| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,741.25 |
2,777.00 |
35.75 |
1.3% |
2,710.75 |
| High |
2,778.50 |
2,787.50 |
9.00 |
0.3% |
2,778.50 |
| Low |
2,729.00 |
2,766.00 |
37.00 |
1.4% |
2,700.50 |
| Close |
2,777.00 |
2,778.75 |
1.75 |
0.1% |
2,777.00 |
| Range |
49.50 |
21.50 |
-28.00 |
-56.6% |
78.00 |
| ATR |
37.53 |
36.38 |
-1.14 |
-3.1% |
0.00 |
| Volume |
1,518,783 |
1,198,092 |
-320,691 |
-21.1% |
6,824,975 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.00 |
2,831.75 |
2,790.50 |
|
| R3 |
2,820.50 |
2,810.25 |
2,784.75 |
|
| R2 |
2,799.00 |
2,799.00 |
2,782.75 |
|
| R1 |
2,788.75 |
2,788.75 |
2,780.75 |
2,794.00 |
| PP |
2,777.50 |
2,777.50 |
2,777.50 |
2,780.00 |
| S1 |
2,767.25 |
2,767.25 |
2,776.75 |
2,772.50 |
| S2 |
2,756.00 |
2,756.00 |
2,774.75 |
|
| S3 |
2,734.50 |
2,745.75 |
2,772.75 |
|
| S4 |
2,713.00 |
2,724.25 |
2,767.00 |
|
|
| 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 |
2,787.50 |
2,705.50 |
82.00 |
3.0% |
33.00 |
1.2% |
89% |
True |
False |
1,382,599 |
| 10 |
2,787.50 |
2,680.75 |
106.75 |
3.8% |
29.50 |
1.1% |
92% |
True |
False |
1,394,638 |
| 20 |
2,787.50 |
2,612.50 |
175.00 |
6.3% |
32.75 |
1.2% |
95% |
True |
False |
1,436,158 |
| 40 |
2,787.50 |
2,313.00 |
474.50 |
17.1% |
45.75 |
1.6% |
98% |
True |
False |
1,649,703 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.2% |
49.25 |
1.8% |
92% |
False |
False |
1,297,415 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.4% |
51.25 |
1.8% |
91% |
False |
False |
976,710 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
23.0% |
49.75 |
1.8% |
73% |
False |
False |
783,467 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.1% |
44.50 |
1.6% |
72% |
False |
False |
653,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.00 |
|
2.618 |
2,843.75 |
|
1.618 |
2,822.25 |
|
1.000 |
2,809.00 |
|
0.618 |
2,800.75 |
|
HIGH |
2,787.50 |
|
0.618 |
2,779.25 |
|
0.500 |
2,776.75 |
|
0.382 |
2,774.25 |
|
LOW |
2,766.00 |
|
0.618 |
2,752.75 |
|
1.000 |
2,744.50 |
|
1.618 |
2,731.25 |
|
2.618 |
2,709.75 |
|
4.250 |
2,674.50 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.00 |
2,772.00 |
| PP |
2,777.50 |
2,765.00 |
| S1 |
2,776.75 |
2,758.25 |
|