| 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 |
2,717.00 |
2,755.25 |
38.25 |
1.4% |
2,737.50 |
| High |
2,754.50 |
2,791.00 |
36.50 |
1.3% |
2,754.50 |
| Low |
2,714.25 |
2,744.50 |
30.25 |
1.1% |
2,686.75 |
| Close |
2,753.25 |
2,789.50 |
36.25 |
1.3% |
2,753.25 |
| Range |
40.25 |
46.50 |
6.25 |
15.5% |
67.75 |
| ATR |
52.13 |
51.72 |
-0.40 |
-0.8% |
0.00 |
| Volume |
14,968 |
21,450 |
6,482 |
43.3% |
59,016 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.50 |
2,898.50 |
2,815.00 |
|
| R3 |
2,868.00 |
2,852.00 |
2,802.25 |
|
| R2 |
2,821.50 |
2,821.50 |
2,798.00 |
|
| R1 |
2,805.50 |
2,805.50 |
2,793.75 |
2,813.50 |
| PP |
2,775.00 |
2,775.00 |
2,775.00 |
2,779.00 |
| S1 |
2,759.00 |
2,759.00 |
2,785.25 |
2,767.00 |
| S2 |
2,728.50 |
2,728.50 |
2,781.00 |
|
| S3 |
2,682.00 |
2,712.50 |
2,776.75 |
|
| S4 |
2,635.50 |
2,666.00 |
2,764.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.75 |
2,911.75 |
2,790.50 |
|
| R3 |
2,867.00 |
2,844.00 |
2,772.00 |
|
| R2 |
2,799.25 |
2,799.25 |
2,765.75 |
|
| R1 |
2,776.25 |
2,776.25 |
2,759.50 |
2,787.75 |
| PP |
2,731.50 |
2,731.50 |
2,731.50 |
2,737.25 |
| S1 |
2,708.50 |
2,708.50 |
2,747.00 |
2,720.00 |
| S2 |
2,663.75 |
2,663.75 |
2,740.75 |
|
| S3 |
2,596.00 |
2,640.75 |
2,734.50 |
|
| S4 |
2,528.25 |
2,573.00 |
2,716.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.00 |
2,686.75 |
104.25 |
3.7% |
46.25 |
1.7% |
99% |
True |
False |
16,093 |
| 10 |
2,791.00 |
2,623.25 |
167.75 |
6.0% |
47.00 |
1.7% |
99% |
True |
False |
16,257 |
| 20 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
64.50 |
2.3% |
73% |
False |
False |
23,499 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
43.50 |
1.6% |
73% |
False |
False |
15,966 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.6% |
35.00 |
1.3% |
73% |
False |
False |
11,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.50 |
|
2.618 |
2,912.75 |
|
1.618 |
2,866.25 |
|
1.000 |
2,837.50 |
|
0.618 |
2,819.75 |
|
HIGH |
2,791.00 |
|
0.618 |
2,773.25 |
|
0.500 |
2,767.75 |
|
0.382 |
2,762.25 |
|
LOW |
2,744.50 |
|
0.618 |
2,715.75 |
|
1.000 |
2,698.00 |
|
1.618 |
2,669.25 |
|
2.618 |
2,622.75 |
|
4.250 |
2,547.00 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.25 |
2,772.50 |
| PP |
2,775.00 |
2,755.75 |
| S1 |
2,767.75 |
2,739.00 |
|