| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,434.50 |
6,529.75 |
95.25 |
1.5% |
6,752.25 |
| High |
6,567.50 |
6,571.00 |
3.50 |
0.1% |
6,813.50 |
| Low |
6,414.25 |
6,470.75 |
56.50 |
0.9% |
6,164.00 |
| Close |
6,531.75 |
6,560.50 |
28.75 |
0.4% |
6,417.75 |
| Range |
153.25 |
100.25 |
-53.00 |
-34.6% |
649.50 |
| ATR |
159.57 |
155.34 |
-4.24 |
-2.7% |
0.00 |
| Volume |
406,083 |
382,334 |
-23,749 |
-5.8% |
3,766,622 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,834.75 |
6,798.00 |
6,615.75 |
|
| R3 |
6,734.50 |
6,697.75 |
6,588.00 |
|
| R2 |
6,634.25 |
6,634.25 |
6,579.00 |
|
| R1 |
6,597.50 |
6,597.50 |
6,569.75 |
6,616.00 |
| PP |
6,534.00 |
6,534.00 |
6,534.00 |
6,543.25 |
| S1 |
6,497.25 |
6,497.25 |
6,551.25 |
6,515.50 |
| S2 |
6,433.75 |
6,433.75 |
6,542.00 |
|
| S3 |
6,333.50 |
6,397.00 |
6,533.00 |
|
| S4 |
6,233.25 |
6,296.75 |
6,505.25 |
|
|
| 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 |
8.4% |
209.75 |
3.2% |
72% |
False |
False |
561,988 |
| 10 |
6,991.00 |
6,164.00 |
827.00 |
12.6% |
227.50 |
3.5% |
48% |
False |
False |
610,418 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
155.75 |
2.4% |
45% |
False |
False |
494,943 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
109.75 |
1.7% |
45% |
False |
False |
368,573 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.5% |
96.00 |
1.5% |
45% |
False |
False |
271,680 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.6% |
87.00 |
1.3% |
52% |
False |
False |
203,951 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
18.2% |
78.25 |
1.2% |
59% |
False |
False |
163,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,997.00 |
|
2.618 |
6,833.50 |
|
1.618 |
6,733.25 |
|
1.000 |
6,671.25 |
|
0.618 |
6,633.00 |
|
HIGH |
6,571.00 |
|
0.618 |
6,532.75 |
|
0.500 |
6,521.00 |
|
0.382 |
6,509.00 |
|
LOW |
6,470.75 |
|
0.618 |
6,408.75 |
|
1.000 |
6,370.50 |
|
1.618 |
6,308.50 |
|
2.618 |
6,208.25 |
|
4.250 |
6,044.75 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,547.25 |
6,496.25 |
| PP |
6,534.00 |
6,431.75 |
| S1 |
6,521.00 |
6,367.50 |
|