| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
9,285.30 |
9,875.07 |
589.77 |
6.4% |
8,550.05 |
| High |
10,209.42 |
10,288.97 |
79.55 |
0.8% |
10,288.97 |
| Low |
9,244.20 |
9,709.58 |
465.38 |
5.0% |
7,854.06 |
| Close |
9,875.07 |
10,081.91 |
206.84 |
2.1% |
10,081.91 |
| Range |
965.22 |
579.39 |
-385.83 |
-40.0% |
2,434.91 |
| ATR |
1,408.59 |
1,349.36 |
-59.23 |
-4.2% |
0.00 |
| Volume |
152,167 |
99,886 |
-52,281 |
-34.4% |
570,275 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,764.99 |
11,502.84 |
10,400.57 |
|
| R3 |
11,185.60 |
10,923.45 |
10,241.24 |
|
| R2 |
10,606.21 |
10,606.21 |
10,188.13 |
|
| R1 |
10,344.06 |
10,344.06 |
10,135.02 |
10,475.14 |
| PP |
10,026.82 |
10,026.82 |
10,026.82 |
10,092.36 |
| S1 |
9,764.67 |
9,764.67 |
10,028.80 |
9,895.75 |
| S2 |
9,447.43 |
9,447.43 |
9,975.69 |
|
| S3 |
8,868.04 |
9,185.28 |
9,922.58 |
|
| S4 |
8,288.65 |
8,605.89 |
9,763.25 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,713.04 |
15,832.39 |
11,421.11 |
|
| R3 |
14,278.13 |
13,397.48 |
10,751.51 |
|
| R2 |
11,843.22 |
11,843.22 |
10,528.31 |
|
| R1 |
10,962.57 |
10,962.57 |
10,305.11 |
11,402.90 |
| PP |
9,408.31 |
9,408.31 |
9,408.31 |
9,628.48 |
| S1 |
8,527.66 |
8,527.66 |
9,858.71 |
8,967.99 |
| S2 |
6,973.40 |
6,973.40 |
9,635.51 |
|
| S3 |
4,538.49 |
6,092.75 |
9,412.31 |
|
| S4 |
2,103.58 |
3,657.84 |
8,742.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,288.97 |
7,854.06 |
2,434.91 |
24.2% |
851.87 |
8.4% |
91% |
True |
False |
114,055 |
| 10 |
10,288.97 |
5,963.26 |
4,325.71 |
42.9% |
1,249.63 |
12.4% |
95% |
True |
False |
188,148 |
| 20 |
12,998.57 |
5,963.26 |
7,035.31 |
69.8% |
1,307.48 |
13.0% |
59% |
False |
False |
162,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,751.38 |
|
2.618 |
11,805.81 |
|
1.618 |
11,226.42 |
|
1.000 |
10,868.36 |
|
0.618 |
10,647.03 |
|
HIGH |
10,288.97 |
|
0.618 |
10,067.64 |
|
0.500 |
9,999.28 |
|
0.382 |
9,930.91 |
|
LOW |
9,709.58 |
|
0.618 |
9,351.52 |
|
1.000 |
9,130.19 |
|
1.618 |
8,772.13 |
|
2.618 |
8,192.74 |
|
4.250 |
7,247.17 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,054.37 |
9,850.24 |
| PP |
10,026.82 |
9,618.57 |
| S1 |
9,999.28 |
9,386.91 |
|