| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
8,557.22 |
9,285.30 |
728.08 |
8.5% |
8,590.54 |
| High |
9,366.74 |
10,209.42 |
842.68 |
9.0% |
9,478.00 |
| Low |
8,484.84 |
9,244.20 |
759.36 |
8.9% |
5,963.26 |
| Close |
9,285.30 |
9,875.07 |
589.77 |
6.4% |
8,549.94 |
| Range |
881.90 |
965.22 |
83.32 |
9.4% |
3,514.74 |
| ATR |
1,442.69 |
1,408.59 |
-34.11 |
-2.4% |
0.00 |
| Volume |
115,581 |
152,167 |
36,586 |
31.7% |
1,311,212 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,671.89 |
12,238.70 |
10,405.94 |
|
| R3 |
11,706.67 |
11,273.48 |
10,140.51 |
|
| R2 |
10,741.45 |
10,741.45 |
10,052.03 |
|
| R1 |
10,308.26 |
10,308.26 |
9,963.55 |
10,524.86 |
| PP |
9,776.23 |
9,776.23 |
9,776.23 |
9,884.53 |
| S1 |
9,343.04 |
9,343.04 |
9,786.59 |
9,559.64 |
| S2 |
8,811.01 |
8,811.01 |
9,698.11 |
|
| S3 |
7,845.79 |
8,377.82 |
9,609.63 |
|
| S4 |
6,880.57 |
7,412.60 |
9,344.20 |
|
|
| 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 |
10,209.42 |
7,769.68 |
2,439.74 |
24.7% |
928.14 |
9.4% |
86% |
True |
False |
124,129 |
| 10 |
10,209.42 |
5,963.26 |
4,246.16 |
43.0% |
1,337.30 |
13.5% |
92% |
True |
False |
206,347 |
| 20 |
12,998.57 |
5,963.26 |
7,035.31 |
71.2% |
1,331.52 |
13.5% |
56% |
False |
False |
163,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,311.61 |
|
2.618 |
12,736.37 |
|
1.618 |
11,771.15 |
|
1.000 |
11,174.64 |
|
0.618 |
10,805.93 |
|
HIGH |
10,209.42 |
|
0.618 |
9,840.71 |
|
0.500 |
9,726.81 |
|
0.382 |
9,612.91 |
|
LOW |
9,244.20 |
|
0.618 |
8,647.69 |
|
1.000 |
8,278.98 |
|
1.618 |
7,682.47 |
|
2.618 |
6,717.25 |
|
4.250 |
5,142.02 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
9,825.65 |
9,679.76 |
| PP |
9,776.23 |
9,484.44 |
| S1 |
9,726.81 |
9,289.13 |
|