| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1,541.5 |
1,543.7 |
2.2 |
0.1% |
1,509.8 |
| High |
1,552.5 |
1,572.7 |
20.2 |
1.3% |
1,572.7 |
| Low |
1,532.5 |
1,537.2 |
4.7 |
0.3% |
1,504.8 |
| Close |
1,544.6 |
1,570.6 |
26.0 |
1.7% |
1,570.6 |
| Range |
20.0 |
35.5 |
15.5 |
77.5% |
67.9 |
| ATR |
22.1 |
23.1 |
1.0 |
4.3% |
0.0 |
| Volume |
130,853 |
121,864 |
-8,989 |
-6.9% |
547,255 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.7 |
1,654.1 |
1,590.1 |
|
| R3 |
1,631.2 |
1,618.6 |
1,580.4 |
|
| R2 |
1,595.7 |
1,595.7 |
1,577.1 |
|
| R1 |
1,583.1 |
1,583.1 |
1,573.9 |
1,589.4 |
| PP |
1,560.2 |
1,560.2 |
1,560.2 |
1,563.3 |
| S1 |
1,547.6 |
1,547.6 |
1,567.3 |
1,553.9 |
| S2 |
1,524.7 |
1,524.7 |
1,564.1 |
|
| S3 |
1,489.2 |
1,512.1 |
1,560.8 |
|
| S4 |
1,453.7 |
1,476.6 |
1,551.1 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.1 |
1,729.7 |
1,607.9 |
|
| R3 |
1,685.2 |
1,661.8 |
1,589.3 |
|
| R2 |
1,617.3 |
1,617.3 |
1,583.0 |
|
| R1 |
1,593.9 |
1,593.9 |
1,576.8 |
1,605.6 |
| PP |
1,549.4 |
1,549.4 |
1,549.4 |
1,555.2 |
| S1 |
1,526.0 |
1,526.0 |
1,564.4 |
1,537.7 |
| S2 |
1,481.5 |
1,481.5 |
1,558.2 |
|
| S3 |
1,413.6 |
1,458.1 |
1,551.9 |
|
| S4 |
1,345.7 |
1,390.2 |
1,533.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,572.7 |
1,504.8 |
67.9 |
4.3% |
21.1 |
1.3% |
97% |
True |
False |
109,451 |
| 10 |
1,572.7 |
1,492.9 |
79.8 |
5.1% |
19.5 |
1.2% |
97% |
True |
False |
102,044 |
| 20 |
1,572.7 |
1,444.4 |
128.3 |
8.2% |
20.6 |
1.3% |
98% |
True |
False |
114,848 |
| 40 |
1,572.7 |
1,252.0 |
320.7 |
20.4% |
28.5 |
1.8% |
99% |
True |
False |
144,222 |
| 60 |
1,572.7 |
1,252.0 |
320.7 |
20.4% |
30.5 |
1.9% |
99% |
True |
False |
110,921 |
| 80 |
1,593.9 |
1,252.0 |
341.9 |
21.8% |
31.4 |
2.0% |
93% |
False |
False |
83,206 |
| 100 |
1,723.4 |
1,252.0 |
471.4 |
30.0% |
30.8 |
2.0% |
68% |
False |
False |
66,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.6 |
|
2.618 |
1,665.6 |
|
1.618 |
1,630.1 |
|
1.000 |
1,608.2 |
|
0.618 |
1,594.6 |
|
HIGH |
1,572.7 |
|
0.618 |
1,559.1 |
|
0.500 |
1,555.0 |
|
0.382 |
1,550.8 |
|
LOW |
1,537.2 |
|
0.618 |
1,515.3 |
|
1.000 |
1,501.7 |
|
1.618 |
1,479.8 |
|
2.618 |
1,444.3 |
|
4.250 |
1,386.3 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.4 |
1,564.6 |
| PP |
1,560.2 |
1,558.6 |
| S1 |
1,555.0 |
1,552.6 |
|