| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,395.16 |
6,477.04 |
81.88 |
1.3% |
6,687.47 |
| High |
6,453.43 |
6,565.28 |
111.85 |
1.7% |
6,807.96 |
| Low |
6,164.43 |
6,424.30 |
259.87 |
4.2% |
6,164.43 |
| Close |
6,412.68 |
6,523.85 |
111.17 |
1.7% |
6,412.68 |
| Range |
289.00 |
140.98 |
-148.02 |
-51.2% |
643.53 |
| ATR |
134.38 |
135.68 |
1.30 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,927.42 |
6,866.61 |
6,601.39 |
|
| R3 |
6,786.44 |
6,725.63 |
6,562.62 |
|
| R2 |
6,645.46 |
6,645.46 |
6,549.70 |
|
| R1 |
6,584.65 |
6,584.65 |
6,536.77 |
6,615.06 |
| PP |
6,504.48 |
6,504.48 |
6,504.48 |
6,519.68 |
| S1 |
6,443.67 |
6,443.67 |
6,510.93 |
6,474.08 |
| S2 |
6,363.50 |
6,363.50 |
6,498.00 |
|
| S3 |
6,222.52 |
6,302.69 |
6,485.08 |
|
| S4 |
6,081.54 |
6,161.71 |
6,446.31 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,392.28 |
8,046.01 |
6,766.62 |
|
| R3 |
7,748.75 |
7,402.48 |
6,589.65 |
|
| R2 |
7,105.22 |
7,105.22 |
6,530.66 |
|
| R1 |
6,758.95 |
6,758.95 |
6,471.67 |
6,610.32 |
| PP |
6,461.69 |
6,461.69 |
6,461.69 |
6,387.38 |
| S1 |
6,115.42 |
6,115.42 |
6,353.69 |
5,966.79 |
| S2 |
5,818.16 |
5,818.16 |
6,294.70 |
|
| S3 |
5,174.63 |
5,471.89 |
6,235.71 |
|
| S4 |
4,531.10 |
4,828.36 |
6,058.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,716.25 |
6,164.43 |
551.82 |
8.5% |
233.93 |
3.6% |
65% |
False |
False |
|
| 10 |
6,983.61 |
6,164.43 |
819.18 |
12.6% |
183.88 |
2.8% |
44% |
False |
False |
|
| 20 |
7,022.97 |
6,164.43 |
858.54 |
13.2% |
127.98 |
2.0% |
42% |
False |
False |
|
| 40 |
7,022.97 |
6,164.43 |
858.54 |
13.2% |
85.58 |
1.3% |
42% |
False |
False |
|
| 60 |
7,022.97 |
6,164.43 |
858.54 |
13.2% |
75.49 |
1.2% |
42% |
False |
False |
|
| 80 |
7,022.97 |
6,011.24 |
1,011.73 |
15.5% |
67.66 |
1.0% |
51% |
False |
False |
|
| 100 |
7,022.97 |
5,839.89 |
1,183.08 |
18.1% |
61.69 |
0.9% |
58% |
False |
False |
|
| 120 |
7,022.97 |
5,785.22 |
1,237.75 |
19.0% |
59.54 |
0.9% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,164.45 |
|
2.618 |
6,934.37 |
|
1.618 |
6,793.39 |
|
1.000 |
6,706.26 |
|
0.618 |
6,652.41 |
|
HIGH |
6,565.28 |
|
0.618 |
6,511.43 |
|
0.500 |
6,494.79 |
|
0.382 |
6,478.15 |
|
LOW |
6,424.30 |
|
0.618 |
6,337.17 |
|
1.000 |
6,283.32 |
|
1.618 |
6,196.19 |
|
2.618 |
6,055.21 |
|
4.250 |
5,825.14 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,514.16 |
6,477.65 |
| PP |
6,504.48 |
6,431.44 |
| S1 |
6,494.79 |
6,385.24 |
|