| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,816.25 |
6,783.25 |
-33.00 |
-0.5% |
6,434.50 |
| High |
6,859.75 |
6,843.75 |
-16.00 |
-0.2% |
6,859.75 |
| Low |
6,762.00 |
6,723.25 |
-38.75 |
-0.6% |
6,414.25 |
| Close |
6,786.75 |
6,790.50 |
3.75 |
0.1% |
6,786.75 |
| Range |
97.75 |
120.50 |
22.75 |
23.3% |
445.50 |
| ATR |
156.46 |
153.89 |
-2.57 |
-1.6% |
0.00 |
| Volume |
445,962 |
461,892 |
15,930 |
3.6% |
2,175,100 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,147.25 |
7,089.50 |
6,856.75 |
|
| R3 |
7,026.75 |
6,969.00 |
6,823.75 |
|
| R2 |
6,906.25 |
6,906.25 |
6,812.50 |
|
| R1 |
6,848.50 |
6,848.50 |
6,801.50 |
6,877.50 |
| PP |
6,785.75 |
6,785.75 |
6,785.75 |
6,800.25 |
| S1 |
6,728.00 |
6,728.00 |
6,779.50 |
6,757.00 |
| S2 |
6,665.25 |
6,665.25 |
6,768.50 |
|
| S3 |
6,544.75 |
6,607.50 |
6,757.25 |
|
| S4 |
6,424.25 |
6,487.00 |
6,724.25 |
|
|
| 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 |
6,455.00 |
404.75 |
6.0% |
142.75 |
2.1% |
83% |
False |
False |
446,181 |
| 10 |
6,859.75 |
6,164.00 |
695.75 |
10.2% |
208.00 |
3.1% |
90% |
False |
False |
547,193 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
171.25 |
2.5% |
71% |
False |
False |
524,416 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
118.00 |
1.7% |
71% |
False |
False |
388,329 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
102.00 |
1.5% |
71% |
False |
False |
302,430 |
| 80 |
7,047.25 |
6,024.00 |
1,023.25 |
15.1% |
92.00 |
1.4% |
75% |
False |
False |
227,044 |
| 100 |
7,047.25 |
5,896.50 |
1,150.75 |
16.9% |
81.75 |
1.2% |
78% |
False |
False |
181,706 |
| 120 |
7,047.25 |
5,801.50 |
1,245.75 |
18.3% |
76.75 |
1.1% |
79% |
False |
False |
151,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,356.00 |
|
2.618 |
7,159.25 |
|
1.618 |
7,038.75 |
|
1.000 |
6,964.25 |
|
0.618 |
6,918.25 |
|
HIGH |
6,843.75 |
|
0.618 |
6,797.75 |
|
0.500 |
6,783.50 |
|
0.382 |
6,769.25 |
|
LOW |
6,723.25 |
|
0.618 |
6,648.75 |
|
1.000 |
6,602.75 |
|
1.618 |
6,528.25 |
|
2.618 |
6,407.75 |
|
4.250 |
6,211.00 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,788.25 |
6,782.00 |
| PP |
6,785.75 |
6,773.25 |
| S1 |
6,783.50 |
6,764.75 |
|