| 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 |
12,156.5 |
12,319.0 |
162.5 |
1.3% |
12,611.0 |
| High |
12,290.5 |
12,373.0 |
82.5 |
0.7% |
12,747.0 |
| Low |
11,900.0 |
12,211.0 |
311.0 |
2.6% |
11,900.0 |
| Close |
12,048.5 |
12,302.5 |
254.0 |
2.1% |
12,048.5 |
| Range |
390.5 |
162.0 |
-228.5 |
-58.5% |
847.0 |
| ATR |
265.1 |
269.4 |
4.2 |
1.6% |
0.0 |
| Volume |
102,243 |
91,845 |
-10,398 |
-10.2% |
695,829 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,781.5 |
12,704.0 |
12,391.6 |
|
| R3 |
12,619.5 |
12,542.0 |
12,347.1 |
|
| R2 |
12,457.5 |
12,457.5 |
12,332.2 |
|
| R1 |
12,380.0 |
12,380.0 |
12,317.4 |
12,337.8 |
| PP |
12,295.5 |
12,295.5 |
12,295.5 |
12,274.4 |
| S1 |
12,218.0 |
12,218.0 |
12,287.7 |
12,175.8 |
| S2 |
12,133.5 |
12,133.5 |
12,272.8 |
|
| S3 |
11,971.5 |
12,056.0 |
12,258.0 |
|
| S4 |
11,809.5 |
11,894.0 |
12,213.4 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,772.8 |
14,257.7 |
12,514.4 |
|
| R3 |
13,925.8 |
13,410.7 |
12,281.4 |
|
| R2 |
13,078.8 |
13,078.8 |
12,203.8 |
|
| R1 |
12,563.7 |
12,563.7 |
12,126.1 |
12,397.8 |
| PP |
12,231.8 |
12,231.8 |
12,231.8 |
12,148.9 |
| S1 |
11,716.7 |
11,716.7 |
11,970.9 |
11,550.8 |
| S2 |
11,384.8 |
11,384.8 |
11,893.2 |
|
| S3 |
10,537.8 |
10,869.7 |
11,815.6 |
|
| S4 |
9,690.8 |
10,022.7 |
11,582.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,644.0 |
11,900.0 |
744.0 |
6.0% |
356.4 |
2.9% |
54% |
False |
False |
120,165 |
| 10 |
13,307.5 |
11,900.0 |
1,407.5 |
11.4% |
330.4 |
2.7% |
29% |
False |
False |
126,356 |
| 20 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
241.6 |
2.0% |
24% |
False |
False |
104,307 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
190.7 |
1.6% |
24% |
False |
False |
85,816 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
176.8 |
1.4% |
24% |
False |
False |
60,938 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
160.7 |
1.3% |
24% |
False |
False |
45,812 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.8% |
139.4 |
1.1% |
24% |
False |
False |
36,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,061.5 |
|
2.618 |
12,797.1 |
|
1.618 |
12,635.1 |
|
1.000 |
12,535.0 |
|
0.618 |
12,473.1 |
|
HIGH |
12,373.0 |
|
0.618 |
12,311.1 |
|
0.500 |
12,292.0 |
|
0.382 |
12,272.9 |
|
LOW |
12,211.0 |
|
0.618 |
12,110.9 |
|
1.000 |
12,049.0 |
|
1.618 |
11,948.9 |
|
2.618 |
11,786.9 |
|
4.250 |
11,522.5 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,299.0 |
12,275.5 |
| PP |
12,295.5 |
12,248.5 |
| S1 |
12,292.0 |
12,221.5 |
|