| 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 |
2,695.50 |
2,734.00 |
38.50 |
1.4% |
2,628.25 |
| High |
2,736.75 |
2,754.75 |
18.00 |
0.7% |
2,754.75 |
| Low |
2,688.50 |
2,722.25 |
33.75 |
1.3% |
2,620.00 |
| Close |
2,734.00 |
2,735.00 |
1.00 |
0.0% |
2,735.00 |
| Range |
48.25 |
32.50 |
-15.75 |
-32.6% |
134.75 |
| ATR |
55.92 |
54.24 |
-1.67 |
-3.0% |
0.00 |
| Volume |
1,668,909 |
1,738,551 |
69,642 |
4.2% |
9,126,027 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.75 |
2,817.50 |
2,753.00 |
|
| R3 |
2,802.25 |
2,785.00 |
2,744.00 |
|
| R2 |
2,769.75 |
2,769.75 |
2,741.00 |
|
| R1 |
2,752.50 |
2,752.50 |
2,738.00 |
2,761.00 |
| PP |
2,737.25 |
2,737.25 |
2,737.25 |
2,741.75 |
| S1 |
2,720.00 |
2,720.00 |
2,732.00 |
2,728.50 |
| S2 |
2,704.75 |
2,704.75 |
2,729.00 |
|
| S3 |
2,672.25 |
2,687.50 |
2,726.00 |
|
| S4 |
2,639.75 |
2,655.00 |
2,717.00 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.50 |
3,056.00 |
2,809.00 |
|
| R3 |
2,972.75 |
2,921.25 |
2,772.00 |
|
| R2 |
2,838.00 |
2,838.00 |
2,759.75 |
|
| R1 |
2,786.50 |
2,786.50 |
2,747.25 |
2,812.25 |
| PP |
2,703.25 |
2,703.25 |
2,703.25 |
2,716.00 |
| S1 |
2,651.75 |
2,651.75 |
2,722.75 |
2,677.50 |
| S2 |
2,568.50 |
2,568.50 |
2,710.25 |
|
| S3 |
2,433.75 |
2,517.00 |
2,698.00 |
|
| S4 |
2,299.00 |
2,382.25 |
2,661.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.75 |
2,620.00 |
134.75 |
4.9% |
48.00 |
1.8% |
85% |
True |
False |
1,825,205 |
| 10 |
2,763.00 |
2,529.00 |
234.00 |
8.6% |
86.25 |
3.1% |
88% |
False |
False |
2,746,494 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
60.00 |
2.2% |
59% |
False |
False |
2,204,338 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
39.25 |
1.4% |
59% |
False |
False |
1,640,647 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
33.00 |
1.2% |
59% |
False |
False |
1,303,152 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
28.50 |
1.0% |
59% |
False |
False |
978,988 |
| 100 |
2,878.50 |
2,491.75 |
386.75 |
14.1% |
25.00 |
0.9% |
63% |
False |
False |
783,854 |
| 120 |
2,878.50 |
2,418.25 |
460.25 |
16.8% |
23.00 |
0.8% |
69% |
False |
False |
653,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.00 |
|
2.618 |
2,839.75 |
|
1.618 |
2,807.25 |
|
1.000 |
2,787.25 |
|
0.618 |
2,774.75 |
|
HIGH |
2,754.75 |
|
0.618 |
2,742.25 |
|
0.500 |
2,738.50 |
|
0.382 |
2,734.75 |
|
LOW |
2,722.25 |
|
0.618 |
2,702.25 |
|
1.000 |
2,689.75 |
|
1.618 |
2,669.75 |
|
2.618 |
2,637.25 |
|
4.250 |
2,584.00 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.50 |
2,720.25 |
| PP |
2,737.25 |
2,705.50 |
| S1 |
2,736.25 |
2,691.00 |
|