| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1,321.0 |
1,317.1 |
-3.9 |
-0.3% |
1,334.6 |
| High |
1,325.0 |
1,330.0 |
5.0 |
0.4% |
1,349.3 |
| Low |
1,313.2 |
1,316.3 |
3.1 |
0.2% |
1,309.0 |
| Close |
1,315.7 |
1,326.4 |
10.7 |
0.8% |
1,315.7 |
| Range |
11.8 |
13.7 |
1.9 |
16.1% |
40.3 |
| ATR |
15.8 |
15.7 |
-0.1 |
-0.7% |
0.0 |
| Volume |
317,671 |
208,066 |
-109,605 |
-34.5% |
1,813,862 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.3 |
1,359.6 |
1,333.9 |
|
| R3 |
1,351.6 |
1,345.9 |
1,330.2 |
|
| R2 |
1,337.9 |
1,337.9 |
1,328.9 |
|
| R1 |
1,332.2 |
1,332.2 |
1,327.7 |
1,335.1 |
| PP |
1,324.2 |
1,324.2 |
1,324.2 |
1,325.7 |
| S1 |
1,318.5 |
1,318.5 |
1,325.1 |
1,321.4 |
| S2 |
1,310.5 |
1,310.5 |
1,323.9 |
|
| S3 |
1,296.8 |
1,304.8 |
1,322.6 |
|
| S4 |
1,283.1 |
1,291.1 |
1,318.9 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.6 |
1,420.9 |
1,337.9 |
|
| R3 |
1,405.3 |
1,380.6 |
1,326.8 |
|
| R2 |
1,365.0 |
1,365.0 |
1,323.1 |
|
| R1 |
1,340.3 |
1,340.3 |
1,319.4 |
1,332.5 |
| PP |
1,324.7 |
1,324.7 |
1,324.7 |
1,320.8 |
| S1 |
1,300.0 |
1,300.0 |
1,312.0 |
1,292.2 |
| S2 |
1,284.4 |
1,284.4 |
1,308.3 |
|
| S3 |
1,244.1 |
1,259.7 |
1,304.6 |
|
| S4 |
1,203.8 |
1,219.4 |
1,293.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.3 |
1,309.0 |
40.3 |
3.0% |
17.8 |
1.3% |
43% |
False |
False |
343,250 |
| 10 |
1,354.3 |
1,309.0 |
45.3 |
3.4% |
17.0 |
1.3% |
38% |
False |
False |
355,350 |
| 20 |
1,370.5 |
1,309.0 |
61.5 |
4.6% |
15.7 |
1.2% |
28% |
False |
False |
228,142 |
| 40 |
1,370.5 |
1,257.4 |
113.1 |
8.5% |
13.3 |
1.0% |
61% |
False |
False |
122,000 |
| 60 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
13.0 |
1.0% |
65% |
False |
False |
82,489 |
| 80 |
1,370.5 |
1,242.7 |
127.8 |
9.6% |
12.4 |
0.9% |
65% |
False |
False |
62,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.2 |
|
2.618 |
1,365.9 |
|
1.618 |
1,352.2 |
|
1.000 |
1,343.7 |
|
0.618 |
1,338.5 |
|
HIGH |
1,330.0 |
|
0.618 |
1,324.8 |
|
0.500 |
1,323.2 |
|
0.382 |
1,321.5 |
|
LOW |
1,316.3 |
|
0.618 |
1,307.8 |
|
1.000 |
1,302.6 |
|
1.618 |
1,294.1 |
|
2.618 |
1,280.4 |
|
4.250 |
1,258.1 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.3 |
1,324.1 |
| PP |
1,324.2 |
1,321.8 |
| S1 |
1,323.2 |
1,319.5 |
|