| 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 |
12,563.0 |
12,426.5 |
-136.5 |
-1.1% |
12,399.0 |
| High |
12,573.0 |
12,515.5 |
-57.5 |
-0.5% |
12,547.0 |
| Low |
12,420.0 |
12,357.5 |
-62.5 |
-0.5% |
12,274.0 |
| Close |
12,473.5 |
12,432.5 |
-41.0 |
-0.3% |
12,476.0 |
| Range |
153.0 |
158.0 |
5.0 |
3.3% |
273.0 |
| ATR |
221.7 |
217.1 |
-4.5 |
-2.1% |
0.0 |
| Volume |
87,651 |
156,276 |
68,625 |
78.3% |
316,868 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,909.2 |
12,828.8 |
12,519.4 |
|
| R3 |
12,751.2 |
12,670.8 |
12,476.0 |
|
| R2 |
12,593.2 |
12,593.2 |
12,461.5 |
|
| R1 |
12,512.8 |
12,512.8 |
12,447.0 |
12,553.0 |
| PP |
12,435.2 |
12,435.2 |
12,435.2 |
12,455.3 |
| S1 |
12,354.8 |
12,354.8 |
12,418.0 |
12,395.0 |
| S2 |
12,277.2 |
12,277.2 |
12,403.5 |
|
| S3 |
12,119.2 |
12,196.8 |
12,389.1 |
|
| S4 |
11,961.2 |
12,038.8 |
12,345.6 |
|
|
| 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% |
155.0 |
1.2% |
49% |
False |
False |
97,342 |
| 10 |
12,598.0 |
12,062.0 |
536.0 |
4.3% |
185.6 |
1.5% |
69% |
False |
False |
95,329 |
| 20 |
13,294.0 |
11,900.0 |
1,394.0 |
11.2% |
257.0 |
2.1% |
38% |
False |
False |
112,827 |
| 40 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
202.1 |
1.6% |
31% |
False |
False |
95,204 |
| 60 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
181.7 |
1.5% |
31% |
False |
False |
78,431 |
| 80 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
171.2 |
1.4% |
31% |
False |
False |
59,168 |
| 100 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
153.2 |
1.2% |
31% |
False |
False |
47,374 |
| 120 |
13,596.0 |
11,900.0 |
1,696.0 |
13.6% |
136.9 |
1.1% |
31% |
False |
False |
39,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,187.0 |
|
2.618 |
12,929.1 |
|
1.618 |
12,771.1 |
|
1.000 |
12,673.5 |
|
0.618 |
12,613.1 |
|
HIGH |
12,515.5 |
|
0.618 |
12,455.1 |
|
0.500 |
12,436.5 |
|
0.382 |
12,417.9 |
|
LOW |
12,357.5 |
|
0.618 |
12,259.9 |
|
1.000 |
12,199.5 |
|
1.618 |
12,101.9 |
|
2.618 |
11,943.9 |
|
4.250 |
11,686.0 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,436.5 |
12,477.8 |
| PP |
12,435.2 |
12,462.7 |
| S1 |
12,433.8 |
12,447.6 |
|