| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,628.25 |
2,653.25 |
25.00 |
1.0% |
2,757.00 |
| High |
2,671.50 |
2,667.50 |
-4.00 |
-0.1% |
2,763.00 |
| Low |
2,620.00 |
2,634.25 |
14.25 |
0.5% |
2,529.00 |
| Close |
2,655.25 |
2,661.75 |
6.50 |
0.2% |
2,619.00 |
| Range |
51.50 |
33.25 |
-18.25 |
-35.4% |
234.00 |
| ATR |
56.78 |
55.10 |
-1.68 |
-3.0% |
0.00 |
| Volume |
2,170,447 |
1,461,104 |
-709,343 |
-32.7% |
18,338,916 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.25 |
2,741.25 |
2,680.00 |
|
| R3 |
2,721.00 |
2,708.00 |
2,671.00 |
|
| R2 |
2,687.75 |
2,687.75 |
2,667.75 |
|
| R1 |
2,674.75 |
2,674.75 |
2,664.75 |
2,681.25 |
| PP |
2,654.50 |
2,654.50 |
2,654.50 |
2,657.75 |
| S1 |
2,641.50 |
2,641.50 |
2,658.75 |
2,648.00 |
| S2 |
2,621.25 |
2,621.25 |
2,655.75 |
|
| S3 |
2,588.00 |
2,608.25 |
2,652.50 |
|
| S4 |
2,554.75 |
2,575.00 |
2,643.50 |
|
|
| 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 |
2,530.25 |
196.50 |
7.4% |
73.50 |
2.8% |
67% |
False |
False |
2,630,808 |
| 10 |
2,839.75 |
2,529.00 |
310.75 |
11.7% |
83.50 |
3.1% |
43% |
False |
False |
2,799,104 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
55.50 |
2.1% |
38% |
False |
False |
2,142,174 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
37.00 |
1.4% |
38% |
False |
False |
1,589,088 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
31.25 |
1.2% |
38% |
False |
False |
1,212,123 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.1% |
27.25 |
1.0% |
38% |
False |
False |
910,569 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.8% |
23.75 |
0.9% |
45% |
False |
False |
728,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.75 |
|
2.618 |
2,754.50 |
|
1.618 |
2,721.25 |
|
1.000 |
2,700.75 |
|
0.618 |
2,688.00 |
|
HIGH |
2,667.50 |
|
0.618 |
2,654.75 |
|
0.500 |
2,651.00 |
|
0.382 |
2,647.00 |
|
LOW |
2,634.25 |
|
0.618 |
2,613.75 |
|
1.000 |
2,601.00 |
|
1.618 |
2,580.50 |
|
2.618 |
2,547.25 |
|
4.250 |
2,493.00 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.00 |
2,641.50 |
| PP |
2,654.50 |
2,621.25 |
| S1 |
2,651.00 |
2,601.00 |
|