| 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 |
2,707.00 |
2,743.50 |
36.50 |
1.3% |
2,699.25 |
| High |
2,748.00 |
2,762.00 |
14.00 |
0.5% |
2,737.75 |
| Low |
2,705.50 |
2,742.75 |
37.25 |
1.4% |
2,680.75 |
| Close |
2,744.75 |
2,749.50 |
4.75 |
0.2% |
2,706.25 |
| Range |
42.50 |
19.25 |
-23.25 |
-54.7% |
57.00 |
| ATR |
38.26 |
36.91 |
-1.36 |
-3.5% |
0.00 |
| Volume |
1,307,152 |
1,209,879 |
-97,273 |
-7.4% |
6,947,902 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.25 |
2,798.50 |
2,760.00 |
|
| R3 |
2,790.00 |
2,779.25 |
2,754.75 |
|
| R2 |
2,770.75 |
2,770.75 |
2,753.00 |
|
| R1 |
2,760.00 |
2,760.00 |
2,751.25 |
2,765.50 |
| PP |
2,751.50 |
2,751.50 |
2,751.50 |
2,754.00 |
| S1 |
2,740.75 |
2,740.75 |
2,747.75 |
2,746.00 |
| S2 |
2,732.25 |
2,732.25 |
2,746.00 |
|
| S3 |
2,713.00 |
2,721.50 |
2,744.25 |
|
| S4 |
2,693.75 |
2,702.25 |
2,739.00 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.25 |
2,849.75 |
2,737.50 |
|
| R3 |
2,822.25 |
2,792.75 |
2,722.00 |
|
| R2 |
2,765.25 |
2,765.25 |
2,716.75 |
|
| R1 |
2,735.75 |
2,735.75 |
2,711.50 |
2,750.50 |
| PP |
2,708.25 |
2,708.25 |
2,708.25 |
2,715.50 |
| S1 |
2,678.75 |
2,678.75 |
2,701.00 |
2,693.50 |
| S2 |
2,651.25 |
2,651.25 |
2,695.75 |
|
| S3 |
2,594.25 |
2,621.75 |
2,690.50 |
|
| S4 |
2,537.25 |
2,564.75 |
2,675.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,762.00 |
2,680.75 |
81.25 |
3.0% |
31.00 |
1.1% |
85% |
True |
False |
1,425,661 |
| 10 |
2,762.00 |
2,675.75 |
86.25 |
3.1% |
27.50 |
1.0% |
86% |
True |
False |
1,397,979 |
| 20 |
2,762.00 |
2,596.50 |
165.50 |
6.0% |
33.50 |
1.2% |
92% |
True |
False |
1,446,012 |
| 40 |
2,762.00 |
2,313.00 |
449.00 |
16.3% |
49.00 |
1.8% |
97% |
True |
False |
1,752,930 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.4% |
50.25 |
1.8% |
86% |
False |
False |
1,224,885 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.6% |
51.75 |
1.9% |
85% |
False |
False |
922,126 |
| 100 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
49.00 |
1.8% |
68% |
False |
False |
739,642 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
44.00 |
1.6% |
68% |
False |
False |
616,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.75 |
|
2.618 |
2,812.50 |
|
1.618 |
2,793.25 |
|
1.000 |
2,781.25 |
|
0.618 |
2,774.00 |
|
HIGH |
2,762.00 |
|
0.618 |
2,754.75 |
|
0.500 |
2,752.50 |
|
0.382 |
2,750.00 |
|
LOW |
2,742.75 |
|
0.618 |
2,730.75 |
|
1.000 |
2,723.50 |
|
1.618 |
2,711.50 |
|
2.618 |
2,692.25 |
|
4.250 |
2,661.00 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.50 |
2,743.50 |
| PP |
2,751.50 |
2,737.25 |
| S1 |
2,750.50 |
2,731.25 |
|