| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,161.0 |
3,197.0 |
36.0 |
1.1% |
3,168.0 |
| High |
3,198.0 |
3,211.0 |
13.0 |
0.4% |
3,213.0 |
| Low |
3,160.0 |
3,188.0 |
28.0 |
0.9% |
3,120.0 |
| Close |
3,192.0 |
3,203.0 |
11.0 |
0.3% |
3,132.0 |
| Range |
38.0 |
23.0 |
-15.0 |
-39.5% |
93.0 |
| ATR |
43.5 |
42.0 |
-1.5 |
-3.4% |
0.0 |
| Volume |
912,165 |
1,300,444 |
388,279 |
42.6% |
5,337,210 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,269.7 |
3,259.3 |
3,215.7 |
|
| R3 |
3,246.7 |
3,236.3 |
3,209.3 |
|
| R2 |
3,223.7 |
3,223.7 |
3,207.2 |
|
| R1 |
3,213.3 |
3,213.3 |
3,205.1 |
3,218.5 |
| PP |
3,200.7 |
3,200.7 |
3,200.7 |
3,203.3 |
| S1 |
3,190.3 |
3,190.3 |
3,200.9 |
3,195.5 |
| S2 |
3,177.7 |
3,177.7 |
3,198.8 |
|
| S3 |
3,154.7 |
3,167.3 |
3,196.7 |
|
| S4 |
3,131.7 |
3,144.3 |
3,190.4 |
|
|
| 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 |
3,211.0 |
3,120.0 |
91.0 |
2.8% |
38.6 |
1.2% |
91% |
True |
False |
990,299 |
| 10 |
3,213.0 |
3,120.0 |
93.0 |
2.9% |
38.0 |
1.2% |
89% |
False |
False |
1,009,381 |
| 20 |
3,213.0 |
3,041.0 |
172.0 |
5.4% |
37.0 |
1.2% |
94% |
False |
False |
992,028 |
| 40 |
3,213.0 |
2,895.0 |
318.0 |
9.9% |
45.1 |
1.4% |
97% |
False |
False |
1,052,730 |
| 60 |
3,225.0 |
2,895.0 |
330.0 |
10.3% |
45.3 |
1.4% |
93% |
False |
False |
719,574 |
| 80 |
3,258.0 |
2,895.0 |
363.0 |
11.3% |
45.4 |
1.4% |
85% |
False |
False |
541,173 |
| 100 |
3,429.0 |
2,895.0 |
534.0 |
16.7% |
44.2 |
1.4% |
58% |
False |
False |
434,698 |
| 120 |
3,431.0 |
2,895.0 |
536.0 |
16.7% |
40.2 |
1.3% |
57% |
False |
False |
362,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,308.8 |
|
2.618 |
3,271.2 |
|
1.618 |
3,248.2 |
|
1.000 |
3,234.0 |
|
0.618 |
3,225.2 |
|
HIGH |
3,211.0 |
|
0.618 |
3,202.2 |
|
0.500 |
3,199.5 |
|
0.382 |
3,196.8 |
|
LOW |
3,188.0 |
|
0.618 |
3,173.8 |
|
1.000 |
3,165.0 |
|
1.618 |
3,150.8 |
|
2.618 |
3,127.8 |
|
4.250 |
3,090.3 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,201.8 |
3,193.7 |
| PP |
3,200.7 |
3,184.3 |
| S1 |
3,199.5 |
3,175.0 |
|