| 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 |
2,749.25 |
2,741.25 |
-8.00 |
-0.3% |
2,710.75 |
| High |
2,763.00 |
2,778.50 |
15.50 |
0.6% |
2,778.50 |
| Low |
2,730.25 |
2,729.00 |
-1.25 |
0.0% |
2,700.50 |
| Close |
2,743.50 |
2,777.00 |
33.50 |
1.2% |
2,777.00 |
| Range |
32.75 |
49.50 |
16.75 |
51.1% |
78.00 |
| ATR |
36.61 |
37.53 |
0.92 |
2.5% |
0.00 |
| Volume |
1,679,091 |
1,518,783 |
-160,308 |
-9.5% |
6,824,975 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.00 |
2,893.00 |
2,804.25 |
|
| R3 |
2,860.50 |
2,843.50 |
2,790.50 |
|
| R2 |
2,811.00 |
2,811.00 |
2,786.00 |
|
| R1 |
2,794.00 |
2,794.00 |
2,781.50 |
2,802.50 |
| PP |
2,761.50 |
2,761.50 |
2,761.50 |
2,765.75 |
| S1 |
2,744.50 |
2,744.50 |
2,772.50 |
2,753.00 |
| S2 |
2,712.00 |
2,712.00 |
2,768.00 |
|
| S3 |
2,662.50 |
2,695.00 |
2,763.50 |
|
| S4 |
2,613.00 |
2,645.50 |
2,749.75 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.00 |
2,959.50 |
2,820.00 |
|
| R3 |
2,908.00 |
2,881.50 |
2,798.50 |
|
| R2 |
2,830.00 |
2,830.00 |
2,791.25 |
|
| R1 |
2,803.50 |
2,803.50 |
2,784.25 |
2,816.75 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,758.50 |
| S1 |
2,725.50 |
2,725.50 |
2,769.75 |
2,738.75 |
| S2 |
2,674.00 |
2,674.00 |
2,762.75 |
|
| S3 |
2,596.00 |
2,647.50 |
2,755.50 |
|
| S4 |
2,518.00 |
2,569.50 |
2,734.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.50 |
2,700.50 |
78.00 |
2.8% |
33.00 |
1.2% |
98% |
True |
False |
1,364,995 |
| 10 |
2,778.50 |
2,680.75 |
97.75 |
3.5% |
30.00 |
1.1% |
98% |
True |
False |
1,377,287 |
| 20 |
2,778.50 |
2,612.50 |
166.00 |
6.0% |
34.00 |
1.2% |
99% |
True |
False |
1,463,946 |
| 40 |
2,778.50 |
2,313.00 |
465.50 |
16.8% |
47.75 |
1.7% |
100% |
True |
False |
1,691,384 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.2% |
49.75 |
1.8% |
92% |
False |
False |
1,277,669 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.4% |
52.00 |
1.9% |
91% |
False |
False |
961,928 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
23.1% |
49.50 |
1.8% |
72% |
False |
False |
771,549 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.1% |
44.50 |
1.6% |
72% |
False |
False |
643,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.00 |
|
2.618 |
2,908.00 |
|
1.618 |
2,858.50 |
|
1.000 |
2,828.00 |
|
0.618 |
2,809.00 |
|
HIGH |
2,778.50 |
|
0.618 |
2,759.50 |
|
0.500 |
2,753.75 |
|
0.382 |
2,748.00 |
|
LOW |
2,729.00 |
|
0.618 |
2,698.50 |
|
1.000 |
2,679.50 |
|
1.618 |
2,649.00 |
|
2.618 |
2,599.50 |
|
4.250 |
2,518.50 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.25 |
2,769.25 |
| PP |
2,761.50 |
2,761.50 |
| S1 |
2,753.75 |
2,753.75 |
|