| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
11,697.85 |
10,289.33 |
-1,408.52 |
-12.0% |
8,550.05 |
| High |
11,770.87 |
10,924.84 |
-846.03 |
-7.2% |
10,288.97 |
| Low |
10,233.92 |
9,740.94 |
-492.98 |
-4.8% |
7,854.06 |
| Close |
10,281.63 |
9,909.06 |
-372.57 |
-3.6% |
10,081.91 |
| Range |
1,536.95 |
1,183.90 |
-353.05 |
-23.0% |
2,434.91 |
| ATR |
1,311.14 |
1,302.05 |
-9.09 |
-0.7% |
0.00 |
| Volume |
189,538 |
161,951 |
-27,587 |
-14.6% |
570,275 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,743.31 |
13,010.09 |
10,560.21 |
|
| R3 |
12,559.41 |
11,826.19 |
10,234.63 |
|
| R2 |
11,375.51 |
11,375.51 |
10,126.11 |
|
| R1 |
10,642.29 |
10,642.29 |
10,017.58 |
10,416.95 |
| PP |
10,191.61 |
10,191.61 |
10,191.61 |
10,078.95 |
| S1 |
9,458.39 |
9,458.39 |
9,800.54 |
9,233.05 |
| S2 |
9,007.71 |
9,007.71 |
9,692.01 |
|
| S3 |
7,823.81 |
8,274.49 |
9,583.49 |
|
| S4 |
6,639.91 |
7,090.59 |
9,257.92 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,713.04 |
15,832.39 |
11,421.11 |
|
| R3 |
14,278.13 |
13,397.48 |
10,751.51 |
|
| R2 |
11,843.22 |
11,843.22 |
10,528.31 |
|
| R1 |
10,962.57 |
10,962.57 |
10,305.11 |
11,402.90 |
| PP |
9,408.31 |
9,408.31 |
9,408.31 |
9,628.48 |
| S1 |
8,527.66 |
8,527.66 |
9,858.71 |
8,967.99 |
| S2 |
6,973.40 |
6,973.40 |
9,635.51 |
|
| S3 |
4,538.49 |
6,092.75 |
9,412.31 |
|
| S4 |
2,103.58 |
3,657.84 |
8,742.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,770.87 |
9,709.58 |
2,061.29 |
20.8% |
1,042.33 |
10.5% |
10% |
False |
False |
131,412 |
| 10 |
11,770.87 |
7,769.68 |
4,001.19 |
40.4% |
985.24 |
9.9% |
53% |
False |
False |
127,770 |
| 20 |
11,815.61 |
5,963.26 |
5,852.35 |
59.1% |
1,229.04 |
12.4% |
67% |
False |
False |
167,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,956.42 |
|
2.618 |
14,024.29 |
|
1.618 |
12,840.39 |
|
1.000 |
12,108.74 |
|
0.618 |
11,656.49 |
|
HIGH |
10,924.84 |
|
0.618 |
10,472.59 |
|
0.500 |
10,332.89 |
|
0.382 |
10,193.19 |
|
LOW |
9,740.94 |
|
0.618 |
9,009.29 |
|
1.000 |
8,557.04 |
|
1.618 |
7,825.39 |
|
2.618 |
6,641.49 |
|
4.250 |
4,709.37 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,332.89 |
10,755.91 |
| PP |
10,191.61 |
10,473.62 |
| S1 |
10,050.34 |
10,191.34 |
|