| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,323.8 |
1,324.5 |
0.7 |
0.1% |
1,331.1 |
| High |
1,325.5 |
1,329.7 |
4.2 |
0.3% |
1,343.7 |
| Low |
1,318.0 |
1,323.4 |
5.4 |
0.4% |
1,307.0 |
| Close |
1,324.2 |
1,328.1 |
3.9 |
0.3% |
1,313.1 |
| Range |
7.5 |
6.3 |
-1.2 |
-16.0% |
36.7 |
| ATR |
15.3 |
14.6 |
-0.6 |
-4.2% |
0.0 |
| Volume |
140 |
71 |
-69 |
-49.3% |
2,571 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.0 |
1,343.3 |
1,331.6 |
|
| R3 |
1,339.7 |
1,337.0 |
1,329.8 |
|
| R2 |
1,333.4 |
1,333.4 |
1,329.3 |
|
| R1 |
1,330.7 |
1,330.7 |
1,328.7 |
1,332.1 |
| PP |
1,327.1 |
1,327.1 |
1,327.1 |
1,327.7 |
| S1 |
1,324.4 |
1,324.4 |
1,327.5 |
1,325.8 |
| S2 |
1,320.8 |
1,320.8 |
1,326.9 |
|
| S3 |
1,314.5 |
1,318.1 |
1,326.4 |
|
| S4 |
1,308.2 |
1,311.8 |
1,324.6 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.4 |
1,408.9 |
1,333.3 |
|
| R3 |
1,394.7 |
1,372.2 |
1,323.2 |
|
| R2 |
1,358.0 |
1,358.0 |
1,319.8 |
|
| R1 |
1,335.5 |
1,335.5 |
1,316.5 |
1,328.4 |
| PP |
1,321.3 |
1,321.3 |
1,321.3 |
1,317.7 |
| S1 |
1,298.8 |
1,298.8 |
1,309.7 |
1,291.7 |
| S2 |
1,284.6 |
1,284.6 |
1,306.4 |
|
| S3 |
1,247.9 |
1,262.1 |
1,303.0 |
|
| S4 |
1,211.2 |
1,225.4 |
1,292.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,331.2 |
1,307.0 |
24.2 |
1.8% |
11.7 |
0.9% |
87% |
False |
False |
322 |
| 10 |
1,352.1 |
1,307.0 |
45.1 |
3.4% |
14.8 |
1.1% |
47% |
False |
False |
1,218 |
| 20 |
1,365.4 |
1,307.0 |
58.4 |
4.4% |
14.7 |
1.1% |
36% |
False |
False |
169,550 |
| 40 |
1,365.4 |
1,255.2 |
110.2 |
8.3% |
13.1 |
1.0% |
66% |
False |
False |
222,356 |
| 60 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
13.0 |
1.0% |
71% |
False |
False |
221,056 |
| 80 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
12.7 |
1.0% |
71% |
False |
False |
169,752 |
| 100 |
1,365.4 |
1,238.3 |
127.1 |
9.6% |
12.7 |
1.0% |
71% |
False |
False |
136,775 |
| 120 |
1,365.8 |
1,238.3 |
127.5 |
9.6% |
12.9 |
1.0% |
70% |
False |
False |
114,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.5 |
|
2.618 |
1,346.2 |
|
1.618 |
1,339.9 |
|
1.000 |
1,336.0 |
|
0.618 |
1,333.6 |
|
HIGH |
1,329.7 |
|
0.618 |
1,327.3 |
|
0.500 |
1,326.6 |
|
0.382 |
1,325.8 |
|
LOW |
1,323.4 |
|
0.618 |
1,319.5 |
|
1.000 |
1,317.1 |
|
1.618 |
1,313.2 |
|
2.618 |
1,306.9 |
|
4.250 |
1,296.6 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.6 |
1,325.7 |
| PP |
1,327.1 |
1,323.2 |
| S1 |
1,326.6 |
1,320.8 |
|