| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,777.75 |
2,787.00 |
9.25 |
0.3% |
2,710.75 |
| High |
2,790.75 |
2,798.00 |
7.25 |
0.3% |
2,778.50 |
| Low |
2,773.25 |
2,764.25 |
-9.00 |
-0.3% |
2,700.50 |
| Close |
2,787.00 |
2,774.25 |
-12.75 |
-0.5% |
2,777.00 |
| Range |
17.50 |
33.75 |
16.25 |
92.9% |
78.00 |
| ATR |
35.04 |
34.94 |
-0.09 |
-0.3% |
0.00 |
| Volume |
1,284,923 |
1,426,061 |
141,138 |
11.0% |
6,824,975 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.00 |
2,861.00 |
2,792.75 |
|
| R3 |
2,846.25 |
2,827.25 |
2,783.50 |
|
| R2 |
2,812.50 |
2,812.50 |
2,780.50 |
|
| R1 |
2,793.50 |
2,793.50 |
2,777.25 |
2,786.00 |
| PP |
2,778.75 |
2,778.75 |
2,778.75 |
2,775.25 |
| S1 |
2,759.75 |
2,759.75 |
2,771.25 |
2,752.50 |
| S2 |
2,745.00 |
2,745.00 |
2,768.00 |
|
| S3 |
2,711.25 |
2,726.00 |
2,765.00 |
|
| S4 |
2,677.50 |
2,692.25 |
2,755.75 |
|
|
| 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 |
2,798.00 |
2,729.00 |
69.00 |
2.5% |
31.00 |
1.1% |
66% |
True |
False |
1,421,390 |
| 10 |
2,798.00 |
2,680.75 |
117.25 |
4.2% |
31.00 |
1.1% |
80% |
True |
False |
1,423,525 |
| 20 |
2,798.00 |
2,622.25 |
175.75 |
6.3% |
30.25 |
1.1% |
86% |
True |
False |
1,398,876 |
| 40 |
2,798.00 |
2,313.00 |
485.00 |
17.5% |
42.75 |
1.5% |
95% |
True |
False |
1,549,897 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.2% |
48.75 |
1.8% |
91% |
False |
False |
1,342,343 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.4% |
50.00 |
1.8% |
90% |
False |
False |
1,010,227 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
23.1% |
49.75 |
1.8% |
72% |
False |
False |
810,412 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.2% |
44.75 |
1.6% |
72% |
False |
False |
675,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.50 |
|
2.618 |
2,886.25 |
|
1.618 |
2,852.50 |
|
1.000 |
2,831.75 |
|
0.618 |
2,818.75 |
|
HIGH |
2,798.00 |
|
0.618 |
2,785.00 |
|
0.500 |
2,781.00 |
|
0.382 |
2,777.25 |
|
LOW |
2,764.25 |
|
0.618 |
2,743.50 |
|
1.000 |
2,730.50 |
|
1.618 |
2,709.75 |
|
2.618 |
2,676.00 |
|
4.250 |
2,620.75 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.00 |
2,781.00 |
| PP |
2,778.75 |
2,778.75 |
| S1 |
2,776.50 |
2,776.50 |
|