| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
10,380.21 |
10,762.88 |
382.67 |
3.7% |
10,080.90 |
| High |
10,868.89 |
11,054.72 |
185.83 |
1.7% |
11,770.87 |
| Low |
10,146.96 |
10,403.42 |
256.46 |
2.5% |
9,589.65 |
| Close |
10,763.49 |
10,542.55 |
-220.94 |
-2.1% |
10,046.80 |
| Range |
721.93 |
651.30 |
-70.63 |
-9.8% |
2,181.22 |
| ATR |
1,213.52 |
1,173.36 |
-40.16 |
-3.3% |
0.00 |
| Volume |
91,294 |
94,657 |
3,363 |
3.7% |
689,737 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,620.80 |
12,232.97 |
10,900.77 |
|
| R3 |
11,969.50 |
11,581.67 |
10,721.66 |
|
| R2 |
11,318.20 |
11,318.20 |
10,661.96 |
|
| R1 |
10,930.37 |
10,930.37 |
10,602.25 |
10,798.64 |
| PP |
10,666.90 |
10,666.90 |
10,666.90 |
10,601.03 |
| S1 |
10,279.07 |
10,279.07 |
10,482.85 |
10,147.34 |
| S2 |
10,015.60 |
10,015.60 |
10,423.15 |
|
| S3 |
9,364.30 |
9,627.77 |
10,363.44 |
|
| S4 |
8,713.00 |
8,976.47 |
10,184.34 |
|
|
| 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 |
11,054.72 |
9,392.75 |
1,661.97 |
15.8% |
883.17 |
8.4% |
69% |
True |
False |
117,438 |
| 10 |
11,770.87 |
9,244.20 |
2,526.67 |
24.0% |
940.89 |
8.9% |
51% |
False |
False |
123,447 |
| 20 |
11,770.87 |
5,963.26 |
5,807.61 |
55.1% |
1,168.46 |
11.1% |
79% |
False |
False |
166,661 |
| 40 |
17,224.62 |
5,963.26 |
11,261.36 |
106.8% |
1,417.85 |
13.4% |
41% |
False |
False |
147,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,822.75 |
|
2.618 |
12,759.82 |
|
1.618 |
12,108.52 |
|
1.000 |
11,706.02 |
|
0.618 |
11,457.22 |
|
HIGH |
11,054.72 |
|
0.618 |
10,805.92 |
|
0.500 |
10,729.07 |
|
0.382 |
10,652.22 |
|
LOW |
10,403.42 |
|
0.618 |
10,000.92 |
|
1.000 |
9,752.12 |
|
1.618 |
9,349.62 |
|
2.618 |
8,698.32 |
|
4.250 |
7,635.40 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
10,729.07 |
10,436.28 |
| PP |
10,666.90 |
10,330.01 |
| S1 |
10,604.72 |
10,223.74 |
|