| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
9,414.71 |
10,380.21 |
965.50 |
10.3% |
10,080.90 |
| High |
10,443.95 |
10,868.89 |
424.94 |
4.1% |
11,770.87 |
| Low |
9,392.75 |
10,146.96 |
754.21 |
8.0% |
9,589.65 |
| Close |
10,380.65 |
10,763.49 |
382.84 |
3.7% |
10,046.80 |
| Range |
1,051.20 |
721.93 |
-329.27 |
-31.3% |
2,181.22 |
| ATR |
1,251.33 |
1,213.52 |
-37.81 |
-3.0% |
0.00 |
| Volume |
106,729 |
91,294 |
-15,435 |
-14.5% |
689,737 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,758.90 |
12,483.13 |
11,160.55 |
|
| R3 |
12,036.97 |
11,761.20 |
10,962.02 |
|
| R2 |
11,315.04 |
11,315.04 |
10,895.84 |
|
| R1 |
11,039.27 |
11,039.27 |
10,829.67 |
11,177.16 |
| PP |
10,593.11 |
10,593.11 |
10,593.11 |
10,662.06 |
| S1 |
10,317.34 |
10,317.34 |
10,697.31 |
10,455.23 |
| S2 |
9,871.18 |
9,871.18 |
10,631.14 |
|
| S3 |
9,149.25 |
9,595.41 |
10,564.96 |
|
| S4 |
8,427.32 |
8,873.48 |
10,366.43 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,012.77 |
15,711.00 |
11,246.47 |
|
| R3 |
14,831.55 |
13,529.78 |
10,646.64 |
|
| R2 |
12,650.33 |
12,650.33 |
10,446.69 |
|
| R1 |
11,348.56 |
11,348.56 |
10,246.75 |
10,908.84 |
| PP |
10,469.11 |
10,469.11 |
10,469.11 |
10,249.24 |
| S1 |
9,167.34 |
9,167.34 |
9,846.85 |
8,727.62 |
| S2 |
8,287.89 |
8,287.89 |
9,646.91 |
|
| S3 |
6,106.67 |
6,986.12 |
9,446.96 |
|
| S4 |
3,925.45 |
4,804.90 |
8,847.13 |
|
|
| 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 |
9,392.75 |
2,378.12 |
22.1% |
1,060.30 |
9.9% |
58% |
False |
False |
136,415 |
| 10 |
11,770.87 |
8,484.84 |
3,286.03 |
30.5% |
963.95 |
9.0% |
69% |
False |
False |
125,539 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
54.0% |
1,169.14 |
10.9% |
83% |
False |
False |
167,554 |
| 40 |
17,224.62 |
5,963.26 |
11,261.36 |
104.6% |
1,421.64 |
13.2% |
43% |
False |
False |
145,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,937.09 |
|
2.618 |
12,758.90 |
|
1.618 |
12,036.97 |
|
1.000 |
11,590.82 |
|
0.618 |
11,315.04 |
|
HIGH |
10,868.89 |
|
0.618 |
10,593.11 |
|
0.500 |
10,507.93 |
|
0.382 |
10,422.74 |
|
LOW |
10,146.96 |
|
0.618 |
9,700.81 |
|
1.000 |
9,425.03 |
|
1.618 |
8,978.88 |
|
2.618 |
8,256.95 |
|
4.250 |
7,078.76 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,678.30 |
10,552.60 |
| PP |
10,593.11 |
10,341.71 |
| S1 |
10,507.93 |
10,130.82 |
|