| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
3,396.0 |
3,399.0 |
3.0 |
0.1% |
3,370.0 |
| High |
3,413.0 |
3,439.0 |
26.0 |
0.8% |
3,439.0 |
| Low |
3,373.0 |
3,393.0 |
20.0 |
0.6% |
3,309.0 |
| Close |
3,385.0 |
3,426.0 |
41.0 |
1.2% |
3,426.0 |
| Range |
40.0 |
46.0 |
6.0 |
15.0% |
130.0 |
| ATR |
64.8 |
64.1 |
-0.8 |
-1.2% |
0.0 |
| Volume |
1,256,212 |
1,250,134 |
-6,078 |
-0.5% |
6,833,022 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,557.3 |
3,537.7 |
3,451.3 |
|
| R3 |
3,511.3 |
3,491.7 |
3,438.7 |
|
| R2 |
3,465.3 |
3,465.3 |
3,434.4 |
|
| R1 |
3,445.7 |
3,445.7 |
3,430.2 |
3,455.5 |
| PP |
3,419.3 |
3,419.3 |
3,419.3 |
3,424.3 |
| S1 |
3,399.7 |
3,399.7 |
3,421.8 |
3,409.5 |
| S2 |
3,373.3 |
3,373.3 |
3,417.6 |
|
| S3 |
3,327.3 |
3,353.7 |
3,413.4 |
|
| S4 |
3,281.3 |
3,307.7 |
3,400.7 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.3 |
3,733.7 |
3,497.5 |
|
| R3 |
3,651.3 |
3,603.7 |
3,461.8 |
|
| R2 |
3,521.3 |
3,521.3 |
3,449.8 |
|
| R1 |
3,473.7 |
3,473.7 |
3,437.9 |
3,497.5 |
| PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,403.3 |
| S1 |
3,343.7 |
3,343.7 |
3,414.1 |
3,367.5 |
| S2 |
3,261.3 |
3,261.3 |
3,402.2 |
|
| S3 |
3,131.3 |
3,213.7 |
3,390.3 |
|
| S4 |
3,001.3 |
3,083.7 |
3,354.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,439.0 |
3,309.0 |
130.0 |
3.8% |
49.4 |
1.4% |
90% |
True |
False |
1,366,604 |
| 10 |
3,504.0 |
3,256.0 |
248.0 |
7.2% |
83.4 |
2.4% |
69% |
False |
False |
1,848,016 |
| 20 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
63.0 |
1.8% |
40% |
False |
False |
1,413,873 |
| 40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
48.8 |
1.4% |
40% |
False |
False |
1,107,544 |
| 60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.3 |
1.3% |
40% |
False |
False |
893,100 |
| 80 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
41.2 |
1.2% |
39% |
False |
False |
670,651 |
| 100 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
37.0 |
1.1% |
39% |
False |
False |
537,098 |
| 120 |
3,689.0 |
3,256.0 |
433.0 |
12.6% |
34.0 |
1.0% |
39% |
False |
False |
447,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,634.5 |
|
2.618 |
3,559.4 |
|
1.618 |
3,513.4 |
|
1.000 |
3,485.0 |
|
0.618 |
3,467.4 |
|
HIGH |
3,439.0 |
|
0.618 |
3,421.4 |
|
0.500 |
3,416.0 |
|
0.382 |
3,410.6 |
|
LOW |
3,393.0 |
|
0.618 |
3,364.6 |
|
1.000 |
3,347.0 |
|
1.618 |
3,318.6 |
|
2.618 |
3,272.6 |
|
4.250 |
3,197.5 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,422.7 |
3,408.7 |
| PP |
3,419.3 |
3,391.3 |
| S1 |
3,416.0 |
3,374.0 |
|