| 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 |
1,551.3 |
1,560.2 |
8.9 |
0.6% |
1,540.0 |
| High |
1,563.2 |
1,567.5 |
4.3 |
0.3% |
1,557.5 |
| Low |
1,543.3 |
1,535.1 |
-8.2 |
-0.5% |
1,516.7 |
| Close |
1,561.5 |
1,538.3 |
-23.2 |
-1.5% |
1,550.9 |
| Range |
19.9 |
32.4 |
12.5 |
62.8% |
40.8 |
| ATR |
30.7 |
30.9 |
0.1 |
0.4% |
0.0 |
| Volume |
8,292 |
13,958 |
5,666 |
68.3% |
64,069 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.3 |
1,623.8 |
1,556.0 |
|
| R3 |
1,611.8 |
1,591.3 |
1,547.3 |
|
| R2 |
1,579.3 |
1,579.3 |
1,544.3 |
|
| R1 |
1,558.8 |
1,558.8 |
1,541.3 |
1,553.0 |
| PP |
1,547.0 |
1,547.0 |
1,547.0 |
1,544.0 |
| S1 |
1,526.5 |
1,526.5 |
1,535.3 |
1,520.5 |
| S2 |
1,514.5 |
1,514.5 |
1,532.3 |
|
| S3 |
1,482.3 |
1,494.0 |
1,529.5 |
|
| S4 |
1,449.8 |
1,461.8 |
1,520.5 |
|
|
| 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 |
1,567.5 |
1,516.7 |
50.8 |
3.3% |
28.0 |
1.8% |
43% |
True |
False |
13,779 |
| 10 |
1,567.5 |
1,470.1 |
97.4 |
6.3% |
28.5 |
1.8% |
70% |
True |
False |
17,970 |
| 20 |
1,599.4 |
1,411.8 |
187.6 |
12.2% |
37.8 |
2.5% |
67% |
False |
False |
28,689 |
| 40 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
28.3 |
1.8% |
61% |
False |
False |
23,912 |
| 60 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
24.8 |
1.6% |
61% |
False |
False |
20,850 |
| 80 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
20.3 |
1.3% |
61% |
False |
False |
15,645 |
| 100 |
1,619.2 |
1,411.8 |
207.4 |
13.5% |
16.8 |
1.1% |
61% |
False |
False |
12,517 |
| 120 |
1,619.2 |
1,396.3 |
222.9 |
14.5% |
14.5 |
0.9% |
64% |
False |
False |
10,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,705.3 |
|
2.618 |
1,652.3 |
|
1.618 |
1,620.0 |
|
1.000 |
1,600.0 |
|
0.618 |
1,587.5 |
|
HIGH |
1,567.5 |
|
0.618 |
1,555.0 |
|
0.500 |
1,551.3 |
|
0.382 |
1,547.5 |
|
LOW |
1,535.0 |
|
0.618 |
1,515.0 |
|
1.000 |
1,502.8 |
|
1.618 |
1,482.8 |
|
2.618 |
1,450.3 |
|
4.250 |
1,397.5 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,551.3 |
1,549.0 |
| PP |
1,547.0 |
1,545.5 |
| S1 |
1,542.8 |
1,541.8 |
|