| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,560.2 |
1,540.9 |
-19.3 |
-1.2% |
1,540.0 |
| High |
1,567.5 |
1,544.6 |
-22.9 |
-1.5% |
1,557.5 |
| Low |
1,535.1 |
1,508.4 |
-26.7 |
-1.7% |
1,516.7 |
| Close |
1,538.3 |
1,511.4 |
-26.9 |
-1.7% |
1,550.9 |
| Range |
32.4 |
36.2 |
3.8 |
11.7% |
40.8 |
| ATR |
30.9 |
31.2 |
0.4 |
1.2% |
0.0 |
| Volume |
13,958 |
18,301 |
4,343 |
31.1% |
64,069 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.0 |
1,607.0 |
1,531.3 |
|
| R3 |
1,593.8 |
1,570.8 |
1,521.3 |
|
| R2 |
1,557.8 |
1,557.8 |
1,518.0 |
|
| R1 |
1,534.5 |
1,534.5 |
1,514.8 |
1,528.0 |
| PP |
1,521.5 |
1,521.5 |
1,521.5 |
1,518.3 |
| S1 |
1,498.3 |
1,498.3 |
1,508.0 |
1,491.8 |
| S2 |
1,485.3 |
1,485.3 |
1,504.8 |
|
| S3 |
1,449.0 |
1,462.3 |
1,501.5 |
|
| S4 |
1,412.8 |
1,426.0 |
1,491.5 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.0 |
1,648.3 |
1,573.3 |
|
| R3 |
1,623.3 |
1,607.5 |
1,562.0 |
|
| R2 |
1,582.5 |
1,582.5 |
1,558.5 |
|
| R1 |
1,566.8 |
1,566.8 |
1,554.8 |
1,574.5 |
| PP |
1,541.8 |
1,541.8 |
1,541.8 |
1,545.8 |
| S1 |
1,526.0 |
1,526.0 |
1,547.3 |
1,533.8 |
| S2 |
1,501.0 |
1,501.0 |
1,543.5 |
|
| S3 |
1,460.0 |
1,485.0 |
1,539.8 |
|
| S4 |
1,419.3 |
1,444.3 |
1,528.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,567.5 |
1,508.4 |
59.1 |
3.9% |
28.5 |
1.9% |
5% |
False |
True |
13,552 |
| 10 |
1,567.5 |
1,470.1 |
97.4 |
6.4% |
29.8 |
2.0% |
42% |
False |
False |
18,128 |
| 20 |
1,596.7 |
1,411.8 |
184.9 |
12.2% |
38.8 |
2.6% |
54% |
False |
False |
28,120 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.7% |
28.5 |
1.9% |
48% |
False |
False |
23,879 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.7% |
25.3 |
1.7% |
48% |
False |
False |
21,154 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.7% |
20.5 |
1.4% |
48% |
False |
False |
15,873 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.7% |
17.0 |
1.1% |
48% |
False |
False |
12,700 |
| 120 |
1,619.2 |
1,401.3 |
217.9 |
14.4% |
14.8 |
1.0% |
51% |
False |
False |
10,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,698.5 |
|
2.618 |
1,639.3 |
|
1.618 |
1,603.3 |
|
1.000 |
1,580.8 |
|
0.618 |
1,567.0 |
|
HIGH |
1,544.5 |
|
0.618 |
1,530.8 |
|
0.500 |
1,526.5 |
|
0.382 |
1,522.3 |
|
LOW |
1,508.5 |
|
0.618 |
1,486.0 |
|
1.000 |
1,472.3 |
|
1.618 |
1,449.8 |
|
2.618 |
1,413.8 |
|
4.250 |
1,354.5 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.5 |
1,538.0 |
| PP |
1,521.5 |
1,529.0 |
| S1 |
1,516.5 |
1,520.3 |
|