| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,788.25 |
6,756.50 |
-31.75 |
-0.5% |
6,434.50 |
| High |
6,885.50 |
6,831.50 |
-54.00 |
-0.8% |
6,859.75 |
| Low |
6,741.25 |
6,694.75 |
-46.50 |
-0.7% |
6,414.25 |
| Close |
6,760.50 |
6,788.75 |
28.25 |
0.4% |
6,786.75 |
| Range |
144.25 |
136.75 |
-7.50 |
-5.2% |
445.50 |
| ATR |
153.20 |
152.03 |
-1.18 |
-0.8% |
0.00 |
| Volume |
440,206 |
439,678 |
-528 |
-0.1% |
2,175,100 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,182.00 |
7,122.00 |
6,864.00 |
|
| R3 |
7,045.25 |
6,985.25 |
6,826.25 |
|
| R2 |
6,908.50 |
6,908.50 |
6,813.75 |
|
| R1 |
6,848.50 |
6,848.50 |
6,801.25 |
6,878.50 |
| PP |
6,771.75 |
6,771.75 |
6,771.75 |
6,786.50 |
| S1 |
6,711.75 |
6,711.75 |
6,776.25 |
6,741.75 |
| S2 |
6,635.00 |
6,635.00 |
6,763.75 |
|
| S3 |
6,498.25 |
6,575.00 |
6,751.25 |
|
| S4 |
6,361.50 |
6,438.25 |
6,713.50 |
|
|
| 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 |
6,885.50 |
6,669.75 |
215.75 |
3.2% |
131.50 |
1.9% |
55% |
False |
False |
449,232 |
| 10 |
6,885.50 |
6,164.00 |
721.50 |
10.6% |
175.75 |
2.6% |
87% |
False |
False |
494,495 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
176.25 |
2.6% |
71% |
False |
False |
525,280 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
123.25 |
1.8% |
71% |
False |
False |
401,172 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
13.0% |
105.75 |
1.6% |
71% |
False |
False |
317,066 |
| 80 |
7,047.25 |
6,092.25 |
955.00 |
14.1% |
93.75 |
1.4% |
73% |
False |
False |
238,020 |
| 100 |
7,047.25 |
5,943.75 |
1,103.50 |
16.3% |
83.50 |
1.2% |
77% |
False |
False |
190,490 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.6% |
77.75 |
1.1% |
78% |
False |
False |
158,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,412.75 |
|
2.618 |
7,189.50 |
|
1.618 |
7,052.75 |
|
1.000 |
6,968.25 |
|
0.618 |
6,916.00 |
|
HIGH |
6,831.50 |
|
0.618 |
6,779.25 |
|
0.500 |
6,763.00 |
|
0.382 |
6,747.00 |
|
LOW |
6,694.75 |
|
0.618 |
6,610.25 |
|
1.000 |
6,558.00 |
|
1.618 |
6,473.50 |
|
2.618 |
6,336.75 |
|
4.250 |
6,113.50 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,780.25 |
6,790.00 |
| PP |
6,771.75 |
6,789.75 |
| S1 |
6,763.00 |
6,789.25 |
|