| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,144.0 |
3,161.0 |
17.0 |
0.5% |
3,168.0 |
| High |
3,170.0 |
3,198.0 |
28.0 |
0.9% |
3,213.0 |
| Low |
3,139.0 |
3,160.0 |
21.0 |
0.7% |
3,120.0 |
| Close |
3,164.0 |
3,192.0 |
28.0 |
0.9% |
3,132.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
93.0 |
| ATR |
43.9 |
43.5 |
-0.4 |
-1.0% |
0.0 |
| Volume |
832,001 |
912,165 |
80,164 |
9.6% |
5,337,210 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,297.3 |
3,282.7 |
3,212.9 |
|
| R3 |
3,259.3 |
3,244.7 |
3,202.5 |
|
| R2 |
3,221.3 |
3,221.3 |
3,199.0 |
|
| R1 |
3,206.7 |
3,206.7 |
3,195.5 |
3,214.0 |
| PP |
3,183.3 |
3,183.3 |
3,183.3 |
3,187.0 |
| S1 |
3,168.7 |
3,168.7 |
3,188.5 |
3,176.0 |
| S2 |
3,145.3 |
3,145.3 |
3,185.0 |
|
| S3 |
3,107.3 |
3,130.7 |
3,181.6 |
|
| S4 |
3,069.3 |
3,092.7 |
3,171.1 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,434.0 |
3,376.0 |
3,183.2 |
|
| R3 |
3,341.0 |
3,283.0 |
3,157.6 |
|
| R2 |
3,248.0 |
3,248.0 |
3,149.1 |
|
| R1 |
3,190.0 |
3,190.0 |
3,140.5 |
3,172.5 |
| PP |
3,155.0 |
3,155.0 |
3,155.0 |
3,146.3 |
| S1 |
3,097.0 |
3,097.0 |
3,123.5 |
3,079.5 |
| S2 |
3,062.0 |
3,062.0 |
3,115.0 |
|
| S3 |
2,969.0 |
3,004.0 |
3,106.4 |
|
| S4 |
2,876.0 |
2,911.0 |
3,080.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,213.0 |
3,120.0 |
93.0 |
2.9% |
37.6 |
1.2% |
77% |
False |
False |
1,028,939 |
| 10 |
3,213.0 |
3,120.0 |
93.0 |
2.9% |
38.7 |
1.2% |
77% |
False |
False |
1,026,665 |
| 20 |
3,213.0 |
3,033.0 |
180.0 |
5.6% |
38.1 |
1.2% |
88% |
False |
False |
973,596 |
| 40 |
3,213.0 |
2,895.0 |
318.0 |
10.0% |
45.8 |
1.4% |
93% |
False |
False |
1,025,836 |
| 60 |
3,225.0 |
2,895.0 |
330.0 |
10.3% |
45.4 |
1.4% |
90% |
False |
False |
697,903 |
| 80 |
3,258.0 |
2,895.0 |
363.0 |
11.4% |
45.8 |
1.4% |
82% |
False |
False |
524,919 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.7% |
44.2 |
1.4% |
56% |
False |
False |
421,768 |
| 120 |
3,431.0 |
2,895.0 |
536.0 |
16.8% |
40.3 |
1.3% |
55% |
False |
False |
351,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,359.5 |
|
2.618 |
3,297.5 |
|
1.618 |
3,259.5 |
|
1.000 |
3,236.0 |
|
0.618 |
3,221.5 |
|
HIGH |
3,198.0 |
|
0.618 |
3,183.5 |
|
0.500 |
3,179.0 |
|
0.382 |
3,174.5 |
|
LOW |
3,160.0 |
|
0.618 |
3,136.5 |
|
1.000 |
3,122.0 |
|
1.618 |
3,098.5 |
|
2.618 |
3,060.5 |
|
4.250 |
2,998.5 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,187.7 |
3,181.0 |
| PP |
3,183.3 |
3,170.0 |
| S1 |
3,179.0 |
3,159.0 |
|