| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,777.00 |
2,777.75 |
0.75 |
0.0% |
2,710.75 |
| High |
2,787.50 |
2,790.75 |
3.25 |
0.1% |
2,778.50 |
| Low |
2,766.00 |
2,773.25 |
7.25 |
0.3% |
2,700.50 |
| Close |
2,778.75 |
2,787.00 |
8.25 |
0.3% |
2,777.00 |
| Range |
21.50 |
17.50 |
-4.00 |
-18.6% |
78.00 |
| ATR |
36.38 |
35.04 |
-1.35 |
-3.7% |
0.00 |
| Volume |
1,198,092 |
1,284,923 |
86,831 |
7.2% |
6,824,975 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.25 |
2,829.00 |
2,796.50 |
|
| R3 |
2,818.75 |
2,811.50 |
2,791.75 |
|
| R2 |
2,801.25 |
2,801.25 |
2,790.25 |
|
| R1 |
2,794.00 |
2,794.00 |
2,788.50 |
2,797.50 |
| PP |
2,783.75 |
2,783.75 |
2,783.75 |
2,785.50 |
| S1 |
2,776.50 |
2,776.50 |
2,785.50 |
2,780.00 |
| S2 |
2,766.25 |
2,766.25 |
2,783.75 |
|
| S3 |
2,748.75 |
2,759.00 |
2,782.25 |
|
| S4 |
2,731.25 |
2,741.50 |
2,777.50 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.00 |
2,959.50 |
2,820.00 |
|
| R3 |
2,908.00 |
2,881.50 |
2,798.50 |
|
| R2 |
2,830.00 |
2,830.00 |
2,791.25 |
|
| R1 |
2,803.50 |
2,803.50 |
2,784.25 |
2,816.75 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,758.50 |
| S1 |
2,725.50 |
2,725.50 |
2,769.75 |
2,738.75 |
| S2 |
2,674.00 |
2,674.00 |
2,762.75 |
|
| S3 |
2,596.00 |
2,647.50 |
2,755.50 |
|
| S4 |
2,518.00 |
2,569.50 |
2,734.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.75 |
2,729.00 |
61.75 |
2.2% |
28.00 |
1.0% |
94% |
True |
False |
1,378,153 |
| 10 |
2,790.75 |
2,680.75 |
110.00 |
3.9% |
29.00 |
1.0% |
97% |
True |
False |
1,400,557 |
| 20 |
2,790.75 |
2,612.50 |
178.25 |
6.4% |
30.75 |
1.1% |
98% |
True |
False |
1,406,382 |
| 40 |
2,790.75 |
2,313.00 |
477.75 |
17.1% |
44.25 |
1.6% |
99% |
True |
False |
1,589,661 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.2% |
48.75 |
1.8% |
94% |
False |
False |
1,318,639 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.4% |
50.25 |
1.8% |
93% |
False |
False |
992,603 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
23.0% |
49.50 |
1.8% |
74% |
False |
False |
796,204 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.1% |
44.50 |
1.6% |
74% |
False |
False |
664,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.00 |
|
2.618 |
2,836.50 |
|
1.618 |
2,819.00 |
|
1.000 |
2,808.25 |
|
0.618 |
2,801.50 |
|
HIGH |
2,790.75 |
|
0.618 |
2,784.00 |
|
0.500 |
2,782.00 |
|
0.382 |
2,780.00 |
|
LOW |
2,773.25 |
|
0.618 |
2,762.50 |
|
1.000 |
2,755.75 |
|
1.618 |
2,745.00 |
|
2.618 |
2,727.50 |
|
4.250 |
2,699.00 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.25 |
2,778.00 |
| PP |
2,783.75 |
2,769.00 |
| S1 |
2,782.00 |
2,760.00 |
|