| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,734.00 |
2,734.50 |
0.50 |
0.0% |
2,628.25 |
| High |
2,754.75 |
2,747.75 |
-7.00 |
-0.3% |
2,754.75 |
| Low |
2,722.25 |
2,705.75 |
-16.50 |
-0.6% |
2,620.00 |
| Close |
2,735.00 |
2,714.00 |
-21.00 |
-0.8% |
2,735.00 |
| Range |
32.50 |
42.00 |
9.50 |
29.2% |
134.75 |
| ATR |
54.24 |
53.37 |
-0.87 |
-1.6% |
0.00 |
| Volume |
1,738,551 |
1,447,502 |
-291,049 |
-16.7% |
9,126,027 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.50 |
2,823.25 |
2,737.00 |
|
| R3 |
2,806.50 |
2,781.25 |
2,725.50 |
|
| R2 |
2,764.50 |
2,764.50 |
2,721.75 |
|
| R1 |
2,739.25 |
2,739.25 |
2,717.75 |
2,731.00 |
| PP |
2,722.50 |
2,722.50 |
2,722.50 |
2,718.25 |
| S1 |
2,697.25 |
2,697.25 |
2,710.25 |
2,689.00 |
| S2 |
2,680.50 |
2,680.50 |
2,706.25 |
|
| S3 |
2,638.50 |
2,655.25 |
2,702.50 |
|
| S4 |
2,596.50 |
2,613.25 |
2,691.00 |
|
|
| 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 |
2,627.00 |
127.75 |
4.7% |
46.25 |
1.7% |
68% |
False |
False |
1,680,616 |
| 10 |
2,754.75 |
2,529.00 |
225.75 |
8.3% |
73.50 |
2.7% |
82% |
False |
False |
2,490,288 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
60.25 |
2.2% |
53% |
False |
False |
2,217,742 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
40.00 |
1.5% |
53% |
False |
False |
1,652,304 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
33.25 |
1.2% |
53% |
False |
False |
1,326,945 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
29.00 |
1.1% |
53% |
False |
False |
996,988 |
| 100 |
2,878.50 |
2,492.50 |
386.00 |
14.2% |
25.25 |
0.9% |
57% |
False |
False |
798,312 |
| 120 |
2,878.50 |
2,418.25 |
460.25 |
17.0% |
23.25 |
0.9% |
64% |
False |
False |
665,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.25 |
|
2.618 |
2,857.75 |
|
1.618 |
2,815.75 |
|
1.000 |
2,789.75 |
|
0.618 |
2,773.75 |
|
HIGH |
2,747.75 |
|
0.618 |
2,731.75 |
|
0.500 |
2,726.75 |
|
0.382 |
2,721.75 |
|
LOW |
2,705.75 |
|
0.618 |
2,679.75 |
|
1.000 |
2,663.75 |
|
1.618 |
2,637.75 |
|
2.618 |
2,595.75 |
|
4.250 |
2,527.25 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.75 |
2,721.50 |
| PP |
2,722.50 |
2,719.00 |
| S1 |
2,718.25 |
2,716.50 |
|