| Trading Metrics calculated at close of trading on 19-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
19-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
9,875.07 |
10,080.90 |
205.83 |
2.1% |
8,550.05 |
| High |
10,288.97 |
11,274.74 |
985.77 |
9.6% |
10,288.97 |
| Low |
9,709.58 |
10,051.28 |
341.70 |
3.5% |
7,854.06 |
| Close |
10,081.91 |
11,183.26 |
1,101.35 |
10.9% |
10,081.91 |
| Range |
579.39 |
1,223.46 |
644.07 |
111.2% |
2,434.91 |
| ATR |
1,349.36 |
1,340.37 |
-8.99 |
-0.7% |
0.00 |
| Volume |
99,886 |
96,484 |
-3,402 |
-3.4% |
570,275 |
|
| Daily Pivots for day following 19-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,506.81 |
14,068.49 |
11,856.16 |
|
| R3 |
13,283.35 |
12,845.03 |
11,519.71 |
|
| R2 |
12,059.89 |
12,059.89 |
11,407.56 |
|
| R1 |
11,621.57 |
11,621.57 |
11,295.41 |
11,840.73 |
| PP |
10,836.43 |
10,836.43 |
10,836.43 |
10,946.01 |
| S1 |
10,398.11 |
10,398.11 |
11,071.11 |
10,617.27 |
| S2 |
9,612.97 |
9,612.97 |
10,958.96 |
|
| S3 |
8,389.51 |
9,174.65 |
10,846.81 |
|
| S4 |
7,166.05 |
7,951.19 |
10,510.36 |
|
|
| 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 |
11,274.74 |
8,368.83 |
2,905.91 |
26.0% |
853.08 |
7.6% |
97% |
True |
False |
111,660 |
| 10 |
11,274.74 |
5,963.26 |
5,311.48 |
47.5% |
1,085.64 |
9.7% |
98% |
True |
False |
168,962 |
| 20 |
11,815.61 |
5,963.26 |
5,852.35 |
52.3% |
1,220.65 |
10.9% |
89% |
False |
False |
160,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,474.45 |
|
2.618 |
14,477.76 |
|
1.618 |
13,254.30 |
|
1.000 |
12,498.20 |
|
0.618 |
12,030.84 |
|
HIGH |
11,274.74 |
|
0.618 |
10,807.38 |
|
0.500 |
10,663.01 |
|
0.382 |
10,518.64 |
|
LOW |
10,051.28 |
|
0.618 |
9,295.18 |
|
1.000 |
8,827.82 |
|
1.618 |
8,071.72 |
|
2.618 |
6,848.26 |
|
4.250 |
4,851.58 |
|
|
| Fisher Pivots for day following 19-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,009.84 |
10,875.33 |
| PP |
10,836.43 |
10,567.40 |
| S1 |
10,663.01 |
10,259.47 |
|