| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,783.25 |
6,788.25 |
5.00 |
0.1% |
6,434.50 |
| High |
6,843.75 |
6,885.50 |
41.75 |
0.6% |
6,859.75 |
| Low |
6,723.25 |
6,741.25 |
18.00 |
0.3% |
6,414.25 |
| Close |
6,790.50 |
6,760.50 |
-30.00 |
-0.4% |
6,786.75 |
| Range |
120.50 |
144.25 |
23.75 |
19.7% |
445.50 |
| ATR |
153.89 |
153.20 |
-0.69 |
-0.4% |
0.00 |
| Volume |
461,892 |
440,206 |
-21,686 |
-4.7% |
2,175,100 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,228.50 |
7,138.75 |
6,839.75 |
|
| R3 |
7,084.25 |
6,994.50 |
6,800.25 |
|
| R2 |
6,940.00 |
6,940.00 |
6,787.00 |
|
| R1 |
6,850.25 |
6,850.25 |
6,773.75 |
6,823.00 |
| PP |
6,795.75 |
6,795.75 |
6,795.75 |
6,782.00 |
| S1 |
6,706.00 |
6,706.00 |
6,747.25 |
6,678.75 |
| S2 |
6,651.50 |
6,651.50 |
6,734.00 |
|
| S3 |
6,507.25 |
6,561.75 |
6,720.75 |
|
| S4 |
6,363.00 |
6,417.50 |
6,681.25 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,023.50 |
7,850.50 |
7,031.75 |
|
| R3 |
7,578.00 |
7,405.00 |
6,909.25 |
|
| R2 |
7,132.50 |
7,132.50 |
6,868.50 |
|
| R1 |
6,959.50 |
6,959.50 |
6,827.50 |
7,046.00 |
| PP |
6,687.00 |
6,687.00 |
6,687.00 |
6,730.00 |
| S1 |
6,514.00 |
6,514.00 |
6,746.00 |
6,600.50 |
| S2 |
6,241.50 |
6,241.50 |
6,705.00 |
|
| S3 |
5,796.00 |
6,068.50 |
6,664.25 |
|
| S4 |
5,350.50 |
5,623.00 |
6,541.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.50 |
6,455.00 |
430.50 |
6.4% |
151.50 |
2.2% |
71% |
True |
False |
457,756 |
| 10 |
6,885.50 |
6,164.00 |
721.50 |
10.7% |
180.50 |
2.7% |
83% |
True |
False |
509,872 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
175.25 |
2.6% |
68% |
False |
False |
529,616 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
120.50 |
1.8% |
68% |
False |
False |
394,045 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.1% |
104.25 |
1.5% |
68% |
False |
False |
309,752 |
| 80 |
7,047.25 |
6,048.50 |
998.75 |
14.8% |
93.00 |
1.4% |
71% |
False |
False |
232,537 |
| 100 |
7,047.25 |
5,922.00 |
1,125.25 |
16.6% |
82.50 |
1.2% |
75% |
False |
False |
186,100 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.7% |
77.25 |
1.1% |
76% |
False |
False |
155,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,498.50 |
|
2.618 |
7,263.25 |
|
1.618 |
7,119.00 |
|
1.000 |
7,029.75 |
|
0.618 |
6,974.75 |
|
HIGH |
6,885.50 |
|
0.618 |
6,830.50 |
|
0.500 |
6,813.50 |
|
0.382 |
6,796.25 |
|
LOW |
6,741.25 |
|
0.618 |
6,652.00 |
|
1.000 |
6,597.00 |
|
1.618 |
6,507.75 |
|
2.618 |
6,363.50 |
|
4.250 |
6,128.25 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,813.50 |
6,804.50 |
| PP |
6,795.75 |
6,789.75 |
| S1 |
6,778.00 |
6,775.00 |
|