| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,326.2 |
1,333.7 |
7.5 |
0.6% |
1,350.2 |
| High |
1,334.4 |
1,334.2 |
-0.2 |
0.0% |
1,354.0 |
| Low |
1,322.9 |
1,327.7 |
4.8 |
0.4% |
1,322.9 |
| Close |
1,332.7 |
1,330.3 |
-2.4 |
-0.2% |
1,330.3 |
| Range |
11.5 |
6.5 |
-5.0 |
-43.5% |
31.1 |
| ATR |
16.6 |
15.8 |
-0.7 |
-4.3% |
0.0 |
| Volume |
206,244 |
167,847 |
-38,397 |
-18.6% |
1,003,754 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.2 |
1,346.8 |
1,333.9 |
|
| R3 |
1,343.7 |
1,340.3 |
1,332.1 |
|
| R2 |
1,337.2 |
1,337.2 |
1,331.5 |
|
| R1 |
1,333.8 |
1,333.8 |
1,330.9 |
1,332.3 |
| PP |
1,330.7 |
1,330.7 |
1,330.7 |
1,330.0 |
| S1 |
1,327.3 |
1,327.3 |
1,329.7 |
1,325.8 |
| S2 |
1,324.2 |
1,324.2 |
1,329.1 |
|
| S3 |
1,317.7 |
1,320.8 |
1,328.5 |
|
| S4 |
1,311.2 |
1,314.3 |
1,326.7 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.0 |
1,410.8 |
1,347.4 |
|
| R3 |
1,397.9 |
1,379.7 |
1,338.9 |
|
| R2 |
1,366.8 |
1,366.8 |
1,336.0 |
|
| R1 |
1,348.6 |
1,348.6 |
1,333.2 |
1,342.2 |
| PP |
1,335.7 |
1,335.7 |
1,335.7 |
1,332.5 |
| S1 |
1,317.5 |
1,317.5 |
1,327.4 |
1,311.1 |
| S2 |
1,304.6 |
1,304.6 |
1,324.6 |
|
| S3 |
1,273.5 |
1,286.4 |
1,321.7 |
|
| S4 |
1,242.4 |
1,255.3 |
1,313.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,364.4 |
1,322.9 |
41.5 |
3.1% |
14.5 |
1.1% |
18% |
False |
False |
246,930 |
| 10 |
1,364.4 |
1,313.2 |
51.2 |
3.8% |
15.6 |
1.2% |
33% |
False |
False |
266,847 |
| 20 |
1,364.4 |
1,309.0 |
55.4 |
4.2% |
16.4 |
1.2% |
38% |
False |
False |
303,613 |
| 40 |
1,370.5 |
1,290.8 |
79.7 |
6.0% |
14.9 |
1.1% |
50% |
False |
False |
174,709 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.6 |
1.0% |
69% |
False |
False |
117,788 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
69% |
False |
False |
89,032 |
| 100 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.5 |
0.9% |
69% |
False |
False |
71,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.8 |
|
2.618 |
1,351.2 |
|
1.618 |
1,344.7 |
|
1.000 |
1,340.7 |
|
0.618 |
1,338.2 |
|
HIGH |
1,334.2 |
|
0.618 |
1,331.7 |
|
0.500 |
1,331.0 |
|
0.382 |
1,330.2 |
|
LOW |
1,327.7 |
|
0.618 |
1,323.7 |
|
1.000 |
1,321.2 |
|
1.618 |
1,317.2 |
|
2.618 |
1,310.7 |
|
4.250 |
1,300.1 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.0 |
1,330.7 |
| PP |
1,330.7 |
1,330.6 |
| S1 |
1,330.5 |
1,330.4 |
|