| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,743.50 |
2,749.25 |
5.75 |
0.2% |
2,699.25 |
| High |
2,762.00 |
2,763.00 |
1.00 |
0.0% |
2,737.75 |
| Low |
2,742.75 |
2,730.25 |
-12.50 |
-0.5% |
2,680.75 |
| Close |
2,749.50 |
2,743.50 |
-6.00 |
-0.2% |
2,706.25 |
| Range |
19.25 |
32.75 |
13.50 |
70.1% |
57.00 |
| ATR |
36.91 |
36.61 |
-0.30 |
-0.8% |
0.00 |
| Volume |
1,209,879 |
1,679,091 |
469,212 |
38.8% |
6,947,902 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.75 |
2,826.50 |
2,761.50 |
|
| R3 |
2,811.00 |
2,793.75 |
2,752.50 |
|
| R2 |
2,778.25 |
2,778.25 |
2,749.50 |
|
| R1 |
2,761.00 |
2,761.00 |
2,746.50 |
2,753.25 |
| PP |
2,745.50 |
2,745.50 |
2,745.50 |
2,741.75 |
| S1 |
2,728.25 |
2,728.25 |
2,740.50 |
2,720.50 |
| S2 |
2,712.75 |
2,712.75 |
2,737.50 |
|
| S3 |
2,680.00 |
2,695.50 |
2,734.50 |
|
| S4 |
2,647.25 |
2,662.75 |
2,725.50 |
|
|
| 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 |
2,763.00 |
2,680.75 |
82.25 |
3.0% |
28.75 |
1.0% |
76% |
True |
False |
1,377,147 |
| 10 |
2,763.00 |
2,680.75 |
82.25 |
3.0% |
27.25 |
1.0% |
76% |
True |
False |
1,372,369 |
| 20 |
2,763.00 |
2,596.50 |
166.50 |
6.1% |
33.75 |
1.2% |
88% |
True |
False |
1,463,450 |
| 40 |
2,763.00 |
2,313.00 |
450.00 |
16.4% |
47.75 |
1.7% |
96% |
True |
False |
1,720,937 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.4% |
50.25 |
1.8% |
85% |
False |
False |
1,252,509 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.6% |
51.75 |
1.9% |
84% |
False |
False |
943,046 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
23.3% |
49.25 |
1.8% |
67% |
False |
False |
756,411 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.4% |
44.25 |
1.6% |
67% |
False |
False |
630,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.25 |
|
2.618 |
2,848.75 |
|
1.618 |
2,816.00 |
|
1.000 |
2,795.75 |
|
0.618 |
2,783.25 |
|
HIGH |
2,763.00 |
|
0.618 |
2,750.50 |
|
0.500 |
2,746.50 |
|
0.382 |
2,742.75 |
|
LOW |
2,730.25 |
|
0.618 |
2,710.00 |
|
1.000 |
2,697.50 |
|
1.618 |
2,677.25 |
|
2.618 |
2,644.50 |
|
4.250 |
2,591.00 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.50 |
2,740.50 |
| PP |
2,745.50 |
2,737.25 |
| S1 |
2,744.50 |
2,734.25 |
|