| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
10,289.33 |
9,909.07 |
-380.26 |
-3.7% |
10,080.90 |
| High |
10,924.84 |
10,397.18 |
-527.66 |
-4.8% |
11,770.87 |
| Low |
9,740.94 |
9,589.65 |
-151.29 |
-1.6% |
9,589.65 |
| Close |
9,909.06 |
10,046.80 |
137.74 |
1.4% |
10,046.80 |
| Range |
1,183.90 |
807.53 |
-376.37 |
-31.8% |
2,181.22 |
| ATR |
1,302.05 |
1,266.72 |
-35.32 |
-2.7% |
0.00 |
| Volume |
161,951 |
132,563 |
-29,388 |
-18.1% |
689,737 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,433.80 |
12,047.83 |
10,490.94 |
|
| R3 |
11,626.27 |
11,240.30 |
10,268.87 |
|
| R2 |
10,818.74 |
10,818.74 |
10,194.85 |
|
| R1 |
10,432.77 |
10,432.77 |
10,120.82 |
10,625.76 |
| PP |
10,011.21 |
10,011.21 |
10,011.21 |
10,107.70 |
| S1 |
9,625.24 |
9,625.24 |
9,972.78 |
9,818.23 |
| S2 |
9,203.68 |
9,203.68 |
9,898.75 |
|
| S3 |
8,396.15 |
8,817.71 |
9,824.73 |
|
| S4 |
7,588.62 |
8,010.18 |
9,602.66 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,012.77 |
15,711.00 |
11,246.47 |
|
| R3 |
14,831.55 |
13,529.78 |
10,646.64 |
|
| R2 |
12,650.33 |
12,650.33 |
10,446.69 |
|
| R1 |
11,348.56 |
11,348.56 |
10,246.75 |
10,908.84 |
| PP |
10,469.11 |
10,469.11 |
10,469.11 |
10,249.24 |
| S1 |
9,167.34 |
9,167.34 |
9,846.85 |
8,727.62 |
| S2 |
8,287.89 |
8,287.89 |
9,646.91 |
|
| S3 |
6,106.67 |
6,986.12 |
9,446.96 |
|
| S4 |
3,925.45 |
4,804.90 |
8,847.13 |
|
|
| 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 |
9,589.65 |
2,181.22 |
21.7% |
1,087.96 |
10.8% |
21% |
False |
True |
137,947 |
| 10 |
11,770.87 |
7,854.06 |
3,916.81 |
39.0% |
969.92 |
9.7% |
56% |
False |
False |
126,001 |
| 20 |
11,815.61 |
5,963.26 |
5,852.35 |
58.3% |
1,203.88 |
12.0% |
70% |
False |
False |
168,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,829.18 |
|
2.618 |
12,511.29 |
|
1.618 |
11,703.76 |
|
1.000 |
11,204.71 |
|
0.618 |
10,896.23 |
|
HIGH |
10,397.18 |
|
0.618 |
10,088.70 |
|
0.500 |
9,993.42 |
|
0.382 |
9,898.13 |
|
LOW |
9,589.65 |
|
0.618 |
9,090.60 |
|
1.000 |
8,782.12 |
|
1.618 |
8,283.07 |
|
2.618 |
7,475.54 |
|
4.250 |
6,157.65 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,029.01 |
10,680.26 |
| PP |
10,011.21 |
10,469.11 |
| S1 |
9,993.42 |
10,257.95 |
|