| 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 |
2,593.75 |
2,628.25 |
34.50 |
1.3% |
2,757.00 |
| High |
2,637.75 |
2,671.50 |
33.75 |
1.3% |
2,763.00 |
| Low |
2,530.25 |
2,620.00 |
89.75 |
3.5% |
2,529.00 |
| Close |
2,619.00 |
2,655.25 |
36.25 |
1.4% |
2,619.00 |
| Range |
107.50 |
51.50 |
-56.00 |
-52.1% |
234.00 |
| ATR |
57.11 |
56.78 |
-0.33 |
-0.6% |
0.00 |
| Volume |
3,909,443 |
2,170,447 |
-1,738,996 |
-44.5% |
18,338,916 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.50 |
2,780.75 |
2,683.50 |
|
| R3 |
2,752.00 |
2,729.25 |
2,669.50 |
|
| R2 |
2,700.50 |
2,700.50 |
2,664.75 |
|
| R1 |
2,677.75 |
2,677.75 |
2,660.00 |
2,689.00 |
| PP |
2,649.00 |
2,649.00 |
2,649.00 |
2,654.50 |
| S1 |
2,626.25 |
2,626.25 |
2,650.50 |
2,637.50 |
| S2 |
2,597.50 |
2,597.50 |
2,645.75 |
|
| S3 |
2,546.00 |
2,574.75 |
2,641.00 |
|
| S4 |
2,494.50 |
2,523.25 |
2,627.00 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.00 |
3,213.00 |
2,747.75 |
|
| R3 |
3,105.00 |
2,979.00 |
2,683.25 |
|
| R2 |
2,871.00 |
2,871.00 |
2,662.00 |
|
| R1 |
2,745.00 |
2,745.00 |
2,640.50 |
2,691.00 |
| PP |
2,637.00 |
2,637.00 |
2,637.00 |
2,610.00 |
| S1 |
2,511.00 |
2,511.00 |
2,597.50 |
2,457.00 |
| S2 |
2,403.00 |
2,403.00 |
2,576.00 |
|
| S3 |
2,169.00 |
2,277.00 |
2,554.75 |
|
| S4 |
1,935.00 |
2,043.00 |
2,490.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.75 |
2,529.00 |
197.75 |
7.4% |
101.00 |
3.8% |
64% |
False |
False |
3,299,961 |
| 10 |
2,858.00 |
2,529.00 |
329.00 |
12.4% |
84.25 |
3.2% |
38% |
False |
False |
2,866,375 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.2% |
55.75 |
2.1% |
36% |
False |
False |
2,168,192 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.2% |
36.75 |
1.4% |
36% |
False |
False |
1,589,238 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.2% |
31.00 |
1.2% |
36% |
False |
False |
1,187,870 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.2% |
27.00 |
1.0% |
36% |
False |
False |
892,333 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.8% |
23.50 |
0.9% |
43% |
False |
False |
714,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.50 |
|
2.618 |
2,806.25 |
|
1.618 |
2,754.75 |
|
1.000 |
2,723.00 |
|
0.618 |
2,703.25 |
|
HIGH |
2,671.50 |
|
0.618 |
2,651.75 |
|
0.500 |
2,645.75 |
|
0.382 |
2,639.75 |
|
LOW |
2,620.00 |
|
0.618 |
2,588.25 |
|
1.000 |
2,568.50 |
|
1.618 |
2,536.75 |
|
2.618 |
2,485.25 |
|
4.250 |
2,401.00 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.00 |
2,639.50 |
| PP |
2,649.00 |
2,624.00 |
| S1 |
2,645.75 |
2,608.50 |
|