| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,783.50 |
2,746.50 |
-37.00 |
-1.3% |
2,734.50 |
| High |
2,789.75 |
2,762.00 |
-27.75 |
-1.0% |
2,750.25 |
| Low |
2,742.00 |
2,712.00 |
-30.00 |
-1.1% |
2,682.00 |
| Close |
2,747.50 |
2,714.50 |
-33.00 |
-1.2% |
2,748.75 |
| Range |
47.75 |
50.00 |
2.25 |
4.7% |
68.25 |
| ATR |
51.30 |
51.21 |
-0.09 |
-0.2% |
0.00 |
| Volume |
1,717,155 |
1,876,678 |
159,523 |
9.3% |
6,022,088 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.50 |
2,847.00 |
2,742.00 |
|
| R3 |
2,829.50 |
2,797.00 |
2,728.25 |
|
| R2 |
2,779.50 |
2,779.50 |
2,723.75 |
|
| R1 |
2,747.00 |
2,747.00 |
2,719.00 |
2,738.25 |
| PP |
2,729.50 |
2,729.50 |
2,729.50 |
2,725.00 |
| S1 |
2,697.00 |
2,697.00 |
2,710.00 |
2,688.25 |
| S2 |
2,679.50 |
2,679.50 |
2,705.25 |
|
| S3 |
2,629.50 |
2,647.00 |
2,700.75 |
|
| S4 |
2,579.50 |
2,597.00 |
2,687.00 |
|
|
| 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 |
2,789.75 |
2,682.00 |
107.75 |
4.0% |
46.00 |
1.7% |
30% |
False |
False |
1,552,675 |
| 10 |
2,789.75 |
2,627.00 |
162.75 |
6.0% |
48.25 |
1.8% |
54% |
False |
False |
1,636,666 |
| 20 |
2,839.75 |
2,529.00 |
310.75 |
11.4% |
66.00 |
2.4% |
60% |
False |
False |
2,217,885 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
45.25 |
1.7% |
53% |
False |
False |
1,783,463 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
36.00 |
1.3% |
53% |
False |
False |
1,480,664 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
31.50 |
1.2% |
53% |
False |
False |
1,114,348 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.9% |
27.50 |
1.0% |
53% |
False |
False |
892,421 |
| 120 |
2,878.50 |
2,454.50 |
424.00 |
15.6% |
24.75 |
0.9% |
61% |
False |
False |
743,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,974.50 |
|
2.618 |
2,893.00 |
|
1.618 |
2,843.00 |
|
1.000 |
2,812.00 |
|
0.618 |
2,793.00 |
|
HIGH |
2,762.00 |
|
0.618 |
2,743.00 |
|
0.500 |
2,737.00 |
|
0.382 |
2,731.00 |
|
LOW |
2,712.00 |
|
0.618 |
2,681.00 |
|
1.000 |
2,662.00 |
|
1.618 |
2,631.00 |
|
2.618 |
2,581.00 |
|
4.250 |
2,499.50 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.00 |
2,751.00 |
| PP |
2,729.50 |
2,738.75 |
| S1 |
2,722.00 |
2,726.50 |
|