| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,244.0 |
12,441.0 |
197.0 |
1.6% |
12,611.0 |
| High |
12,438.5 |
12,476.5 |
38.0 |
0.3% |
12,747.0 |
| Low |
12,062.0 |
12,266.5 |
204.5 |
1.7% |
11,900.0 |
| Close |
12,374.5 |
12,325.5 |
-49.0 |
-0.4% |
12,048.5 |
| Range |
376.5 |
210.0 |
-166.5 |
-44.2% |
847.0 |
| ATR |
267.6 |
263.5 |
-4.1 |
-1.5% |
0.0 |
| Volume |
95,198 |
99,485 |
4,287 |
4.5% |
695,829 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,986.2 |
12,865.8 |
12,441.0 |
|
| R3 |
12,776.2 |
12,655.8 |
12,383.3 |
|
| R2 |
12,566.2 |
12,566.2 |
12,364.0 |
|
| R1 |
12,445.8 |
12,445.8 |
12,344.8 |
12,401.0 |
| PP |
12,356.2 |
12,356.2 |
12,356.2 |
12,333.8 |
| S1 |
12,235.8 |
12,235.8 |
12,306.3 |
12,191.0 |
| S2 |
12,146.2 |
12,146.2 |
12,287.0 |
|
| S3 |
11,936.2 |
12,025.8 |
12,267.8 |
|
| S4 |
11,726.2 |
11,815.8 |
12,210.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,772.8 |
14,257.7 |
12,514.4 |
|
| R3 |
13,925.8 |
13,410.7 |
12,281.4 |
|
| R2 |
13,078.8 |
13,078.8 |
12,203.8 |
|
| R1 |
12,563.7 |
12,563.7 |
12,126.1 |
12,397.8 |
| PP |
12,231.8 |
12,231.8 |
12,231.8 |
12,148.9 |
| S1 |
11,716.7 |
11,716.7 |
11,970.9 |
11,550.8 |
| S2 |
11,384.8 |
11,384.8 |
11,893.2 |
|
| S3 |
10,537.8 |
10,869.7 |
11,815.6 |
|
| S4 |
9,690.8 |
10,022.7 |
11,582.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,476.5 |
11,900.0 |
576.5 |
4.7% |
252.2 |
2.0% |
74% |
True |
False |
101,358 |
| 10 |
12,983.5 |
11,900.0 |
1,083.5 |
8.8% |
339.6 |
2.8% |
39% |
False |
False |
123,975 |
| 20 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
254.3 |
2.1% |
25% |
False |
False |
107,140 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
198.1 |
1.6% |
25% |
False |
False |
88,410 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
183.2 |
1.5% |
25% |
False |
False |
66,102 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
166.2 |
1.3% |
25% |
False |
False |
49,714 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
144.6 |
1.2% |
25% |
False |
False |
39,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,369.0 |
|
2.618 |
13,026.3 |
|
1.618 |
12,816.3 |
|
1.000 |
12,686.5 |
|
0.618 |
12,606.3 |
|
HIGH |
12,476.5 |
|
0.618 |
12,396.3 |
|
0.500 |
12,371.5 |
|
0.382 |
12,346.7 |
|
LOW |
12,266.5 |
|
0.618 |
12,136.7 |
|
1.000 |
12,056.5 |
|
1.618 |
11,926.7 |
|
2.618 |
11,716.7 |
|
4.250 |
11,374.0 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,371.5 |
12,306.8 |
| PP |
12,356.2 |
12,288.0 |
| S1 |
12,340.8 |
12,269.3 |
|