| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
9,909.07 |
9,414.71 |
-494.36 |
-5.0% |
10,080.90 |
| High |
10,397.18 |
10,443.95 |
46.77 |
0.4% |
11,770.87 |
| Low |
9,589.65 |
9,392.75 |
-196.90 |
-2.1% |
9,589.65 |
| Close |
10,046.80 |
10,380.65 |
333.85 |
3.3% |
10,046.80 |
| Range |
807.53 |
1,051.20 |
243.67 |
30.2% |
2,181.22 |
| ATR |
1,266.72 |
1,251.33 |
-15.39 |
-1.2% |
0.00 |
| Volume |
132,563 |
106,729 |
-25,834 |
-19.5% |
689,737 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,226.05 |
12,854.55 |
10,958.81 |
|
| R3 |
12,174.85 |
11,803.35 |
10,669.73 |
|
| R2 |
11,123.65 |
11,123.65 |
10,573.37 |
|
| R1 |
10,752.15 |
10,752.15 |
10,477.01 |
10,937.90 |
| PP |
10,072.45 |
10,072.45 |
10,072.45 |
10,165.33 |
| S1 |
9,700.95 |
9,700.95 |
10,284.29 |
9,886.70 |
| S2 |
9,021.25 |
9,021.25 |
10,187.93 |
|
| S3 |
7,970.05 |
8,649.75 |
10,091.57 |
|
| S4 |
6,918.85 |
7,598.55 |
9,802.49 |
|
|
| 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 |
9,392.75 |
2,378.12 |
22.9% |
1,053.51 |
10.1% |
42% |
False |
True |
139,996 |
| 10 |
11,770.87 |
8,368.83 |
3,402.04 |
32.8% |
953.29 |
9.2% |
59% |
False |
False |
125,828 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
55.9% |
1,204.10 |
11.6% |
76% |
False |
False |
170,041 |
| 40 |
17,224.62 |
5,963.26 |
11,261.36 |
108.5% |
1,458.41 |
14.0% |
39% |
False |
False |
146,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,911.55 |
|
2.618 |
13,195.99 |
|
1.618 |
12,144.79 |
|
1.000 |
11,495.15 |
|
0.618 |
11,093.59 |
|
HIGH |
10,443.95 |
|
0.618 |
10,042.39 |
|
0.500 |
9,918.35 |
|
0.382 |
9,794.31 |
|
LOW |
9,392.75 |
|
0.618 |
8,743.11 |
|
1.000 |
8,341.55 |
|
1.618 |
7,691.91 |
|
2.618 |
6,640.71 |
|
4.250 |
4,925.15 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,226.55 |
10,306.70 |
| PP |
10,072.45 |
10,232.75 |
| S1 |
9,918.35 |
10,158.80 |
|