| 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 |
1,540.0 |
1,534.8 |
-5.2 |
-0.3% |
1,478.5 |
| High |
1,547.4 |
1,557.5 |
10.1 |
0.7% |
1,552.1 |
| Low |
1,525.8 |
1,524.0 |
-1.8 |
-0.1% |
1,463.8 |
| Close |
1,530.5 |
1,527.8 |
-2.7 |
-0.2% |
1,543.9 |
| Range |
21.6 |
33.5 |
11.9 |
55.1% |
88.3 |
| ATR |
32.2 |
32.3 |
0.1 |
0.3% |
0.0 |
| Volume |
17,422 |
19,435 |
2,013 |
11.6% |
126,894 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.0 |
1,615.8 |
1,546.3 |
|
| R3 |
1,603.5 |
1,582.3 |
1,537.0 |
|
| R2 |
1,570.0 |
1,570.0 |
1,534.0 |
|
| R1 |
1,548.8 |
1,548.8 |
1,530.8 |
1,542.8 |
| PP |
1,536.5 |
1,536.5 |
1,536.5 |
1,533.3 |
| S1 |
1,515.3 |
1,515.3 |
1,524.8 |
1,509.3 |
| S2 |
1,503.0 |
1,503.0 |
1,521.8 |
|
| S3 |
1,469.5 |
1,481.8 |
1,518.5 |
|
| S4 |
1,436.0 |
1,448.3 |
1,509.5 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.8 |
1,752.8 |
1,592.5 |
|
| R3 |
1,696.5 |
1,664.3 |
1,568.3 |
|
| R2 |
1,608.3 |
1,608.3 |
1,560.0 |
|
| R1 |
1,576.0 |
1,576.0 |
1,552.0 |
1,592.3 |
| PP |
1,520.0 |
1,520.0 |
1,520.0 |
1,528.0 |
| S1 |
1,487.8 |
1,487.8 |
1,535.8 |
1,503.8 |
| S2 |
1,431.8 |
1,431.8 |
1,527.8 |
|
| S3 |
1,343.3 |
1,399.5 |
1,519.5 |
|
| S4 |
1,255.0 |
1,311.3 |
1,495.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.5 |
1,470.1 |
87.4 |
5.7% |
31.0 |
2.0% |
66% |
True |
False |
22,703 |
| 10 |
1,557.5 |
1,434.0 |
123.5 |
8.1% |
34.8 |
2.3% |
76% |
True |
False |
29,022 |
| 20 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
35.8 |
2.3% |
56% |
False |
False |
30,381 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
26.5 |
1.7% |
56% |
False |
False |
23,780 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
23.5 |
1.5% |
56% |
False |
False |
20,031 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
19.3 |
1.3% |
56% |
False |
False |
15,028 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.6% |
15.8 |
1.0% |
56% |
False |
False |
12,023 |
| 120 |
1,619.2 |
1,396.3 |
222.9 |
14.6% |
13.8 |
0.9% |
59% |
False |
False |
10,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,700.0 |
|
2.618 |
1,645.3 |
|
1.618 |
1,611.8 |
|
1.000 |
1,591.0 |
|
0.618 |
1,578.3 |
|
HIGH |
1,557.5 |
|
0.618 |
1,544.8 |
|
0.500 |
1,540.8 |
|
0.382 |
1,536.8 |
|
LOW |
1,524.0 |
|
0.618 |
1,503.3 |
|
1.000 |
1,490.5 |
|
1.618 |
1,469.8 |
|
2.618 |
1,436.3 |
|
4.250 |
1,381.5 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,540.8 |
1,540.8 |
| PP |
1,536.5 |
1,536.5 |
| S1 |
1,532.0 |
1,532.0 |
|