| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,984.83 |
6,945.20 |
-39.63 |
-0.6% |
6,742.15 |
| High |
7,003.13 |
6,964.16 |
-38.97 |
-0.6% |
6,897.53 |
| Low |
6,900.35 |
6,854.42 |
-45.93 |
-0.7% |
6,740.48 |
| Close |
6,900.35 |
6,854.42 |
-45.93 |
-0.7% |
6,896.60 |
| Range |
102.78 |
109.74 |
6.96 |
6.8% |
157.05 |
| ATR |
121.42 |
120.59 |
-0.83 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,220.22 |
7,147.06 |
6,914.78 |
|
| R3 |
7,110.48 |
7,037.32 |
6,884.60 |
|
| R2 |
7,000.74 |
7,000.74 |
6,874.54 |
|
| R1 |
6,927.58 |
6,927.58 |
6,864.48 |
6,909.29 |
| PP |
6,891.00 |
6,891.00 |
6,891.00 |
6,881.86 |
| S1 |
6,817.84 |
6,817.84 |
6,844.36 |
6,799.55 |
| S2 |
6,781.26 |
6,781.26 |
6,834.30 |
|
| S3 |
6,671.52 |
6,708.10 |
6,824.24 |
|
| S4 |
6,561.78 |
6,598.36 |
6,794.06 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,316.02 |
7,263.36 |
6,982.98 |
|
| R3 |
7,158.97 |
7,106.31 |
6,939.79 |
|
| R2 |
7,001.92 |
7,001.92 |
6,925.39 |
|
| R1 |
6,949.26 |
6,949.26 |
6,911.00 |
6,975.59 |
| PP |
6,844.87 |
6,844.87 |
6,844.87 |
6,858.04 |
| S1 |
6,792.21 |
6,792.21 |
6,882.20 |
6,818.54 |
| S2 |
6,687.82 |
6,687.82 |
6,867.81 |
|
| S3 |
6,530.77 |
6,635.16 |
6,853.41 |
|
| S4 |
6,373.72 |
6,478.11 |
6,810.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,003.13 |
6,744.05 |
259.08 |
3.8% |
92.98 |
1.4% |
43% |
False |
False |
|
| 10 |
7,003.13 |
6,520.39 |
482.74 |
7.0% |
105.85 |
1.5% |
69% |
False |
False |
|
| 20 |
7,003.13 |
6,164.43 |
838.70 |
12.2% |
146.12 |
2.1% |
82% |
False |
False |
|
| 40 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
104.10 |
1.5% |
80% |
False |
False |
|
| 60 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
86.21 |
1.3% |
80% |
False |
False |
|
| 80 |
7,022.97 |
6,164.43 |
858.54 |
12.5% |
75.65 |
1.1% |
80% |
False |
False |
|
| 100 |
7,022.97 |
6,011.24 |
1,011.73 |
14.8% |
68.19 |
1.0% |
83% |
False |
False |
|
| 120 |
7,022.97 |
5,839.89 |
1,183.08 |
17.3% |
63.82 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,430.56 |
|
2.618 |
7,251.46 |
|
1.618 |
7,141.72 |
|
1.000 |
7,073.90 |
|
0.618 |
7,031.98 |
|
HIGH |
6,964.16 |
|
0.618 |
6,922.24 |
|
0.500 |
6,909.29 |
|
0.382 |
6,896.34 |
|
LOW |
6,854.42 |
|
0.618 |
6,786.60 |
|
1.000 |
6,744.68 |
|
1.618 |
6,676.86 |
|
2.618 |
6,567.12 |
|
4.250 |
6,388.03 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,909.29 |
6,928.78 |
| PP |
6,891.00 |
6,903.99 |
| S1 |
6,872.71 |
6,879.21 |
|