| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,559.50 |
6,681.00 |
121.50 |
1.9% |
6,752.25 |
| High |
6,692.75 |
6,827.50 |
134.75 |
2.0% |
6,813.50 |
| Low |
6,455.00 |
6,669.75 |
214.75 |
3.3% |
6,164.00 |
| Close |
6,687.00 |
6,816.00 |
129.00 |
1.9% |
6,417.75 |
| Range |
237.75 |
157.75 |
-80.00 |
-33.6% |
649.50 |
| ATR |
161.22 |
160.97 |
-0.25 |
-0.2% |
0.00 |
| Volume |
482,298 |
458,423 |
-23,875 |
-5.0% |
3,766,622 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,244.25 |
7,188.00 |
6,902.75 |
|
| R3 |
7,086.50 |
7,030.25 |
6,859.50 |
|
| R2 |
6,928.75 |
6,928.75 |
6,845.00 |
|
| R1 |
6,872.50 |
6,872.50 |
6,830.50 |
6,900.50 |
| PP |
6,771.00 |
6,771.00 |
6,771.00 |
6,785.25 |
| S1 |
6,714.75 |
6,714.75 |
6,801.50 |
6,743.00 |
| S2 |
6,613.25 |
6,613.25 |
6,787.00 |
|
| S3 |
6,455.50 |
6,557.00 |
6,772.50 |
|
| S4 |
6,297.75 |
6,399.25 |
6,729.25 |
|
|
| 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 |
6,827.50 |
6,164.00 |
663.50 |
9.7% |
188.00 |
2.8% |
98% |
True |
False |
503,326 |
| 10 |
6,963.50 |
6,164.00 |
799.50 |
11.7% |
249.75 |
3.7% |
82% |
False |
False |
613,824 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
168.75 |
2.5% |
74% |
False |
False |
508,371 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
116.00 |
1.7% |
74% |
False |
False |
379,360 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
100.25 |
1.5% |
74% |
False |
False |
287,332 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.0% |
90.50 |
1.3% |
77% |
False |
False |
215,703 |
| 100 |
7,047.25 |
5,853.25 |
1,194.00 |
17.5% |
81.25 |
1.2% |
81% |
False |
False |
172,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,498.00 |
|
2.618 |
7,240.50 |
|
1.618 |
7,082.75 |
|
1.000 |
6,985.25 |
|
0.618 |
6,925.00 |
|
HIGH |
6,827.50 |
|
0.618 |
6,767.25 |
|
0.500 |
6,748.50 |
|
0.382 |
6,730.00 |
|
LOW |
6,669.75 |
|
0.618 |
6,572.25 |
|
1.000 |
6,512.00 |
|
1.618 |
6,414.50 |
|
2.618 |
6,256.75 |
|
4.250 |
5,999.25 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,793.50 |
6,757.75 |
| PP |
6,771.00 |
6,699.50 |
| S1 |
6,748.50 |
6,641.25 |
|