| 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 |
1,539.9 |
1,551.3 |
11.4 |
0.7% |
1,540.0 |
| High |
1,551.9 |
1,563.2 |
11.3 |
0.7% |
1,557.5 |
| Low |
1,530.4 |
1,543.3 |
12.9 |
0.8% |
1,516.7 |
| Close |
1,550.9 |
1,561.5 |
10.6 |
0.7% |
1,550.9 |
| Range |
21.5 |
19.9 |
-1.6 |
-7.4% |
40.8 |
| ATR |
31.6 |
30.7 |
-0.8 |
-2.6% |
0.0 |
| Volume |
9,532 |
8,292 |
-1,240 |
-13.0% |
64,069 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.8 |
1,608.5 |
1,572.5 |
|
| R3 |
1,595.8 |
1,588.5 |
1,567.0 |
|
| R2 |
1,576.0 |
1,576.0 |
1,565.3 |
|
| R1 |
1,568.8 |
1,568.8 |
1,563.3 |
1,572.3 |
| PP |
1,556.0 |
1,556.0 |
1,556.0 |
1,557.8 |
| S1 |
1,548.8 |
1,548.8 |
1,559.8 |
1,552.5 |
| S2 |
1,536.0 |
1,536.0 |
1,557.8 |
|
| S3 |
1,516.3 |
1,529.0 |
1,556.0 |
|
| S4 |
1,496.3 |
1,509.0 |
1,550.5 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.0 |
1,648.3 |
1,573.3 |
|
| R3 |
1,623.3 |
1,607.5 |
1,562.0 |
|
| R2 |
1,582.5 |
1,582.5 |
1,558.5 |
|
| R1 |
1,566.8 |
1,566.8 |
1,554.8 |
1,574.5 |
| PP |
1,541.8 |
1,541.8 |
1,541.8 |
1,545.8 |
| S1 |
1,526.0 |
1,526.0 |
1,547.3 |
1,533.8 |
| S2 |
1,501.0 |
1,501.0 |
1,543.5 |
|
| S3 |
1,460.0 |
1,485.0 |
1,539.8 |
|
| S4 |
1,419.3 |
1,444.3 |
1,528.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,563.2 |
1,516.7 |
46.5 |
3.0% |
26.0 |
1.7% |
96% |
True |
False |
14,472 |
| 10 |
1,563.2 |
1,463.8 |
99.4 |
6.4% |
28.5 |
1.8% |
98% |
True |
False |
19,925 |
| 20 |
1,612.8 |
1,411.8 |
201.0 |
12.9% |
37.0 |
2.4% |
74% |
False |
False |
28,972 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.3% |
27.5 |
1.8% |
72% |
False |
False |
23,797 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.3% |
24.5 |
1.6% |
72% |
False |
False |
20,620 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.3% |
20.0 |
1.3% |
72% |
False |
False |
15,471 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.3% |
16.5 |
1.1% |
72% |
False |
False |
12,378 |
| 120 |
1,619.2 |
1,396.3 |
222.9 |
14.3% |
14.3 |
0.9% |
74% |
False |
False |
10,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,647.8 |
|
2.618 |
1,615.3 |
|
1.618 |
1,595.5 |
|
1.000 |
1,583.0 |
|
0.618 |
1,575.5 |
|
HIGH |
1,563.3 |
|
0.618 |
1,555.5 |
|
0.500 |
1,553.3 |
|
0.382 |
1,551.0 |
|
LOW |
1,543.3 |
|
0.618 |
1,531.0 |
|
1.000 |
1,523.5 |
|
1.618 |
1,511.0 |
|
2.618 |
1,491.3 |
|
4.250 |
1,458.8 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.8 |
1,554.3 |
| PP |
1,556.0 |
1,547.3 |
| S1 |
1,553.3 |
1,540.0 |
|