| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,328.00 |
6,434.50 |
106.50 |
1.7% |
6,752.25 |
| High |
6,455.50 |
6,567.50 |
112.00 |
1.7% |
6,813.50 |
| Low |
6,164.00 |
6,414.25 |
250.25 |
4.1% |
6,164.00 |
| Close |
6,417.75 |
6,531.75 |
114.00 |
1.8% |
6,417.75 |
| Range |
291.50 |
153.25 |
-138.25 |
-47.4% |
649.50 |
| ATR |
160.06 |
159.57 |
-0.49 |
-0.3% |
0.00 |
| Volume |
787,495 |
406,083 |
-381,412 |
-48.4% |
3,766,622 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,964.25 |
6,901.25 |
6,616.00 |
|
| R3 |
6,811.00 |
6,748.00 |
6,574.00 |
|
| R2 |
6,657.75 |
6,657.75 |
6,559.75 |
|
| R1 |
6,594.75 |
6,594.75 |
6,545.75 |
6,626.25 |
| PP |
6,504.50 |
6,504.50 |
6,504.50 |
6,520.25 |
| S1 |
6,441.50 |
6,441.50 |
6,517.75 |
6,473.00 |
| S2 |
6,351.25 |
6,351.25 |
6,503.75 |
|
| S3 |
6,198.00 |
6,288.25 |
6,489.50 |
|
| S4 |
6,044.75 |
6,135.00 |
6,447.50 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,413.50 |
8,065.25 |
6,775.00 |
|
| R3 |
7,764.00 |
7,415.75 |
6,596.25 |
|
| R2 |
7,114.50 |
7,114.50 |
6,536.75 |
|
| R1 |
6,766.25 |
6,766.25 |
6,477.25 |
6,615.50 |
| PP |
6,465.00 |
6,465.00 |
6,465.00 |
6,389.75 |
| S1 |
6,116.75 |
6,116.75 |
6,358.25 |
5,966.00 |
| S2 |
5,815.50 |
5,815.50 |
6,298.75 |
|
| S3 |
5,166.00 |
5,467.25 |
6,239.25 |
|
| S4 |
4,516.50 |
4,817.75 |
6,060.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,717.75 |
6,164.00 |
553.75 |
8.5% |
273.00 |
4.2% |
66% |
False |
False |
648,205 |
| 10 |
7,006.50 |
6,164.00 |
842.50 |
12.9% |
227.75 |
3.5% |
44% |
False |
False |
624,592 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
156.50 |
2.4% |
42% |
False |
False |
501,640 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
108.25 |
1.7% |
42% |
False |
False |
366,332 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
95.25 |
1.5% |
42% |
False |
False |
265,325 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.7% |
86.00 |
1.3% |
50% |
False |
False |
199,176 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.3% |
77.75 |
1.2% |
57% |
False |
False |
159,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,218.75 |
|
2.618 |
6,968.75 |
|
1.618 |
6,815.50 |
|
1.000 |
6,720.75 |
|
0.618 |
6,662.25 |
|
HIGH |
6,567.50 |
|
0.618 |
6,509.00 |
|
0.500 |
6,491.00 |
|
0.382 |
6,472.75 |
|
LOW |
6,414.25 |
|
0.618 |
6,319.50 |
|
1.000 |
6,261.00 |
|
1.618 |
6,166.25 |
|
2.618 |
6,013.00 |
|
4.250 |
5,763.00 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,518.00 |
6,485.00 |
| PP |
6,504.50 |
6,438.00 |
| S1 |
6,491.00 |
6,391.25 |
|