| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,734.50 |
2,714.50 |
-20.00 |
-0.7% |
2,628.25 |
| High |
2,747.75 |
2,747.75 |
0.00 |
0.0% |
2,754.75 |
| Low |
2,705.75 |
2,693.50 |
-12.25 |
-0.5% |
2,620.00 |
| Close |
2,714.00 |
2,698.75 |
-15.25 |
-0.6% |
2,735.00 |
| Range |
42.00 |
54.25 |
12.25 |
29.2% |
134.75 |
| ATR |
53.37 |
53.43 |
0.06 |
0.1% |
0.00 |
| Volume |
1,447,502 |
1,661,308 |
213,806 |
14.8% |
9,126,027 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.00 |
2,841.75 |
2,728.50 |
|
| R3 |
2,821.75 |
2,787.50 |
2,713.75 |
|
| R2 |
2,767.50 |
2,767.50 |
2,708.75 |
|
| R1 |
2,733.25 |
2,733.25 |
2,703.75 |
2,723.25 |
| PP |
2,713.25 |
2,713.25 |
2,713.25 |
2,708.50 |
| S1 |
2,679.00 |
2,679.00 |
2,693.75 |
2,669.00 |
| S2 |
2,659.00 |
2,659.00 |
2,688.75 |
|
| S3 |
2,604.75 |
2,624.75 |
2,683.75 |
|
| S4 |
2,550.50 |
2,570.50 |
2,669.00 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.50 |
3,056.00 |
2,809.00 |
|
| R3 |
2,972.75 |
2,921.25 |
2,772.00 |
|
| R2 |
2,838.00 |
2,838.00 |
2,759.75 |
|
| R1 |
2,786.50 |
2,786.50 |
2,747.25 |
2,812.25 |
| PP |
2,703.25 |
2,703.25 |
2,703.25 |
2,716.00 |
| S1 |
2,651.75 |
2,651.75 |
2,722.75 |
2,677.50 |
| S2 |
2,568.50 |
2,568.50 |
2,710.25 |
|
| S3 |
2,433.75 |
2,517.00 |
2,698.00 |
|
| S4 |
2,299.00 |
2,382.25 |
2,661.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.75 |
2,627.00 |
127.75 |
4.7% |
50.25 |
1.9% |
56% |
False |
False |
1,720,657 |
| 10 |
2,754.75 |
2,530.25 |
224.50 |
8.3% |
62.00 |
2.3% |
75% |
False |
False |
2,175,732 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
62.00 |
2.3% |
49% |
False |
False |
2,236,700 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
41.00 |
1.5% |
49% |
False |
False |
1,672,493 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
34.00 |
1.3% |
49% |
False |
False |
1,354,449 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
13.0% |
29.50 |
1.1% |
49% |
False |
False |
1,017,662 |
| 100 |
2,878.50 |
2,498.50 |
380.00 |
14.1% |
25.75 |
1.0% |
53% |
False |
False |
814,906 |
| 120 |
2,878.50 |
2,440.25 |
438.25 |
16.2% |
23.50 |
0.9% |
59% |
False |
False |
679,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.25 |
|
2.618 |
2,889.75 |
|
1.618 |
2,835.50 |
|
1.000 |
2,802.00 |
|
0.618 |
2,781.25 |
|
HIGH |
2,747.75 |
|
0.618 |
2,727.00 |
|
0.500 |
2,720.50 |
|
0.382 |
2,714.25 |
|
LOW |
2,693.50 |
|
0.618 |
2,660.00 |
|
1.000 |
2,639.25 |
|
1.618 |
2,605.75 |
|
2.618 |
2,551.50 |
|
4.250 |
2,463.00 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.50 |
2,724.00 |
| PP |
2,713.25 |
2,715.75 |
| S1 |
2,706.00 |
2,707.25 |
|