| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
10,080.90 |
11,090.43 |
1,009.53 |
10.0% |
8,550.05 |
| High |
11,274.74 |
11,747.39 |
472.65 |
4.2% |
10,288.97 |
| Low |
10,051.28 |
11,059.42 |
1,008.14 |
10.0% |
7,854.06 |
| Close |
11,183.26 |
11,698.86 |
515.60 |
4.6% |
10,081.91 |
| Range |
1,223.46 |
687.97 |
-535.49 |
-43.8% |
2,434.91 |
| ATR |
1,340.37 |
1,293.77 |
-46.60 |
-3.5% |
0.00 |
| Volume |
96,484 |
109,201 |
12,717 |
13.2% |
570,275 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,565.80 |
13,320.30 |
12,077.24 |
|
| R3 |
12,877.83 |
12,632.33 |
11,888.05 |
|
| R2 |
12,189.86 |
12,189.86 |
11,824.99 |
|
| R1 |
11,944.36 |
11,944.36 |
11,761.92 |
12,067.11 |
| PP |
11,501.89 |
11,501.89 |
11,501.89 |
11,563.27 |
| S1 |
11,256.39 |
11,256.39 |
11,635.80 |
11,379.14 |
| S2 |
10,813.92 |
10,813.92 |
11,572.73 |
|
| S3 |
10,125.95 |
10,568.42 |
11,509.67 |
|
| S4 |
9,437.98 |
9,880.45 |
11,320.48 |
|
|
| 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 |
11,747.39 |
8,484.84 |
3,262.55 |
27.9% |
867.59 |
7.4% |
99% |
True |
False |
114,663 |
| 10 |
11,747.39 |
7,204.75 |
4,542.64 |
38.8% |
958.17 |
8.2% |
99% |
True |
False |
134,803 |
| 20 |
11,815.61 |
5,963.26 |
5,852.35 |
50.0% |
1,184.01 |
10.1% |
98% |
False |
False |
158,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,671.26 |
|
2.618 |
13,548.50 |
|
1.618 |
12,860.53 |
|
1.000 |
12,435.36 |
|
0.618 |
12,172.56 |
|
HIGH |
11,747.39 |
|
0.618 |
11,484.59 |
|
0.500 |
11,403.41 |
|
0.382 |
11,322.22 |
|
LOW |
11,059.42 |
|
0.618 |
10,634.25 |
|
1.000 |
10,371.45 |
|
1.618 |
9,946.28 |
|
2.618 |
9,258.31 |
|
4.250 |
8,135.55 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,600.38 |
11,375.40 |
| PP |
11,501.89 |
11,051.94 |
| S1 |
11,403.41 |
10,728.49 |
|