| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,710.75 |
2,707.00 |
-3.75 |
-0.1% |
2,699.25 |
| High |
2,721.50 |
2,748.00 |
26.50 |
1.0% |
2,737.75 |
| Low |
2,700.50 |
2,705.50 |
5.00 |
0.2% |
2,680.75 |
| Close |
2,708.25 |
2,744.75 |
36.50 |
1.3% |
2,706.25 |
| Range |
21.00 |
42.50 |
21.50 |
102.4% |
57.00 |
| ATR |
37.94 |
38.26 |
0.33 |
0.9% |
0.00 |
| Volume |
1,110,070 |
1,307,152 |
197,082 |
17.8% |
6,947,902 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.25 |
2,845.00 |
2,768.00 |
|
| R3 |
2,817.75 |
2,802.50 |
2,756.50 |
|
| R2 |
2,775.25 |
2,775.25 |
2,752.50 |
|
| R1 |
2,760.00 |
2,760.00 |
2,748.75 |
2,767.50 |
| PP |
2,732.75 |
2,732.75 |
2,732.75 |
2,736.50 |
| S1 |
2,717.50 |
2,717.50 |
2,740.75 |
2,725.00 |
| S2 |
2,690.25 |
2,690.25 |
2,737.00 |
|
| S3 |
2,647.75 |
2,675.00 |
2,733.00 |
|
| S4 |
2,605.25 |
2,632.50 |
2,721.50 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.25 |
2,849.75 |
2,737.50 |
|
| R3 |
2,822.25 |
2,792.75 |
2,722.00 |
|
| R2 |
2,765.25 |
2,765.25 |
2,716.75 |
|
| R1 |
2,735.75 |
2,735.75 |
2,711.50 |
2,750.50 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,715.50 |
| S1 |
2,678.75 |
2,678.75 |
2,701.00 |
2,693.50 |
| S2 |
2,651.25 |
2,651.25 |
2,695.75 |
|
| S3 |
2,594.25 |
2,621.75 |
2,690.50 |
|
| S4 |
2,537.25 |
2,564.75 |
2,675.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.00 |
2,680.75 |
67.25 |
2.5% |
30.00 |
1.1% |
95% |
True |
False |
1,422,961 |
| 10 |
2,748.00 |
2,636.25 |
111.75 |
4.1% |
31.00 |
1.1% |
97% |
True |
False |
1,433,490 |
| 20 |
2,748.00 |
2,580.00 |
168.00 |
6.1% |
34.00 |
1.2% |
98% |
True |
False |
1,462,143 |
| 40 |
2,748.00 |
2,313.00 |
435.00 |
15.8% |
50.00 |
1.8% |
99% |
True |
False |
1,772,424 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.4% |
51.00 |
1.9% |
85% |
False |
False |
1,205,075 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.6% |
52.25 |
1.9% |
84% |
False |
False |
907,171 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
49.25 |
1.8% |
67% |
False |
False |
727,632 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
44.00 |
1.6% |
67% |
False |
False |
606,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,928.50 |
|
2.618 |
2,859.25 |
|
1.618 |
2,816.75 |
|
1.000 |
2,790.50 |
|
0.618 |
2,774.25 |
|
HIGH |
2,748.00 |
|
0.618 |
2,731.75 |
|
0.500 |
2,726.75 |
|
0.382 |
2,721.75 |
|
LOW |
2,705.50 |
|
0.618 |
2,679.25 |
|
1.000 |
2,663.00 |
|
1.618 |
2,636.75 |
|
2.618 |
2,594.25 |
|
4.250 |
2,525.00 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.75 |
2,734.50 |
| PP |
2,732.75 |
2,724.50 |
| S1 |
2,726.75 |
2,714.50 |
|