| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,498.5 |
1,522.5 |
24.0 |
1.6% |
1,543.7 |
| High |
1,524.7 |
1,542.3 |
17.6 |
1.2% |
1,548.2 |
| Low |
1,470.1 |
1,514.7 |
44.6 |
3.0% |
1,411.8 |
| Close |
1,521.0 |
1,540.3 |
19.3 |
1.3% |
1,477.2 |
| Range |
54.6 |
27.6 |
-27.0 |
-49.5% |
136.4 |
| ATR |
34.7 |
34.2 |
-0.5 |
-1.5% |
0.0 |
| Volume |
32,957 |
21,687 |
-11,270 |
-34.2% |
242,170 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.3 |
1,605.3 |
1,555.5 |
|
| R3 |
1,587.8 |
1,577.8 |
1,548.0 |
|
| R2 |
1,560.0 |
1,560.0 |
1,545.3 |
|
| R1 |
1,550.3 |
1,550.3 |
1,542.8 |
1,555.0 |
| PP |
1,532.5 |
1,532.5 |
1,532.5 |
1,535.0 |
| S1 |
1,522.5 |
1,522.5 |
1,537.8 |
1,527.5 |
| S2 |
1,504.8 |
1,504.8 |
1,535.3 |
|
| S3 |
1,477.3 |
1,495.0 |
1,532.8 |
|
| S4 |
1,449.8 |
1,467.3 |
1,525.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.3 |
1,819.3 |
1,552.3 |
|
| R3 |
1,751.8 |
1,682.8 |
1,514.8 |
|
| R2 |
1,615.5 |
1,615.5 |
1,502.3 |
|
| R1 |
1,546.3 |
1,546.3 |
1,489.8 |
1,512.8 |
| PP |
1,479.0 |
1,479.0 |
1,479.0 |
1,462.3 |
| S1 |
1,410.0 |
1,410.0 |
1,464.8 |
1,376.3 |
| S2 |
1,342.8 |
1,342.8 |
1,452.3 |
|
| S3 |
1,206.3 |
1,273.5 |
1,439.8 |
|
| S4 |
1,069.8 |
1,137.3 |
1,402.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,542.3 |
1,434.0 |
108.3 |
7.0% |
38.8 |
2.5% |
98% |
True |
False |
32,313 |
| 10 |
1,580.8 |
1,411.8 |
169.0 |
11.0% |
51.3 |
3.3% |
76% |
False |
False |
38,699 |
| 20 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
35.3 |
2.3% |
62% |
False |
False |
29,879 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
25.8 |
1.7% |
62% |
False |
False |
23,642 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
22.8 |
1.5% |
62% |
False |
False |
19,051 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
18.3 |
1.2% |
62% |
False |
False |
14,292 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
15.5 |
1.0% |
62% |
False |
False |
11,434 |
| 120 |
1,619.2 |
1,380.5 |
238.7 |
15.5% |
13.0 |
0.8% |
67% |
False |
False |
9,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.5 |
|
2.618 |
1,614.5 |
|
1.618 |
1,587.0 |
|
1.000 |
1,570.0 |
|
0.618 |
1,559.3 |
|
HIGH |
1,542.3 |
|
0.618 |
1,531.8 |
|
0.500 |
1,528.5 |
|
0.382 |
1,525.3 |
|
LOW |
1,514.8 |
|
0.618 |
1,497.8 |
|
1.000 |
1,487.0 |
|
1.618 |
1,470.0 |
|
2.618 |
1,442.5 |
|
4.250 |
1,397.5 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,536.3 |
1,529.0 |
| PP |
1,532.5 |
1,517.5 |
| S1 |
1,528.5 |
1,506.3 |
|