| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
6,918.25 |
7,003.50 |
85.25 |
1.2% |
6,783.25 |
| High |
7,007.50 |
7,009.00 |
1.50 |
0.0% |
6,913.75 |
| Low |
6,890.00 |
6,904.00 |
14.00 |
0.2% |
6,694.75 |
| Close |
7,000.00 |
6,915.75 |
-84.25 |
-1.2% |
6,909.75 |
| Range |
117.50 |
105.00 |
-12.50 |
-10.6% |
219.00 |
| ATR |
148.17 |
145.08 |
-3.08 |
-2.1% |
0.00 |
| Volume |
297,831 |
498,392 |
200,561 |
67.3% |
1,725,509 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,258.00 |
7,191.75 |
6,973.50 |
|
| R3 |
7,153.00 |
7,086.75 |
6,944.50 |
|
| R2 |
7,048.00 |
7,048.00 |
6,935.00 |
|
| R1 |
6,981.75 |
6,981.75 |
6,925.50 |
6,962.50 |
| PP |
6,943.00 |
6,943.00 |
6,943.00 |
6,933.25 |
| S1 |
6,876.75 |
6,876.75 |
6,906.00 |
6,857.50 |
| S2 |
6,838.00 |
6,838.00 |
6,896.50 |
|
| S3 |
6,733.00 |
6,771.75 |
6,887.00 |
|
| S4 |
6,628.00 |
6,666.75 |
6,858.00 |
|
|
| 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 |
7,009.00 |
6,694.75 |
314.25 |
4.5% |
127.00 |
1.8% |
70% |
True |
False |
411,968 |
| 10 |
7,009.00 |
6,455.00 |
554.00 |
8.0% |
134.75 |
1.9% |
83% |
True |
False |
429,074 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.2% |
181.25 |
2.6% |
89% |
True |
False |
526,833 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
128.75 |
1.9% |
85% |
False |
False |
419,874 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
108.00 |
1.6% |
85% |
False |
False |
336,572 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.8% |
95.25 |
1.4% |
85% |
False |
False |
252,725 |
| 100 |
7,047.25 |
5,992.25 |
1,055.00 |
15.3% |
85.75 |
1.2% |
88% |
False |
False |
202,277 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.3% |
79.50 |
1.1% |
89% |
False |
False |
168,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,455.25 |
|
2.618 |
7,284.00 |
|
1.618 |
7,179.00 |
|
1.000 |
7,114.00 |
|
0.618 |
7,074.00 |
|
HIGH |
7,009.00 |
|
0.618 |
6,969.00 |
|
0.500 |
6,956.50 |
|
0.382 |
6,944.00 |
|
LOW |
6,904.00 |
|
0.618 |
6,839.00 |
|
1.000 |
6,799.00 |
|
1.618 |
6,734.00 |
|
2.618 |
6,629.00 |
|
4.250 |
6,457.75 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,956.50 |
6,909.00 |
| PP |
6,943.00 |
6,902.50 |
| S1 |
6,929.25 |
6,896.00 |
|