| 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 |
1,534.8 |
1,524.2 |
-10.6 |
-0.7% |
1,478.5 |
| High |
1,557.5 |
1,549.7 |
-7.8 |
-0.5% |
1,552.1 |
| Low |
1,524.0 |
1,516.7 |
-7.3 |
-0.5% |
1,463.8 |
| Close |
1,527.8 |
1,536.1 |
8.3 |
0.5% |
1,543.9 |
| Range |
33.5 |
33.0 |
-0.5 |
-1.5% |
88.3 |
| ATR |
32.3 |
32.4 |
0.0 |
0.2% |
0.0 |
| Volume |
19,435 |
17,680 |
-1,755 |
-9.0% |
126,894 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,633.3 |
1,617.8 |
1,554.3 |
|
| R3 |
1,600.3 |
1,584.8 |
1,545.3 |
|
| R2 |
1,567.3 |
1,567.3 |
1,542.3 |
|
| R1 |
1,551.8 |
1,551.8 |
1,539.0 |
1,559.5 |
| PP |
1,534.3 |
1,534.3 |
1,534.3 |
1,538.0 |
| S1 |
1,518.8 |
1,518.8 |
1,533.0 |
1,526.5 |
| S2 |
1,501.3 |
1,501.3 |
1,530.0 |
|
| S3 |
1,468.3 |
1,485.8 |
1,527.0 |
|
| S4 |
1,435.3 |
1,452.8 |
1,518.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.8 |
1,752.8 |
1,592.5 |
|
| R3 |
1,696.5 |
1,664.3 |
1,568.3 |
|
| R2 |
1,608.3 |
1,608.3 |
1,560.0 |
|
| R1 |
1,576.0 |
1,576.0 |
1,552.0 |
1,592.3 |
| PP |
1,520.0 |
1,520.0 |
1,520.0 |
1,528.0 |
| S1 |
1,487.8 |
1,487.8 |
1,535.8 |
1,503.8 |
| S2 |
1,431.8 |
1,431.8 |
1,527.8 |
|
| S3 |
1,343.3 |
1,399.5 |
1,519.5 |
|
| S4 |
1,255.0 |
1,311.3 |
1,495.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.5 |
1,514.7 |
42.8 |
2.8% |
26.8 |
1.7% |
50% |
False |
False |
19,648 |
| 10 |
1,557.5 |
1,434.0 |
123.5 |
8.0% |
35.0 |
2.3% |
83% |
False |
False |
27,995 |
| 20 |
1,612.8 |
1,411.8 |
201.0 |
13.1% |
36.3 |
2.4% |
62% |
False |
False |
29,794 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
27.0 |
1.8% |
60% |
False |
False |
23,905 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
24.0 |
1.6% |
60% |
False |
False |
20,324 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
19.5 |
1.3% |
60% |
False |
False |
15,248 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
16.3 |
1.1% |
60% |
False |
False |
12,200 |
| 120 |
1,619.2 |
1,396.3 |
222.9 |
14.5% |
14.0 |
0.9% |
63% |
False |
False |
10,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,690.0 |
|
2.618 |
1,636.0 |
|
1.618 |
1,603.0 |
|
1.000 |
1,582.8 |
|
0.618 |
1,570.0 |
|
HIGH |
1,549.8 |
|
0.618 |
1,537.0 |
|
0.500 |
1,533.3 |
|
0.382 |
1,529.3 |
|
LOW |
1,516.8 |
|
0.618 |
1,496.3 |
|
1.000 |
1,483.8 |
|
1.618 |
1,463.3 |
|
2.618 |
1,430.3 |
|
4.250 |
1,376.5 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,535.3 |
1,537.0 |
| PP |
1,534.3 |
1,536.8 |
| S1 |
1,533.3 |
1,536.5 |
|