| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
8,836.26 |
8,557.22 |
-279.04 |
-3.2% |
8,590.54 |
| High |
8,984.24 |
9,366.74 |
382.50 |
4.3% |
9,478.00 |
| Low |
8,368.83 |
8,484.84 |
116.01 |
1.4% |
5,963.26 |
| Close |
8,557.84 |
9,285.30 |
727.46 |
8.5% |
8,549.94 |
| Range |
615.41 |
881.90 |
266.49 |
43.3% |
3,514.74 |
| ATR |
1,485.83 |
1,442.69 |
-43.14 |
-2.9% |
0.00 |
| Volume |
94,185 |
115,581 |
21,396 |
22.7% |
1,311,212 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,691.33 |
11,370.21 |
9,770.35 |
|
| R3 |
10,809.43 |
10,488.31 |
9,527.82 |
|
| R2 |
9,927.53 |
9,927.53 |
9,446.98 |
|
| R1 |
9,606.41 |
9,606.41 |
9,366.14 |
9,766.97 |
| PP |
9,045.63 |
9,045.63 |
9,045.63 |
9,125.91 |
| S1 |
8,724.51 |
8,724.51 |
9,204.46 |
8,885.07 |
| S2 |
8,163.73 |
8,163.73 |
9,123.62 |
|
| S3 |
7,281.83 |
7,842.61 |
9,042.78 |
|
| S4 |
6,399.93 |
6,960.71 |
8,800.26 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,541.29 |
17,060.35 |
10,483.05 |
|
| R3 |
15,026.55 |
13,545.61 |
9,516.49 |
|
| R2 |
11,511.81 |
11,511.81 |
9,194.31 |
|
| R1 |
10,030.87 |
10,030.87 |
8,872.12 |
9,013.97 |
| PP |
7,997.07 |
7,997.07 |
7,997.07 |
7,488.62 |
| S1 |
6,516.13 |
6,516.13 |
8,227.76 |
5,499.23 |
| S2 |
4,482.33 |
4,482.33 |
7,905.57 |
|
| S3 |
967.59 |
3,001.39 |
7,583.39 |
|
| S4 |
-2,547.15 |
-513.35 |
6,616.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,366.74 |
7,545.99 |
1,820.75 |
19.6% |
953.05 |
10.3% |
96% |
True |
False |
131,102 |
| 10 |
10,235.03 |
5,963.26 |
4,271.77 |
46.0% |
1,396.04 |
15.0% |
78% |
False |
False |
209,875 |
| 20 |
12,998.57 |
5,963.26 |
7,035.31 |
75.8% |
1,353.73 |
14.6% |
47% |
False |
False |
164,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,114.82 |
|
2.618 |
11,675.55 |
|
1.618 |
10,793.65 |
|
1.000 |
10,248.64 |
|
0.618 |
9,911.75 |
|
HIGH |
9,366.74 |
|
0.618 |
9,029.85 |
|
0.500 |
8,925.79 |
|
0.382 |
8,821.73 |
|
LOW |
8,484.84 |
|
0.618 |
7,939.83 |
|
1.000 |
7,602.94 |
|
1.618 |
7,057.93 |
|
2.618 |
6,176.03 |
|
4.250 |
4,736.77 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,165.46 |
9,060.33 |
| PP |
9,045.63 |
8,835.37 |
| S1 |
8,925.79 |
8,610.40 |
|