| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,712.75 |
2,751.50 |
38.75 |
1.4% |
2,734.50 |
| High |
2,750.25 |
2,786.00 |
35.75 |
1.3% |
2,750.25 |
| Low |
2,710.00 |
2,742.50 |
32.50 |
1.2% |
2,682.00 |
| Close |
2,748.75 |
2,784.50 |
35.75 |
1.3% |
2,748.75 |
| Range |
40.25 |
43.50 |
3.25 |
8.1% |
68.25 |
| ATR |
52.20 |
51.58 |
-0.62 |
-1.2% |
0.00 |
| Volume |
1,290,261 |
1,256,268 |
-33,993 |
-2.6% |
6,022,088 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.50 |
2,886.50 |
2,808.50 |
|
| R3 |
2,858.00 |
2,843.00 |
2,796.50 |
|
| R2 |
2,814.50 |
2,814.50 |
2,792.50 |
|
| R1 |
2,799.50 |
2,799.50 |
2,788.50 |
2,807.00 |
| PP |
2,771.00 |
2,771.00 |
2,771.00 |
2,774.75 |
| S1 |
2,756.00 |
2,756.00 |
2,780.50 |
2,763.50 |
| S2 |
2,727.50 |
2,727.50 |
2,776.50 |
|
| S3 |
2,684.00 |
2,712.50 |
2,772.50 |
|
| S4 |
2,640.50 |
2,669.00 |
2,760.50 |
|
|
| 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 |
2,786.00 |
2,682.00 |
104.00 |
3.7% |
45.75 |
1.6% |
99% |
True |
False |
1,455,671 |
| 10 |
2,786.00 |
2,620.00 |
166.00 |
6.0% |
47.00 |
1.7% |
99% |
True |
False |
1,640,438 |
| 20 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
64.25 |
2.3% |
73% |
False |
False |
2,214,638 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
43.50 |
1.6% |
73% |
False |
False |
1,734,308 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
35.25 |
1.3% |
73% |
False |
False |
1,422,892 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.6% |
30.50 |
1.1% |
73% |
False |
False |
1,069,528 |
| 100 |
2,878.50 |
2,525.25 |
353.25 |
12.7% |
26.75 |
1.0% |
73% |
False |
False |
856,524 |
| 120 |
2,878.50 |
2,443.00 |
435.50 |
15.6% |
24.25 |
0.9% |
78% |
False |
False |
713,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,971.00 |
|
2.618 |
2,900.00 |
|
1.618 |
2,856.50 |
|
1.000 |
2,829.50 |
|
0.618 |
2,813.00 |
|
HIGH |
2,786.00 |
|
0.618 |
2,769.50 |
|
0.500 |
2,764.25 |
|
0.382 |
2,759.00 |
|
LOW |
2,742.50 |
|
0.618 |
2,715.50 |
|
1.000 |
2,699.00 |
|
1.618 |
2,672.00 |
|
2.618 |
2,628.50 |
|
4.250 |
2,557.50 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.75 |
2,767.75 |
| PP |
2,771.00 |
2,750.75 |
| S1 |
2,764.25 |
2,734.00 |
|