| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1,343.9 |
1,341.7 |
-2.2 |
-0.2% |
1,318.1 |
| High |
1,349.8 |
1,344.3 |
-5.5 |
-0.4% |
1,325.8 |
| Low |
1,339.8 |
1,323.3 |
-16.5 |
-1.2% |
1,304.7 |
| Close |
1,347.9 |
1,327.8 |
-20.1 |
-1.5% |
1,322.1 |
| Range |
10.0 |
21.0 |
11.0 |
110.0% |
21.1 |
| ATR |
11.6 |
12.5 |
0.9 |
8.0% |
0.0 |
| Volume |
246,722 |
285,810 |
39,088 |
15.8% |
939,761 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.8 |
1,382.3 |
1,339.4 |
|
| R3 |
1,373.8 |
1,361.3 |
1,333.6 |
|
| R2 |
1,352.8 |
1,352.8 |
1,331.7 |
|
| R1 |
1,340.3 |
1,340.3 |
1,329.7 |
1,336.1 |
| PP |
1,331.8 |
1,331.8 |
1,331.8 |
1,329.7 |
| S1 |
1,319.3 |
1,319.3 |
1,325.9 |
1,315.1 |
| S2 |
1,310.8 |
1,310.8 |
1,324.0 |
|
| S3 |
1,289.8 |
1,298.3 |
1,322.0 |
|
| S4 |
1,268.8 |
1,277.3 |
1,316.3 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.8 |
1,372.6 |
1,333.7 |
|
| R3 |
1,359.7 |
1,351.5 |
1,327.9 |
|
| R2 |
1,338.6 |
1,338.6 |
1,326.0 |
|
| R1 |
1,330.4 |
1,330.4 |
1,324.0 |
1,334.5 |
| PP |
1,317.5 |
1,317.5 |
1,317.5 |
1,319.6 |
| S1 |
1,309.3 |
1,309.3 |
1,320.2 |
1,313.4 |
| S2 |
1,296.4 |
1,296.4 |
1,318.2 |
|
| S3 |
1,275.3 |
1,288.2 |
1,316.3 |
|
| S4 |
1,254.2 |
1,267.1 |
1,310.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.8 |
1,304.7 |
45.1 |
3.4% |
15.3 |
1.2% |
51% |
False |
False |
261,981 |
| 10 |
1,349.8 |
1,304.7 |
45.1 |
3.4% |
12.7 |
1.0% |
51% |
False |
False |
212,337 |
| 20 |
1,349.8 |
1,281.5 |
68.3 |
5.1% |
11.8 |
0.9% |
68% |
False |
False |
185,922 |
| 40 |
1,349.8 |
1,266.3 |
83.5 |
6.3% |
11.2 |
0.8% |
74% |
False |
False |
105,512 |
| 60 |
1,349.8 |
1,222.8 |
127.0 |
9.6% |
11.0 |
0.8% |
83% |
False |
False |
72,200 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.6% |
10.8 |
0.8% |
84% |
False |
False |
54,733 |
| 100 |
1,349.8 |
1,195.7 |
154.1 |
11.6% |
10.8 |
0.8% |
86% |
False |
False |
44,112 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.6% |
10.6 |
0.8% |
86% |
False |
False |
36,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.6 |
|
2.618 |
1,399.3 |
|
1.618 |
1,378.3 |
|
1.000 |
1,365.3 |
|
0.618 |
1,357.3 |
|
HIGH |
1,344.3 |
|
0.618 |
1,336.3 |
|
0.500 |
1,333.8 |
|
0.382 |
1,331.3 |
|
LOW |
1,323.3 |
|
0.618 |
1,310.3 |
|
1.000 |
1,302.3 |
|
1.618 |
1,289.3 |
|
2.618 |
1,268.3 |
|
4.250 |
1,234.1 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.8 |
1,336.6 |
| PP |
1,331.8 |
1,333.6 |
| S1 |
1,329.8 |
1,330.7 |
|