| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,698.50 |
2,712.75 |
14.25 |
0.5% |
2,734.50 |
| High |
2,731.00 |
2,750.25 |
19.25 |
0.7% |
2,750.25 |
| Low |
2,682.00 |
2,710.00 |
28.00 |
1.0% |
2,682.00 |
| Close |
2,711.50 |
2,748.75 |
37.25 |
1.4% |
2,748.75 |
| Range |
49.00 |
40.25 |
-8.75 |
-17.9% |
68.25 |
| ATR |
53.12 |
52.20 |
-0.92 |
-1.7% |
0.00 |
| Volume |
1,623,017 |
1,290,261 |
-332,756 |
-20.5% |
6,022,088 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.00 |
2,843.25 |
2,771.00 |
|
| R3 |
2,816.75 |
2,803.00 |
2,759.75 |
|
| R2 |
2,776.50 |
2,776.50 |
2,756.25 |
|
| R1 |
2,762.75 |
2,762.75 |
2,752.50 |
2,769.50 |
| PP |
2,736.25 |
2,736.25 |
2,736.25 |
2,739.75 |
| S1 |
2,722.50 |
2,722.50 |
2,745.00 |
2,729.50 |
| S2 |
2,696.00 |
2,696.00 |
2,741.25 |
|
| S3 |
2,655.75 |
2,682.25 |
2,737.75 |
|
| S4 |
2,615.50 |
2,642.00 |
2,726.50 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.75 |
2,908.50 |
2,786.25 |
|
| R3 |
2,863.50 |
2,840.25 |
2,767.50 |
|
| R2 |
2,795.25 |
2,795.25 |
2,761.25 |
|
| R1 |
2,772.00 |
2,772.00 |
2,755.00 |
2,783.50 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,732.75 |
| S1 |
2,703.75 |
2,703.75 |
2,742.50 |
2,715.50 |
| S2 |
2,658.75 |
2,658.75 |
2,736.25 |
|
| S3 |
2,590.50 |
2,635.50 |
2,730.00 |
|
| S4 |
2,522.25 |
2,567.25 |
2,711.25 |
|
|
| 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 |
2.6% |
43.50 |
1.6% |
92% |
False |
False |
1,552,127 |
| 10 |
2,754.75 |
2,530.25 |
224.50 |
8.2% |
53.25 |
1.9% |
97% |
False |
False |
1,905,755 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
64.00 |
2.3% |
63% |
False |
False |
2,216,139 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
42.75 |
1.6% |
63% |
False |
False |
1,719,560 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
35.00 |
1.3% |
63% |
False |
False |
1,402,495 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
30.25 |
1.1% |
63% |
False |
False |
1,053,892 |
| 100 |
2,878.50 |
2,517.00 |
361.50 |
13.2% |
26.25 |
1.0% |
64% |
False |
False |
843,985 |
| 120 |
2,878.50 |
2,443.00 |
435.50 |
15.8% |
23.75 |
0.9% |
70% |
False |
False |
703,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.25 |
|
2.618 |
2,855.50 |
|
1.618 |
2,815.25 |
|
1.000 |
2,790.50 |
|
0.618 |
2,775.00 |
|
HIGH |
2,750.25 |
|
0.618 |
2,734.75 |
|
0.500 |
2,730.00 |
|
0.382 |
2,725.50 |
|
LOW |
2,710.00 |
|
0.618 |
2,685.25 |
|
1.000 |
2,669.75 |
|
1.618 |
2,645.00 |
|
2.618 |
2,604.75 |
|
4.250 |
2,539.00 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.50 |
2,738.00 |
| PP |
2,736.25 |
2,727.00 |
| S1 |
2,730.00 |
2,716.00 |
|