| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,529.75 |
6,559.50 |
29.75 |
0.5% |
6,752.25 |
| High |
6,571.00 |
6,692.75 |
121.75 |
1.9% |
6,813.50 |
| Low |
6,470.75 |
6,455.00 |
-15.75 |
-0.2% |
6,164.00 |
| Close |
6,560.50 |
6,687.00 |
126.50 |
1.9% |
6,417.75 |
| Range |
100.25 |
237.75 |
137.50 |
137.2% |
649.50 |
| ATR |
155.34 |
161.22 |
5.89 |
3.8% |
0.00 |
| Volume |
382,334 |
482,298 |
99,964 |
26.1% |
3,766,622 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,324.75 |
7,243.75 |
6,817.75 |
|
| R3 |
7,087.00 |
7,006.00 |
6,752.50 |
|
| R2 |
6,849.25 |
6,849.25 |
6,730.50 |
|
| R1 |
6,768.25 |
6,768.25 |
6,708.75 |
6,808.75 |
| PP |
6,611.50 |
6,611.50 |
6,611.50 |
6,632.00 |
| S1 |
6,530.50 |
6,530.50 |
6,665.25 |
6,571.00 |
| S2 |
6,373.75 |
6,373.75 |
6,643.50 |
|
| S3 |
6,136.00 |
6,292.75 |
6,621.50 |
|
| S4 |
5,898.25 |
6,055.00 |
6,556.25 |
|
|
| 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 |
6,692.75 |
6,164.00 |
528.75 |
7.9% |
220.00 |
3.3% |
99% |
True |
False |
539,759 |
| 10 |
6,987.75 |
6,164.00 |
823.75 |
12.3% |
244.25 |
3.7% |
63% |
False |
False |
617,268 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.2% |
163.00 |
2.4% |
59% |
False |
False |
501,175 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.2% |
113.00 |
1.7% |
59% |
False |
False |
373,408 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.2% |
98.25 |
1.5% |
59% |
False |
False |
279,702 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.3% |
89.00 |
1.3% |
65% |
False |
False |
209,975 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.9% |
80.00 |
1.2% |
70% |
False |
False |
168,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,703.25 |
|
2.618 |
7,315.25 |
|
1.618 |
7,077.50 |
|
1.000 |
6,930.50 |
|
0.618 |
6,839.75 |
|
HIGH |
6,692.75 |
|
0.618 |
6,602.00 |
|
0.500 |
6,574.00 |
|
0.382 |
6,545.75 |
|
LOW |
6,455.00 |
|
0.618 |
6,308.00 |
|
1.000 |
6,217.25 |
|
1.618 |
6,070.25 |
|
2.618 |
5,832.50 |
|
4.250 |
5,444.50 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,649.25 |
6,642.50 |
| PP |
6,611.50 |
6,598.00 |
| S1 |
6,574.00 |
6,553.50 |
|