Trading Metrics calculated at close of trading on 26-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
1,889.73 |
1,905.95 |
16.22 |
0.9% |
1,883.07 |
High |
1,907.81 |
1,923.22 |
15.41 |
0.8% |
1,916.04 |
Low |
1,875.16 |
1,897.66 |
22.50 |
1.2% |
1,870.72 |
Close |
1,907.02 |
1,905.64 |
-1.38 |
-0.1% |
1,907.02 |
Range |
32.65 |
25.56 |
-7.09 |
-21.7% |
45.32 |
ATR |
46.18 |
44.71 |
-1.47 |
-3.2% |
0.00 |
Volume |
555,264 |
570,000 |
14,736 |
2.7% |
1,914,349 |
|
Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.52 |
1,971.14 |
1,919.70 |
|
R3 |
1,959.96 |
1,945.58 |
1,912.67 |
|
R2 |
1,934.40 |
1,934.40 |
1,910.33 |
|
R1 |
1,920.02 |
1,920.02 |
1,907.98 |
1,914.43 |
PP |
1,908.84 |
1,908.84 |
1,908.84 |
1,906.05 |
S1 |
1,894.46 |
1,894.46 |
1,903.30 |
1,888.87 |
S2 |
1,883.28 |
1,883.28 |
1,900.95 |
|
S3 |
1,857.72 |
1,868.90 |
1,898.61 |
|
S4 |
1,832.16 |
1,843.34 |
1,891.58 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.89 |
2,015.77 |
1,931.95 |
|
R3 |
1,988.57 |
1,970.45 |
1,919.48 |
|
R2 |
1,943.25 |
1,943.25 |
1,915.33 |
|
R1 |
1,925.13 |
1,925.13 |
1,911.17 |
1,934.19 |
PP |
1,897.93 |
1,897.93 |
1,897.93 |
1,902.46 |
S1 |
1,879.81 |
1,879.81 |
1,902.87 |
1,888.87 |
S2 |
1,852.61 |
1,852.61 |
1,898.71 |
|
S3 |
1,807.29 |
1,834.49 |
1,894.56 |
|
S4 |
1,761.97 |
1,789.17 |
1,882.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.22 |
1,870.72 |
52.50 |
2.8% |
33.00 |
1.7% |
67% |
True |
False |
496,869 |
10 |
1,926.87 |
1,732.35 |
194.52 |
10.2% |
42.79 |
2.2% |
89% |
False |
False |
504,555 |
20 |
1,960.46 |
1,714.07 |
246.39 |
12.9% |
49.89 |
2.6% |
78% |
False |
False |
530,672 |
40 |
1,984.94 |
1,714.07 |
270.87 |
14.2% |
41.17 |
2.2% |
71% |
False |
False |
482,794 |
60 |
1,984.94 |
1,690.34 |
294.60 |
15.5% |
34.88 |
1.8% |
73% |
False |
False |
453,367 |
80 |
1,984.94 |
1,630.56 |
354.38 |
18.6% |
33.72 |
1.8% |
78% |
False |
False |
517,720 |
100 |
1,984.94 |
1,630.56 |
354.38 |
18.6% |
31.26 |
1.6% |
78% |
False |
False |
484,616 |
120 |
1,984.94 |
1,630.56 |
354.38 |
18.6% |
29.95 |
1.6% |
78% |
False |
False |
466,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.85 |
2.618 |
1,990.14 |
1.618 |
1,964.58 |
1.000 |
1,948.78 |
0.618 |
1,939.02 |
HIGH |
1,923.22 |
0.618 |
1,913.46 |
0.500 |
1,910.44 |
0.382 |
1,907.42 |
LOW |
1,897.66 |
0.618 |
1,881.86 |
1.000 |
1,872.10 |
1.618 |
1,856.30 |
2.618 |
1,830.74 |
4.250 |
1,789.03 |
|
|
Fisher Pivots for day following 26-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
1,910.44 |
1,902.75 |
PP |
1,908.84 |
1,899.86 |
S1 |
1,907.24 |
1,896.97 |
|