| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,714.50 |
2,698.50 |
-16.00 |
-0.6% |
2,628.25 |
| High |
2,747.75 |
2,731.00 |
-16.75 |
-0.6% |
2,754.75 |
| Low |
2,693.50 |
2,682.00 |
-11.50 |
-0.4% |
2,620.00 |
| Close |
2,698.75 |
2,711.50 |
12.75 |
0.5% |
2,735.00 |
| Range |
54.25 |
49.00 |
-5.25 |
-9.7% |
134.75 |
| ATR |
53.43 |
53.12 |
-0.32 |
-0.6% |
0.00 |
| Volume |
1,661,308 |
1,623,017 |
-38,291 |
-2.3% |
9,126,027 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.25 |
2,832.25 |
2,738.50 |
|
| R3 |
2,806.25 |
2,783.25 |
2,725.00 |
|
| R2 |
2,757.25 |
2,757.25 |
2,720.50 |
|
| R1 |
2,734.25 |
2,734.25 |
2,716.00 |
2,745.75 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,714.00 |
| S1 |
2,685.25 |
2,685.25 |
2,707.00 |
2,696.75 |
| S2 |
2,659.25 |
2,659.25 |
2,702.50 |
|
| S3 |
2,610.25 |
2,636.25 |
2,698.00 |
|
| S4 |
2,561.25 |
2,587.25 |
2,684.50 |
|
|
| 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 |
2,682.00 |
72.75 |
2.7% |
45.25 |
1.7% |
41% |
False |
True |
1,627,857 |
| 10 |
2,754.75 |
2,530.25 |
224.50 |
8.3% |
60.25 |
2.2% |
81% |
False |
False |
2,088,921 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
63.00 |
2.3% |
52% |
False |
False |
2,223,587 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
42.00 |
1.5% |
52% |
False |
False |
1,696,706 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
34.50 |
1.3% |
52% |
False |
False |
1,381,434 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
30.00 |
1.1% |
52% |
False |
False |
1,037,843 |
| 100 |
2,878.50 |
2,504.50 |
374.00 |
13.8% |
26.00 |
1.0% |
55% |
False |
False |
831,101 |
| 120 |
2,878.50 |
2,443.00 |
435.50 |
16.1% |
23.75 |
0.9% |
62% |
False |
False |
692,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.25 |
|
2.618 |
2,859.25 |
|
1.618 |
2,810.25 |
|
1.000 |
2,780.00 |
|
0.618 |
2,761.25 |
|
HIGH |
2,731.00 |
|
0.618 |
2,712.25 |
|
0.500 |
2,706.50 |
|
0.382 |
2,700.75 |
|
LOW |
2,682.00 |
|
0.618 |
2,651.75 |
|
1.000 |
2,633.00 |
|
1.618 |
2,602.75 |
|
2.618 |
2,553.75 |
|
4.250 |
2,473.75 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.75 |
2,715.00 |
| PP |
2,708.25 |
2,713.75 |
| S1 |
2,706.50 |
2,712.50 |
|