| 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 |
6,921.75 |
6,908.50 |
-13.25 |
-0.2% |
6,863.75 |
| High |
6,969.50 |
7,028.50 |
59.00 |
0.8% |
7,038.75 |
| Low |
6,896.25 |
6,903.00 |
6.75 |
0.1% |
6,841.00 |
| Close |
6,914.25 |
7,018.50 |
104.25 |
1.5% |
6,916.75 |
| Range |
73.25 |
125.50 |
52.25 |
71.3% |
197.75 |
| ATR |
127.68 |
127.53 |
-0.16 |
-0.1% |
0.00 |
| Volume |
384,589 |
363,950 |
-20,639 |
-5.4% |
2,159,726 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,359.75 |
7,314.75 |
7,087.50 |
|
| R3 |
7,234.25 |
7,189.25 |
7,053.00 |
|
| R2 |
7,108.75 |
7,108.75 |
7,041.50 |
|
| R1 |
7,063.75 |
7,063.75 |
7,030.00 |
7,086.25 |
| PP |
6,983.25 |
6,983.25 |
6,983.25 |
6,994.50 |
| S1 |
6,938.25 |
6,938.25 |
7,007.00 |
6,960.75 |
| S2 |
6,857.75 |
6,857.75 |
6,995.50 |
|
| S3 |
6,732.25 |
6,812.75 |
6,984.00 |
|
| S4 |
6,606.75 |
6,687.25 |
6,949.50 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,525.50 |
7,418.75 |
7,025.50 |
|
| R3 |
7,327.75 |
7,221.00 |
6,971.25 |
|
| R2 |
7,130.00 |
7,130.00 |
6,953.00 |
|
| R1 |
7,023.25 |
7,023.25 |
6,935.00 |
7,076.50 |
| PP |
6,932.25 |
6,932.25 |
6,932.25 |
6,958.75 |
| S1 |
6,825.50 |
6,825.50 |
6,898.50 |
6,879.00 |
| S2 |
6,734.50 |
6,734.50 |
6,880.50 |
|
| S3 |
6,536.75 |
6,627.75 |
6,862.25 |
|
| S4 |
6,339.00 |
6,430.00 |
6,808.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,038.75 |
6,841.00 |
197.75 |
2.8% |
97.75 |
1.4% |
90% |
False |
False |
436,968 |
| 10 |
7,038.75 |
6,657.75 |
381.00 |
5.4% |
107.75 |
1.5% |
95% |
False |
False |
445,282 |
| 20 |
7,038.75 |
6,542.25 |
496.50 |
7.1% |
116.25 |
1.7% |
96% |
False |
False |
467,767 |
| 40 |
7,038.75 |
5,820.50 |
1,218.25 |
17.4% |
157.50 |
2.2% |
98% |
False |
False |
535,522 |
| 60 |
7,169.00 |
5,820.50 |
1,348.50 |
19.2% |
160.50 |
2.3% |
89% |
False |
False |
359,747 |
| 80 |
7,340.75 |
5,820.50 |
1,520.25 |
21.7% |
172.75 |
2.5% |
79% |
False |
False |
270,228 |
| 100 |
7,765.00 |
5,820.50 |
1,944.50 |
27.7% |
166.50 |
2.4% |
62% |
False |
False |
216,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,562.00 |
|
2.618 |
7,357.00 |
|
1.618 |
7,231.50 |
|
1.000 |
7,154.00 |
|
0.618 |
7,106.00 |
|
HIGH |
7,028.50 |
|
0.618 |
6,980.50 |
|
0.500 |
6,965.75 |
|
0.382 |
6,951.00 |
|
LOW |
6,903.00 |
|
0.618 |
6,825.50 |
|
1.000 |
6,777.50 |
|
1.618 |
6,700.00 |
|
2.618 |
6,574.50 |
|
4.250 |
6,369.50 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,001.00 |
6,990.50 |
| PP |
6,983.25 |
6,962.75 |
| S1 |
6,965.75 |
6,934.75 |
|