| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
7,003.50 |
6,913.75 |
-89.75 |
-1.3% |
6,783.25 |
| High |
7,009.00 |
6,970.50 |
-38.50 |
-0.5% |
6,913.75 |
| Low |
6,904.00 |
6,857.75 |
-46.25 |
-0.7% |
6,694.75 |
| Close |
6,915.75 |
6,865.00 |
-50.75 |
-0.7% |
6,909.75 |
| Range |
105.00 |
112.75 |
7.75 |
7.4% |
219.00 |
| ATR |
145.08 |
142.77 |
-2.31 |
-1.6% |
0.00 |
| Volume |
498,392 |
461,819 |
-36,573 |
-7.3% |
1,725,509 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,236.00 |
7,163.25 |
6,927.00 |
|
| R3 |
7,123.25 |
7,050.50 |
6,896.00 |
|
| R2 |
7,010.50 |
7,010.50 |
6,885.75 |
|
| R1 |
6,937.75 |
6,937.75 |
6,875.25 |
6,917.75 |
| PP |
6,897.75 |
6,897.75 |
6,897.75 |
6,887.75 |
| S1 |
6,825.00 |
6,825.00 |
6,854.75 |
6,805.00 |
| S2 |
6,785.00 |
6,785.00 |
6,844.25 |
|
| S3 |
6,672.25 |
6,712.25 |
6,834.00 |
|
| S4 |
6,559.50 |
6,599.50 |
6,803.00 |
|
|
| 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 |
4.6% |
120.50 |
1.8% |
54% |
False |
False |
416,290 |
| 10 |
7,009.00 |
6,455.00 |
554.00 |
8.1% |
136.00 |
2.0% |
74% |
False |
False |
437,023 |
| 20 |
7,009.00 |
6,164.00 |
845.00 |
12.3% |
181.75 |
2.6% |
83% |
False |
False |
523,720 |
| 40 |
7,047.25 |
6,164.00 |
883.25 |
12.9% |
129.50 |
1.9% |
79% |
False |
False |
426,166 |
| 60 |
7,047.25 |
6,164.00 |
883.25 |
12.9% |
108.50 |
1.6% |
79% |
False |
False |
344,204 |
| 80 |
7,047.25 |
6,164.00 |
883.25 |
12.9% |
96.00 |
1.4% |
79% |
False |
False |
258,489 |
| 100 |
7,047.25 |
6,013.75 |
1,033.50 |
15.1% |
86.50 |
1.3% |
82% |
False |
False |
206,892 |
| 120 |
7,047.25 |
5,853.25 |
1,194.00 |
17.4% |
80.00 |
1.2% |
85% |
False |
False |
172,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,449.75 |
|
2.618 |
7,265.75 |
|
1.618 |
7,153.00 |
|
1.000 |
7,083.25 |
|
0.618 |
7,040.25 |
|
HIGH |
6,970.50 |
|
0.618 |
6,927.50 |
|
0.500 |
6,914.00 |
|
0.382 |
6,900.75 |
|
LOW |
6,857.75 |
|
0.618 |
6,788.00 |
|
1.000 |
6,745.00 |
|
1.618 |
6,675.25 |
|
2.618 |
6,562.50 |
|
4.250 |
6,378.50 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,914.00 |
6,933.50 |
| PP |
6,897.75 |
6,910.50 |
| S1 |
6,881.50 |
6,887.75 |
|