| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,787.75 |
2,751.75 |
-36.00 |
-1.3% |
2,737.50 |
| High |
2,795.00 |
2,767.00 |
-28.00 |
-1.0% |
2,754.50 |
| Low |
2,747.50 |
2,716.75 |
-30.75 |
-1.1% |
2,686.75 |
| Close |
2,752.75 |
2,719.50 |
-33.25 |
-1.2% |
2,753.25 |
| Range |
47.50 |
50.25 |
2.75 |
5.8% |
67.75 |
| ATR |
51.42 |
51.34 |
-0.08 |
-0.2% |
0.00 |
| Volume |
33,382 |
34,843 |
1,461 |
4.4% |
59,016 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.25 |
2,852.50 |
2,747.25 |
|
| R3 |
2,835.00 |
2,802.25 |
2,733.25 |
|
| R2 |
2,784.75 |
2,784.75 |
2,728.75 |
|
| R1 |
2,752.00 |
2,752.00 |
2,724.00 |
2,743.25 |
| PP |
2,734.50 |
2,734.50 |
2,734.50 |
2,730.00 |
| S1 |
2,701.75 |
2,701.75 |
2,715.00 |
2,693.00 |
| S2 |
2,684.25 |
2,684.25 |
2,710.25 |
|
| S3 |
2,634.00 |
2,651.50 |
2,705.75 |
|
| S4 |
2,583.75 |
2,601.25 |
2,691.75 |
|
|
| 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 |
4.0% |
46.50 |
1.7% |
30% |
False |
False |
23,877 |
| 10 |
2,795.00 |
2,630.25 |
164.75 |
6.1% |
48.50 |
1.8% |
54% |
False |
False |
20,937 |
| 20 |
2,844.25 |
2,532.50 |
311.75 |
11.5% |
66.00 |
2.4% |
60% |
False |
False |
23,194 |
| 40 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
45.00 |
1.7% |
53% |
False |
False |
17,426 |
| 60 |
2,883.25 |
2,532.50 |
350.75 |
12.9% |
36.00 |
1.3% |
53% |
False |
False |
12,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.50 |
|
2.618 |
2,898.50 |
|
1.618 |
2,848.25 |
|
1.000 |
2,817.25 |
|
0.618 |
2,798.00 |
|
HIGH |
2,767.00 |
|
0.618 |
2,747.75 |
|
0.500 |
2,742.00 |
|
0.382 |
2,736.00 |
|
LOW |
2,716.75 |
|
0.618 |
2,685.75 |
|
1.000 |
2,666.50 |
|
1.618 |
2,635.50 |
|
2.618 |
2,585.25 |
|
4.250 |
2,503.25 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.00 |
2,756.00 |
| PP |
2,734.50 |
2,743.75 |
| S1 |
2,727.00 |
2,731.50 |
|