| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
11,090.43 |
11,697.85 |
607.42 |
5.5% |
8,550.05 |
| High |
11,747.39 |
11,770.87 |
23.48 |
0.2% |
10,288.97 |
| Low |
11,059.42 |
10,233.92 |
-825.50 |
-7.5% |
7,854.06 |
| Close |
11,698.86 |
10,281.63 |
-1,417.23 |
-12.1% |
10,081.91 |
| Range |
687.97 |
1,536.95 |
848.98 |
123.4% |
2,434.91 |
| ATR |
1,293.77 |
1,311.14 |
17.37 |
1.3% |
0.00 |
| Volume |
109,201 |
189,538 |
80,337 |
73.6% |
570,275 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,372.99 |
14,364.26 |
11,126.95 |
|
| R3 |
13,836.04 |
12,827.31 |
10,704.29 |
|
| R2 |
12,299.09 |
12,299.09 |
10,563.40 |
|
| R1 |
11,290.36 |
11,290.36 |
10,422.52 |
11,026.25 |
| PP |
10,762.14 |
10,762.14 |
10,762.14 |
10,630.09 |
| S1 |
9,753.41 |
9,753.41 |
10,140.74 |
9,489.30 |
| S2 |
9,225.19 |
9,225.19 |
9,999.86 |
|
| S3 |
7,688.24 |
8,216.46 |
9,858.97 |
|
| S4 |
6,151.29 |
6,679.51 |
9,436.31 |
|
|
| 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 |
11,770.87 |
9,244.20 |
2,526.67 |
24.6% |
998.60 |
9.7% |
41% |
True |
False |
129,455 |
| 10 |
11,770.87 |
7,545.99 |
4,224.88 |
41.1% |
975.83 |
9.5% |
65% |
True |
False |
130,278 |
| 20 |
11,815.61 |
5,963.26 |
5,852.35 |
56.9% |
1,210.52 |
11.8% |
74% |
False |
False |
163,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,302.91 |
|
2.618 |
15,794.61 |
|
1.618 |
14,257.66 |
|
1.000 |
13,307.82 |
|
0.618 |
12,720.71 |
|
HIGH |
11,770.87 |
|
0.618 |
11,183.76 |
|
0.500 |
11,002.40 |
|
0.382 |
10,821.03 |
|
LOW |
10,233.92 |
|
0.618 |
9,284.08 |
|
1.000 |
8,696.97 |
|
1.618 |
7,747.13 |
|
2.618 |
6,210.18 |
|
4.250 |
3,701.88 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,002.40 |
10,911.08 |
| PP |
10,762.14 |
10,701.26 |
| S1 |
10,521.89 |
10,491.45 |
|