| 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 |
2,755.25 |
2,787.75 |
32.50 |
1.2% |
2,737.50 |
| High |
2,791.00 |
2,795.00 |
4.00 |
0.1% |
2,754.50 |
| Low |
2,744.50 |
2,747.50 |
3.00 |
0.1% |
2,686.75 |
| Close |
2,789.50 |
2,752.75 |
-36.75 |
-1.3% |
2,753.25 |
| Range |
46.50 |
47.50 |
1.00 |
2.2% |
67.75 |
| ATR |
51.72 |
51.42 |
-0.30 |
-0.6% |
0.00 |
| Volume |
21,450 |
33,382 |
11,932 |
55.6% |
59,016 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.50 |
2,877.75 |
2,779.00 |
|
| R3 |
2,860.00 |
2,830.25 |
2,765.75 |
|
| R2 |
2,812.50 |
2,812.50 |
2,761.50 |
|
| R1 |
2,782.75 |
2,782.75 |
2,757.00 |
2,774.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,760.75 |
| S1 |
2,735.25 |
2,735.25 |
2,748.50 |
2,726.50 |
| S2 |
2,717.50 |
2,717.50 |
2,744.00 |
|
| S3 |
2,670.00 |
2,687.75 |
2,739.75 |
|
| S4 |
2,622.50 |
2,640.25 |
2,726.50 |
|
|
| 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 |
2,795.00 |
2,686.75 |
108.25 |
3.9% |
47.25 |
1.7% |
61% |
True |
False |
20,954 |
| 10 |
2,795.00 |
2,630.25 |
164.75 |
6.0% |
46.75 |
1.7% |
74% |
True |
False |
18,746 |
| 20 |
2,862.25 |
2,532.50 |
329.75 |
12.0% |
65.50 |
2.4% |
67% |
False |
False |
23,822 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
44.50 |
1.6% |
63% |
False |
False |
16,721 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
35.75 |
1.3% |
63% |
False |
False |
12,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.00 |
|
2.618 |
2,919.25 |
|
1.618 |
2,871.75 |
|
1.000 |
2,842.50 |
|
0.618 |
2,824.25 |
|
HIGH |
2,795.00 |
|
0.618 |
2,776.75 |
|
0.500 |
2,771.25 |
|
0.382 |
2,765.75 |
|
LOW |
2,747.50 |
|
0.618 |
2,718.25 |
|
1.000 |
2,700.00 |
|
1.618 |
2,670.75 |
|
2.618 |
2,623.25 |
|
4.250 |
2,545.50 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.25 |
2,754.50 |
| PP |
2,765.00 |
2,754.00 |
| S1 |
2,759.00 |
2,753.50 |
|