| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,792.50 |
6,918.25 |
125.75 |
1.9% |
6,783.25 |
| High |
6,913.75 |
7,007.50 |
93.75 |
1.4% |
6,913.75 |
| Low |
6,782.75 |
6,890.00 |
107.25 |
1.6% |
6,694.75 |
| Close |
6,909.75 |
7,000.00 |
90.25 |
1.3% |
6,909.75 |
| Range |
131.00 |
117.50 |
-13.50 |
-10.3% |
219.00 |
| ATR |
150.52 |
148.17 |
-2.36 |
-1.6% |
0.00 |
| Volume |
383,733 |
297,831 |
-85,902 |
-22.4% |
1,725,509 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,318.25 |
7,276.75 |
7,064.50 |
|
| R3 |
7,200.75 |
7,159.25 |
7,032.25 |
|
| R2 |
7,083.25 |
7,083.25 |
7,021.50 |
|
| R1 |
7,041.75 |
7,041.75 |
7,010.75 |
7,062.50 |
| PP |
6,965.75 |
6,965.75 |
6,965.75 |
6,976.25 |
| S1 |
6,924.25 |
6,924.25 |
6,989.25 |
6,945.00 |
| S2 |
6,848.25 |
6,848.25 |
6,978.50 |
|
| S3 |
6,730.75 |
6,806.75 |
6,967.75 |
|
| S4 |
6,613.25 |
6,689.25 |
6,935.50 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,496.50 |
7,422.00 |
7,030.25 |
|
| R3 |
7,277.50 |
7,203.00 |
6,970.00 |
|
| R2 |
7,058.50 |
7,058.50 |
6,950.00 |
|
| R1 |
6,984.00 |
6,984.00 |
6,929.75 |
7,021.25 |
| PP |
6,839.50 |
6,839.50 |
6,839.50 |
6,858.00 |
| S1 |
6,765.00 |
6,765.00 |
6,889.75 |
6,802.25 |
| S2 |
6,620.50 |
6,620.50 |
6,869.50 |
|
| S3 |
6,401.50 |
6,546.00 |
6,849.50 |
|
| S4 |
6,182.50 |
6,327.00 |
6,789.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,007.50 |
6,694.75 |
312.75 |
4.5% |
130.00 |
1.9% |
98% |
True |
False |
404,668 |
| 10 |
7,007.50 |
6,414.25 |
593.25 |
8.5% |
139.75 |
2.0% |
99% |
True |
False |
419,844 |
| 20 |
7,047.25 |
6,164.00 |
883.25 |
12.6% |
179.50 |
2.6% |
95% |
False |
False |
522,271 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.6% |
127.00 |
1.8% |
95% |
False |
False |
410,870 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.6% |
108.75 |
1.6% |
95% |
False |
False |
328,344 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.6% |
94.50 |
1.4% |
95% |
False |
False |
246,502 |
| 100 |
7,047.25 |
5,990.75 |
1,056.50 |
15.1% |
85.00 |
1.2% |
96% |
False |
False |
197,297 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.1% |
79.25 |
1.1% |
96% |
False |
False |
164,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,507.00 |
|
2.618 |
7,315.00 |
|
1.618 |
7,197.50 |
|
1.000 |
7,125.00 |
|
0.618 |
7,080.00 |
|
HIGH |
7,007.50 |
|
0.618 |
6,962.50 |
|
0.500 |
6,948.75 |
|
0.382 |
6,935.00 |
|
LOW |
6,890.00 |
|
0.618 |
6,817.50 |
|
1.000 |
6,772.50 |
|
1.618 |
6,700.00 |
|
2.618 |
6,582.50 |
|
4.250 |
6,390.50 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,983.00 |
6,950.50 |
| PP |
6,965.75 |
6,900.75 |
| S1 |
6,948.75 |
6,851.00 |
|