| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1,570.4 |
1,575.0 |
4.6 |
0.3% |
1,509.8 |
| High |
1,579.9 |
1,584.7 |
4.8 |
0.3% |
1,572.7 |
| Low |
1,562.7 |
1,571.7 |
9.0 |
0.6% |
1,504.8 |
| Close |
1,575.7 |
1,583.6 |
7.9 |
0.5% |
1,570.6 |
| Range |
17.2 |
13.0 |
-4.2 |
-24.4% |
67.9 |
| ATR |
22.7 |
22.0 |
-0.7 |
-3.0% |
0.0 |
| Volume |
103,317 |
112,963 |
9,646 |
9.3% |
547,255 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,619.0 |
1,614.3 |
1,590.8 |
|
| R3 |
1,606.0 |
1,601.3 |
1,587.2 |
|
| R2 |
1,593.0 |
1,593.0 |
1,586.0 |
|
| R1 |
1,588.3 |
1,588.3 |
1,584.8 |
1,590.7 |
| PP |
1,580.0 |
1,580.0 |
1,580.0 |
1,581.2 |
| S1 |
1,575.3 |
1,575.3 |
1,582.4 |
1,577.7 |
| S2 |
1,567.0 |
1,567.0 |
1,581.2 |
|
| S3 |
1,554.0 |
1,562.3 |
1,580.0 |
|
| S4 |
1,541.0 |
1,549.3 |
1,576.5 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.1 |
1,729.7 |
1,607.9 |
|
| R3 |
1,685.2 |
1,661.8 |
1,589.3 |
|
| R2 |
1,617.3 |
1,617.3 |
1,583.0 |
|
| R1 |
1,593.9 |
1,593.9 |
1,576.8 |
1,605.6 |
| PP |
1,549.4 |
1,549.4 |
1,549.4 |
1,555.2 |
| S1 |
1,526.0 |
1,526.0 |
1,564.4 |
1,537.7 |
| S2 |
1,481.5 |
1,481.5 |
1,558.2 |
|
| S3 |
1,413.6 |
1,458.1 |
1,551.9 |
|
| S4 |
1,345.7 |
1,390.2 |
1,533.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,584.7 |
1,532.5 |
52.2 |
3.3% |
19.3 |
1.2% |
98% |
True |
False |
112,316 |
| 10 |
1,584.7 |
1,492.9 |
91.8 |
5.8% |
19.0 |
1.2% |
99% |
True |
False |
104,417 |
| 20 |
1,584.7 |
1,444.4 |
140.3 |
8.9% |
19.3 |
1.2% |
99% |
True |
False |
111,193 |
| 40 |
1,584.7 |
1,252.0 |
332.7 |
21.0% |
26.6 |
1.7% |
100% |
True |
False |
134,239 |
| 60 |
1,584.7 |
1,252.0 |
332.7 |
21.0% |
29.8 |
1.9% |
100% |
True |
False |
114,522 |
| 80 |
1,593.9 |
1,252.0 |
341.9 |
21.6% |
30.4 |
1.9% |
97% |
False |
False |
85,908 |
| 100 |
1,717.2 |
1,252.0 |
465.2 |
29.4% |
30.8 |
1.9% |
71% |
False |
False |
68,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,640.0 |
|
2.618 |
1,618.7 |
|
1.618 |
1,605.7 |
|
1.000 |
1,597.7 |
|
0.618 |
1,592.7 |
|
HIGH |
1,584.7 |
|
0.618 |
1,579.7 |
|
0.500 |
1,578.2 |
|
0.382 |
1,576.7 |
|
LOW |
1,571.7 |
|
0.618 |
1,563.7 |
|
1.000 |
1,558.7 |
|
1.618 |
1,550.7 |
|
2.618 |
1,537.7 |
|
4.250 |
1,516.5 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.8 |
1,576.1 |
| PP |
1,580.0 |
1,568.5 |
| S1 |
1,578.2 |
1,561.0 |
|