| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,399.0 |
12,436.0 |
37.0 |
0.3% |
12,319.0 |
| High |
12,500.0 |
12,509.0 |
9.0 |
0.1% |
12,529.5 |
| Low |
12,325.0 |
12,363.5 |
38.5 |
0.3% |
12,062.0 |
| Close |
12,489.5 |
12,461.5 |
-28.0 |
-0.2% |
12,447.5 |
| Range |
175.0 |
145.5 |
-29.5 |
-16.9% |
467.5 |
| ATR |
253.2 |
245.5 |
-7.7 |
-3.0% |
0.0 |
| Volume |
76,143 |
96,275 |
20,132 |
26.4% |
504,036 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,881.2 |
12,816.8 |
12,541.5 |
|
| R3 |
12,735.7 |
12,671.3 |
12,501.5 |
|
| R2 |
12,590.2 |
12,590.2 |
12,488.2 |
|
| R1 |
12,525.8 |
12,525.8 |
12,474.8 |
12,558.0 |
| PP |
12,444.7 |
12,444.7 |
12,444.7 |
12,460.8 |
| S1 |
12,380.3 |
12,380.3 |
12,448.2 |
12,412.5 |
| S2 |
12,299.2 |
12,299.2 |
12,434.8 |
|
| S3 |
12,153.7 |
12,234.8 |
12,421.5 |
|
| S4 |
12,008.2 |
12,089.3 |
12,381.5 |
|
|
| 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% |
216.1 |
1.7% |
85% |
False |
False |
93,317 |
| 10 |
12,644.0 |
11,900.0 |
744.0 |
6.0% |
241.3 |
1.9% |
75% |
False |
False |
106,571 |
| 20 |
13,572.0 |
11,900.0 |
1,672.0 |
13.4% |
258.4 |
2.1% |
34% |
False |
False |
109,136 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
197.4 |
1.6% |
33% |
False |
False |
89,743 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
181.3 |
1.5% |
33% |
False |
False |
70,506 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
169.2 |
1.4% |
33% |
False |
False |
53,105 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
148.2 |
1.2% |
33% |
False |
False |
42,512 |
| 120 |
13,596.0 |
11,869.5 |
1,726.5 |
13.9% |
132.4 |
1.1% |
34% |
False |
False |
35,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,127.4 |
|
2.618 |
12,889.9 |
|
1.618 |
12,744.4 |
|
1.000 |
12,654.5 |
|
0.618 |
12,598.9 |
|
HIGH |
12,509.0 |
|
0.618 |
12,453.4 |
|
0.500 |
12,436.3 |
|
0.382 |
12,419.1 |
|
LOW |
12,363.5 |
|
0.618 |
12,273.6 |
|
1.000 |
12,218.0 |
|
1.618 |
12,128.1 |
|
2.618 |
11,982.6 |
|
4.250 |
11,745.1 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,453.1 |
12,450.1 |
| PP |
12,444.7 |
12,438.7 |
| S1 |
12,436.3 |
12,427.3 |
|