77 |
6,951.74 |
PP |
6,934.61 |
6,934.61 |
6,934.61 |
6,926.05 |
S1 |
6,866.09 |
6,866.09 |
6,890.93 |
6,848.96 |
S2 |
6,831.83 |
6,831.83 |
6,881.51 |
|
S3 |
6,729.05 |
6,763.31 |
6,872.09 |
|
S4 |
6,626.27 |
6,660.53 |
6,843.82 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,316.02 |
7,263.36 |
6,982.98 |
|
R3 |
7,158.97 |
7,106.31 |
6,939.79 |
|
R2 |
7,001.92 |
7,001.92 |
6,925.39 |
|
R1 |
6,949.26 |
6,949.26 |
6,911.00 |
6,975.59 |
PP |
6,844.87 |
6,844.87 |
6,844.87 |
6,858.04 |
S1 |
6,792.21 |
6,792.21 |
6,882.20 |
6,818.54 |
S2 |
6,687.82 |
6,687.82 |
6,867.81 |
|
S3 |
6,530.77 |
6,635.16 |
6,853.41 |
|
S4 |
6,373.72 |
6,478.11 |
6,810.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,003.13 |
6,744.05 |
259.08 |
3.8% |
95.08 |
1.4% |
60% |
True |
False |
|
10 |
7,003.13 |
6,478.41 |
524.72 |
7.6% |
103.80 |
1.5% |
80% |
True |
False |
|
20 |
7,003.13 |
6,164.43 |
838.70 |
12.2% |
143.84 |
2.1% |
88% |
True |
False |
|
40 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
102.51 |
1.5% |
86% |
False |
False |
|
60 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
85.26 |
1.2% |
86% |
False |
False |
|
80 |
7,022.97 |
6,164.43 |
858.54 |
12.4% |
74.92 |
1.1% |
86% |
False |
False |
|
100 |
7,022.97 |
5,976.12 |
1,046.85 |
15.2% |
67.42 |
1.0% |
88% |
False |
False |
|
120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.1% |
63.36 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,439.95 |
2.618 |
7,272.21 |
1.618 |
7,169.43 |
1.000 |
7,105.91 |
0.618 |
7,066.65 |
HIGH |
7,003.13 |
0.618 |
6,963.87 |
0.500 |
6,951.74 |
0.382 |
6,939.61 |
LOW |
6,900.35 |
0.618 |
6,836.83 |
1.000 |
6,797.57 |
1.618 |
6,734.05 |
2.618 |
6,631.27 |
4.250 |
6,463.54 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
6,951.74 |
6,898.93 |
PP |
6,934.61 |
6,897.50 |
S1 |
6,917.48 |
6,896.08 |
|