| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,317.1 |
1,325.0 |
7.9 |
0.6% |
1,334.6 |
| High |
1,330.0 |
1,333.5 |
3.5 |
0.3% |
1,349.3 |
| Low |
1,316.3 |
1,323.7 |
7.4 |
0.6% |
1,309.0 |
| Close |
1,326.4 |
1,330.4 |
4.0 |
0.3% |
1,315.7 |
| Range |
13.7 |
9.8 |
-3.9 |
-28.5% |
40.3 |
| ATR |
15.7 |
15.3 |
-0.4 |
-2.7% |
0.0 |
| Volume |
208,066 |
201,432 |
-6,634 |
-3.2% |
1,813,862 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.6 |
1,354.3 |
1,335.8 |
|
| R3 |
1,348.8 |
1,344.5 |
1,333.1 |
|
| R2 |
1,339.0 |
1,339.0 |
1,332.2 |
|
| R1 |
1,334.7 |
1,334.7 |
1,331.3 |
1,336.9 |
| PP |
1,329.2 |
1,329.2 |
1,329.2 |
1,330.3 |
| S1 |
1,324.9 |
1,324.9 |
1,329.5 |
1,327.1 |
| S2 |
1,319.4 |
1,319.4 |
1,328.6 |
|
| S3 |
1,309.6 |
1,315.1 |
1,327.7 |
|
| S4 |
1,299.8 |
1,305.3 |
1,325.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.6 |
1,420.9 |
1,337.9 |
|
| R3 |
1,405.3 |
1,380.6 |
1,326.8 |
|
| R2 |
1,365.0 |
1,365.0 |
1,323.1 |
|
| R1 |
1,340.3 |
1,340.3 |
1,319.4 |
1,332.5 |
| PP |
1,324.7 |
1,324.7 |
1,324.7 |
1,320.8 |
| S1 |
1,300.0 |
1,300.0 |
1,312.0 |
1,292.2 |
| S2 |
1,284.4 |
1,284.4 |
1,308.3 |
|
| S3 |
1,244.1 |
1,259.7 |
1,304.6 |
|
| S4 |
1,203.8 |
1,219.4 |
1,293.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,334.8 |
1,309.0 |
25.8 |
1.9% |
14.4 |
1.1% |
83% |
False |
False |
288,866 |
| 10 |
1,354.3 |
1,309.0 |
45.3 |
3.4% |
16.5 |
1.2% |
47% |
False |
False |
334,242 |
| 20 |
1,370.5 |
1,309.0 |
61.5 |
4.6% |
15.5 |
1.2% |
35% |
False |
False |
236,217 |
| 40 |
1,370.5 |
1,260.5 |
110.0 |
8.3% |
13.3 |
1.0% |
64% |
False |
False |
126,894 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
69% |
False |
False |
85,820 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.4 |
0.9% |
69% |
False |
False |
64,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,375.2 |
|
2.618 |
1,359.2 |
|
1.618 |
1,349.4 |
|
1.000 |
1,343.3 |
|
0.618 |
1,339.6 |
|
HIGH |
1,333.5 |
|
0.618 |
1,329.8 |
|
0.500 |
1,328.6 |
|
0.382 |
1,327.4 |
|
LOW |
1,323.7 |
|
0.618 |
1,317.6 |
|
1.000 |
1,313.9 |
|
1.618 |
1,307.8 |
|
2.618 |
1,298.0 |
|
4.250 |
1,282.1 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.8 |
1,328.1 |
| PP |
1,329.2 |
1,325.7 |
| S1 |
1,328.6 |
1,323.4 |
|