| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,653.25 |
2,662.50 |
9.25 |
0.3% |
2,757.00 |
| High |
2,667.50 |
2,701.75 |
34.25 |
1.3% |
2,763.00 |
| Low |
2,634.25 |
2,627.00 |
-7.25 |
-0.3% |
2,529.00 |
| Close |
2,661.75 |
2,697.00 |
35.25 |
1.3% |
2,619.00 |
| Range |
33.25 |
74.75 |
41.50 |
124.8% |
234.00 |
| ATR |
55.10 |
56.51 |
1.40 |
2.5% |
0.00 |
| Volume |
1,461,104 |
2,087,016 |
625,912 |
42.8% |
18,338,916 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.50 |
2,873.00 |
2,738.00 |
|
| R3 |
2,824.75 |
2,798.25 |
2,717.50 |
|
| R2 |
2,750.00 |
2,750.00 |
2,710.75 |
|
| R1 |
2,723.50 |
2,723.50 |
2,703.75 |
2,736.75 |
| PP |
2,675.25 |
2,675.25 |
2,675.25 |
2,682.00 |
| S1 |
2,648.75 |
2,648.75 |
2,690.25 |
2,662.00 |
| S2 |
2,600.50 |
2,600.50 |
2,683.25 |
|
| S3 |
2,525.75 |
2,574.00 |
2,676.50 |
|
| S4 |
2,451.00 |
2,499.25 |
2,656.00 |
|
|
| 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 |
2,701.75 |
2,530.25 |
171.50 |
6.4% |
75.25 |
2.8% |
97% |
True |
False |
2,549,985 |
| 10 |
2,837.25 |
2,529.00 |
308.25 |
11.4% |
88.50 |
3.3% |
55% |
False |
False |
2,823,683 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
57.75 |
2.1% |
48% |
False |
False |
2,169,431 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
38.00 |
1.4% |
48% |
False |
False |
1,605,992 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
32.00 |
1.2% |
48% |
False |
False |
1,246,573 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
28.00 |
1.0% |
48% |
False |
False |
936,575 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.6% |
24.50 |
0.9% |
54% |
False |
False |
749,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,019.50 |
|
2.618 |
2,897.50 |
|
1.618 |
2,822.75 |
|
1.000 |
2,776.50 |
|
0.618 |
2,748.00 |
|
HIGH |
2,701.75 |
|
0.618 |
2,673.25 |
|
0.500 |
2,664.50 |
|
0.382 |
2,655.50 |
|
LOW |
2,627.00 |
|
0.618 |
2,580.75 |
|
1.000 |
2,552.25 |
|
1.618 |
2,506.00 |
|
2.618 |
2,431.25 |
|
4.250 |
2,309.25 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.00 |
2,685.00 |
| PP |
2,675.25 |
2,673.00 |
| S1 |
2,664.50 |
2,661.00 |
|