| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,662.50 |
2,695.50 |
33.00 |
1.2% |
2,757.00 |
| High |
2,701.75 |
2,736.75 |
35.00 |
1.3% |
2,763.00 |
| Low |
2,627.00 |
2,688.50 |
61.50 |
2.3% |
2,529.00 |
| Close |
2,697.00 |
2,734.00 |
37.00 |
1.4% |
2,619.00 |
| Range |
74.75 |
48.25 |
-26.50 |
-35.5% |
234.00 |
| ATR |
56.51 |
55.92 |
-0.59 |
-1.0% |
0.00 |
| Volume |
2,087,016 |
1,668,909 |
-418,107 |
-20.0% |
18,338,916 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.50 |
2,847.50 |
2,760.50 |
|
| R3 |
2,816.25 |
2,799.25 |
2,747.25 |
|
| R2 |
2,768.00 |
2,768.00 |
2,742.75 |
|
| R1 |
2,751.00 |
2,751.00 |
2,738.50 |
2,759.50 |
| PP |
2,719.75 |
2,719.75 |
2,719.75 |
2,724.00 |
| S1 |
2,702.75 |
2,702.75 |
2,729.50 |
2,711.25 |
| S2 |
2,671.50 |
2,671.50 |
2,725.25 |
|
| S3 |
2,623.25 |
2,654.50 |
2,720.75 |
|
| S4 |
2,575.00 |
2,606.25 |
2,707.50 |
|
|
| 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 |
2,736.75 |
2,530.25 |
206.50 |
7.6% |
63.00 |
2.3% |
99% |
True |
False |
2,259,383 |
| 10 |
2,831.00 |
2,529.00 |
302.00 |
11.0% |
90.50 |
3.3% |
68% |
False |
False |
2,825,883 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
59.50 |
2.2% |
59% |
False |
False |
2,185,610 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
39.00 |
1.4% |
59% |
False |
False |
1,621,696 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
32.50 |
1.2% |
59% |
False |
False |
1,274,311 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.8% |
28.50 |
1.0% |
59% |
False |
False |
957,375 |
| 100 |
2,878.50 |
2,484.75 |
393.75 |
14.4% |
24.75 |
0.9% |
63% |
False |
False |
766,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.75 |
|
2.618 |
2,863.00 |
|
1.618 |
2,814.75 |
|
1.000 |
2,785.00 |
|
0.618 |
2,766.50 |
|
HIGH |
2,736.75 |
|
0.618 |
2,718.25 |
|
0.500 |
2,712.50 |
|
0.382 |
2,707.00 |
|
LOW |
2,688.50 |
|
0.618 |
2,658.75 |
|
1.000 |
2,640.25 |
|
1.618 |
2,610.50 |
|
2.618 |
2,562.25 |
|
4.250 |
2,483.50 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.00 |
2,716.50 |
| PP |
2,719.75 |
2,699.25 |
| S1 |
2,712.50 |
2,682.00 |
|