| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,258.0 |
3,257.0 |
-1.0 |
0.0% |
3,241.0 |
| High |
3,273.0 |
3,279.0 |
6.0 |
0.2% |
3,279.0 |
| Low |
3,252.0 |
3,255.0 |
3.0 |
0.1% |
3,221.0 |
| Close |
3,261.0 |
3,270.0 |
9.0 |
0.3% |
3,270.0 |
| Range |
21.0 |
24.0 |
3.0 |
14.3% |
58.0 |
| ATR |
41.2 |
40.0 |
-1.2 |
-3.0% |
0.0 |
| Volume |
690,411 |
734,317 |
43,906 |
6.4% |
3,154,118 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.0 |
3,329.0 |
3,283.2 |
|
| R3 |
3,316.0 |
3,305.0 |
3,276.6 |
|
| R2 |
3,292.0 |
3,292.0 |
3,274.4 |
|
| R1 |
3,281.0 |
3,281.0 |
3,272.2 |
3,286.5 |
| PP |
3,268.0 |
3,268.0 |
3,268.0 |
3,270.8 |
| S1 |
3,257.0 |
3,257.0 |
3,267.8 |
3,262.5 |
| S2 |
3,244.0 |
3,244.0 |
3,265.6 |
|
| S3 |
3,220.0 |
3,233.0 |
3,263.4 |
|
| S4 |
3,196.0 |
3,209.0 |
3,256.8 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,430.7 |
3,408.3 |
3,301.9 |
|
| R3 |
3,372.7 |
3,350.3 |
3,286.0 |
|
| R2 |
3,314.7 |
3,314.7 |
3,280.6 |
|
| R1 |
3,292.3 |
3,292.3 |
3,275.3 |
3,303.5 |
| PP |
3,256.7 |
3,256.7 |
3,256.7 |
3,262.3 |
| S1 |
3,234.3 |
3,234.3 |
3,264.7 |
3,245.5 |
| S2 |
3,198.7 |
3,198.7 |
3,259.4 |
|
| S3 |
3,140.7 |
3,176.3 |
3,254.1 |
|
| S4 |
3,082.7 |
3,118.3 |
3,238.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,279.0 |
3,172.0 |
107.0 |
3.3% |
36.2 |
1.1% |
92% |
True |
False |
723,730 |
| 10 |
3,279.0 |
3,120.0 |
159.0 |
4.9% |
35.8 |
1.1% |
94% |
True |
False |
908,077 |
| 20 |
3,279.0 |
3,118.0 |
161.0 |
4.9% |
37.2 |
1.1% |
94% |
True |
False |
958,862 |
| 40 |
3,279.0 |
2,895.0 |
384.0 |
11.7% |
43.4 |
1.3% |
98% |
True |
False |
990,616 |
| 60 |
3,279.0 |
2,895.0 |
384.0 |
11.7% |
44.0 |
1.3% |
98% |
True |
False |
803,466 |
| 80 |
3,279.0 |
2,895.0 |
384.0 |
11.7% |
44.0 |
1.3% |
98% |
True |
False |
606,111 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.3% |
45.4 |
1.4% |
70% |
False |
False |
486,685 |
| 120 |
3,429.0 |
2,895.0 |
534.0 |
16.3% |
41.4 |
1.3% |
70% |
False |
False |
406,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,381.0 |
|
2.618 |
3,341.8 |
|
1.618 |
3,317.8 |
|
1.000 |
3,303.0 |
|
0.618 |
3,293.8 |
|
HIGH |
3,279.0 |
|
0.618 |
3,269.8 |
|
0.500 |
3,267.0 |
|
0.382 |
3,264.2 |
|
LOW |
3,255.0 |
|
0.618 |
3,240.2 |
|
1.000 |
3,231.0 |
|
1.618 |
3,216.2 |
|
2.618 |
3,192.2 |
|
4.250 |
3,153.0 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,269.0 |
3,265.3 |
| PP |
3,268.0 |
3,260.7 |
| S1 |
3,267.0 |
3,256.0 |
|