| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,441.0 |
12,378.0 |
-63.0 |
-0.5% |
12,319.0 |
| High |
12,476.5 |
12,529.5 |
53.0 |
0.4% |
12,529.5 |
| Low |
12,266.5 |
12,356.0 |
89.5 |
0.7% |
12,062.0 |
| Close |
12,325.5 |
12,447.5 |
122.0 |
1.0% |
12,447.5 |
| Range |
210.0 |
173.5 |
-36.5 |
-17.4% |
467.5 |
| ATR |
263.5 |
259.2 |
-4.2 |
-1.6% |
0.0 |
| Volume |
99,485 |
99,485 |
0 |
0.0% |
504,036 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,964.8 |
12,879.7 |
12,542.9 |
|
| R3 |
12,791.3 |
12,706.2 |
12,495.2 |
|
| R2 |
12,617.8 |
12,617.8 |
12,479.3 |
|
| R1 |
12,532.7 |
12,532.7 |
12,463.4 |
12,575.3 |
| PP |
12,444.3 |
12,444.3 |
12,444.3 |
12,465.6 |
| S1 |
12,359.2 |
12,359.2 |
12,431.6 |
12,401.8 |
| S2 |
12,270.8 |
12,270.8 |
12,415.7 |
|
| S3 |
12,097.3 |
12,185.7 |
12,399.8 |
|
| S4 |
11,923.8 |
12,012.2 |
12,352.1 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,748.8 |
13,565.7 |
12,704.6 |
|
| R3 |
13,281.3 |
13,098.2 |
12,576.1 |
|
| R2 |
12,813.8 |
12,813.8 |
12,533.2 |
|
| R1 |
12,630.7 |
12,630.7 |
12,490.4 |
12,722.3 |
| PP |
12,346.3 |
12,346.3 |
12,346.3 |
12,392.1 |
| S1 |
12,163.2 |
12,163.2 |
12,404.6 |
12,254.8 |
| S2 |
11,878.8 |
11,878.8 |
12,361.8 |
|
| S3 |
11,411.3 |
11,695.7 |
12,318.9 |
|
| S4 |
10,943.8 |
11,228.2 |
12,190.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,529.5 |
12,062.0 |
467.5 |
3.8% |
208.8 |
1.7% |
82% |
True |
False |
100,807 |
| 10 |
12,747.0 |
11,900.0 |
847.0 |
6.8% |
327.3 |
2.6% |
65% |
False |
False |
119,986 |
| 20 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
252.2 |
2.0% |
32% |
False |
False |
108,832 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
198.8 |
1.6% |
32% |
False |
False |
89,484 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
182.5 |
1.5% |
32% |
False |
False |
67,705 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
167.0 |
1.3% |
32% |
False |
False |
50,956 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
146.1 |
1.2% |
32% |
False |
False |
40,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,266.9 |
|
2.618 |
12,983.7 |
|
1.618 |
12,810.2 |
|
1.000 |
12,703.0 |
|
0.618 |
12,636.7 |
|
HIGH |
12,529.5 |
|
0.618 |
12,463.2 |
|
0.500 |
12,442.8 |
|
0.382 |
12,422.3 |
|
LOW |
12,356.0 |
|
0.618 |
12,248.8 |
|
1.000 |
12,182.5 |
|
1.618 |
12,075.3 |
|
2.618 |
11,901.8 |
|
4.250 |
11,618.6 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,445.9 |
12,396.9 |
| PP |
12,444.3 |
12,346.3 |
| S1 |
12,442.8 |
12,295.8 |
|