| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
12,502.5 |
12,568.0 |
65.5 |
0.5% |
12,399.0 |
| High |
12,547.0 |
12,598.0 |
51.0 |
0.4% |
12,547.0 |
| Low |
12,425.0 |
12,476.5 |
51.5 |
0.4% |
12,274.0 |
| Close |
12,476.0 |
12,538.5 |
62.5 |
0.5% |
12,476.0 |
| Range |
122.0 |
121.5 |
-0.5 |
-0.4% |
273.0 |
| ATR |
235.1 |
227.0 |
-8.1 |
-3.4% |
0.0 |
| Volume |
75,762 |
98,335 |
22,573 |
29.8% |
316,868 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,902.2 |
12,841.8 |
12,605.3 |
|
| R3 |
12,780.7 |
12,720.3 |
12,571.9 |
|
| R2 |
12,659.2 |
12,659.2 |
12,560.8 |
|
| R1 |
12,598.8 |
12,598.8 |
12,549.6 |
12,568.3 |
| PP |
12,537.7 |
12,537.7 |
12,537.7 |
12,522.4 |
| S1 |
12,477.3 |
12,477.3 |
12,527.4 |
12,446.8 |
| S2 |
12,416.2 |
12,416.2 |
12,516.2 |
|
| S3 |
12,294.7 |
12,355.8 |
12,505.1 |
|
| S4 |
12,173.2 |
12,234.3 |
12,471.7 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,251.3 |
13,136.7 |
12,626.2 |
|
| R3 |
12,978.3 |
12,863.7 |
12,551.1 |
|
| R2 |
12,705.3 |
12,705.3 |
12,526.1 |
|
| R1 |
12,590.7 |
12,590.7 |
12,501.0 |
12,648.0 |
| PP |
12,432.3 |
12,432.3 |
12,432.3 |
12,461.0 |
| S1 |
12,317.7 |
12,317.7 |
12,451.0 |
12,375.0 |
| S2 |
12,159.3 |
12,159.3 |
12,426.0 |
|
| S3 |
11,886.3 |
12,044.7 |
12,400.9 |
|
| S4 |
11,613.3 |
11,771.7 |
12,325.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,598.0 |
12,274.0 |
324.0 |
2.6% |
156.9 |
1.3% |
82% |
True |
False |
83,040 |
| 10 |
12,598.0 |
12,062.0 |
536.0 |
4.3% |
182.9 |
1.5% |
89% |
True |
False |
91,923 |
| 20 |
13,370.5 |
11,900.0 |
1,470.5 |
11.7% |
253.7 |
2.0% |
43% |
False |
False |
109,068 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.5% |
201.4 |
1.6% |
38% |
False |
False |
92,483 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.5% |
181.8 |
1.5% |
38% |
False |
False |
74,510 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.5% |
169.8 |
1.4% |
38% |
False |
False |
56,125 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.5% |
151.7 |
1.2% |
38% |
False |
False |
44,939 |
| 120 |
13,596.0 |
11,900.0 |
1,696.0 |
13.5% |
134.8 |
1.1% |
38% |
False |
False |
37,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,114.4 |
|
2.618 |
12,916.1 |
|
1.618 |
12,794.6 |
|
1.000 |
12,719.5 |
|
0.618 |
12,673.1 |
|
HIGH |
12,598.0 |
|
0.618 |
12,551.6 |
|
0.500 |
12,537.3 |
|
0.382 |
12,522.9 |
|
LOW |
12,476.5 |
|
0.618 |
12,401.4 |
|
1.000 |
12,355.0 |
|
1.618 |
12,279.9 |
|
2.618 |
12,158.4 |
|
4.250 |
11,960.1 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,538.1 |
12,504.3 |
| PP |
12,537.7 |
12,470.2 |
| S1 |
12,537.3 |
12,436.0 |
|