| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,681.00 |
6,816.25 |
135.25 |
2.0% |
6,434.50 |
| High |
6,827.50 |
6,859.75 |
32.25 |
0.5% |
6,859.75 |
| Low |
6,669.75 |
6,762.00 |
92.25 |
1.4% |
6,414.25 |
| Close |
6,816.00 |
6,786.75 |
-29.25 |
-0.4% |
6,786.75 |
| Range |
157.75 |
97.75 |
-60.00 |
-38.0% |
445.50 |
| ATR |
160.97 |
156.46 |
-4.52 |
-2.8% |
0.00 |
| Volume |
458,423 |
445,962 |
-12,461 |
-2.7% |
2,175,100 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,096.00 |
7,039.25 |
6,840.50 |
|
| R3 |
6,998.25 |
6,941.50 |
6,813.75 |
|
| R2 |
6,900.50 |
6,900.50 |
6,804.75 |
|
| R1 |
6,843.75 |
6,843.75 |
6,795.75 |
6,823.25 |
| PP |
6,802.75 |
6,802.75 |
6,802.75 |
6,792.50 |
| S1 |
6,746.00 |
6,746.00 |
6,777.75 |
6,725.50 |
| S2 |
6,705.00 |
6,705.00 |
6,768.75 |
|
| S3 |
6,607.25 |
6,648.25 |
6,759.75 |
|
| S4 |
6,509.50 |
6,550.50 |
6,733.00 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,023.50 |
7,850.50 |
7,031.75 |
|
| R3 |
7,578.00 |
7,405.00 |
6,909.25 |
|
| R2 |
7,132.50 |
7,132.50 |
6,868.50 |
|
| R1 |
6,959.50 |
6,959.50 |
6,827.50 |
7,046.00 |
| PP |
6,687.00 |
6,687.00 |
6,687.00 |
6,730.00 |
| S1 |
6,514.00 |
6,514.00 |
6,746.00 |
6,600.50 |
| S2 |
6,241.50 |
6,241.50 |
6,705.00 |
|
| S3 |
5,796.00 |
6,068.50 |
6,664.25 |
|
| S4 |
5,350.50 |
5,623.00 |
6,541.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,859.75 |
6,414.25 |
445.50 |
6.6% |
149.25 |
2.2% |
84% |
True |
False |
435,020 |
| 10 |
6,859.75 |
6,164.00 |
695.75 |
10.3% |
238.50 |
3.5% |
90% |
True |
False |
594,172 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
171.00 |
2.5% |
71% |
False |
False |
514,459 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
116.75 |
1.7% |
71% |
False |
False |
383,685 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
101.25 |
1.5% |
71% |
False |
False |
294,753 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.1% |
91.00 |
1.3% |
75% |
False |
False |
221,274 |
| 100 |
7,047.25 |
5,875.50 |
1,171.75 |
17.3% |
81.00 |
1.2% |
78% |
False |
False |
177,094 |
| 120 |
7,047.25 |
5,801.50 |
1,245.75 |
18.4% |
76.25 |
1.1% |
79% |
False |
False |
147,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,275.25 |
|
2.618 |
7,115.75 |
|
1.618 |
7,018.00 |
|
1.000 |
6,957.50 |
|
0.618 |
6,920.25 |
|
HIGH |
6,859.75 |
|
0.618 |
6,822.50 |
|
0.500 |
6,811.00 |
|
0.382 |
6,799.25 |
|
LOW |
6,762.00 |
|
0.618 |
6,701.50 |
|
1.000 |
6,664.25 |
|
1.618 |
6,603.75 |
|
2.618 |
6,506.00 |
|
4.250 |
6,346.50 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,811.00 |
6,743.50 |
| PP |
6,802.75 |
6,700.50 |
| S1 |
6,794.75 |
6,657.50 |
|