| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,787.00 |
2,773.50 |
-13.50 |
-0.5% |
2,777.00 |
| High |
2,798.00 |
2,795.50 |
-2.50 |
-0.1% |
2,798.00 |
| Low |
2,764.25 |
2,770.50 |
6.25 |
0.2% |
2,764.25 |
| Close |
2,774.25 |
2,791.25 |
17.00 |
0.6% |
2,791.25 |
| Range |
33.75 |
25.00 |
-8.75 |
-25.9% |
33.75 |
| ATR |
34.94 |
34.23 |
-0.71 |
-2.0% |
0.00 |
| Volume |
1,426,061 |
1,190,834 |
-235,227 |
-16.5% |
5,099,910 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.75 |
2,851.00 |
2,805.00 |
|
| R3 |
2,835.75 |
2,826.00 |
2,798.00 |
|
| R2 |
2,810.75 |
2,810.75 |
2,795.75 |
|
| R1 |
2,801.00 |
2,801.00 |
2,793.50 |
2,806.00 |
| PP |
2,785.75 |
2,785.75 |
2,785.75 |
2,788.25 |
| S1 |
2,776.00 |
2,776.00 |
2,789.00 |
2,781.00 |
| S2 |
2,760.75 |
2,760.75 |
2,786.75 |
|
| S3 |
2,735.75 |
2,751.00 |
2,784.50 |
|
| S4 |
2,710.75 |
2,726.00 |
2,777.50 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.75 |
2,872.25 |
2,809.75 |
|
| R3 |
2,852.00 |
2,838.50 |
2,800.50 |
|
| R2 |
2,818.25 |
2,818.25 |
2,797.50 |
|
| R1 |
2,804.75 |
2,804.75 |
2,794.25 |
2,811.50 |
| PP |
2,784.50 |
2,784.50 |
2,784.50 |
2,788.00 |
| S1 |
2,771.00 |
2,771.00 |
2,788.25 |
2,777.75 |
| S2 |
2,750.75 |
2,750.75 |
2,785.00 |
|
| S3 |
2,717.00 |
2,737.25 |
2,782.00 |
|
| S4 |
2,683.25 |
2,703.50 |
2,772.75 |
|
|
| 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% |
29.50 |
1.1% |
90% |
False |
False |
1,323,738 |
| 10 |
2,798.00 |
2,680.75 |
117.25 |
4.2% |
29.00 |
1.0% |
94% |
False |
False |
1,350,442 |
| 20 |
2,798.00 |
2,622.25 |
175.75 |
6.3% |
30.50 |
1.1% |
96% |
False |
False |
1,395,082 |
| 40 |
2,798.00 |
2,313.00 |
485.00 |
17.4% |
41.00 |
1.5% |
99% |
False |
False |
1,547,349 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.1% |
48.50 |
1.7% |
95% |
False |
False |
1,361,992 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
49.50 |
1.8% |
93% |
False |
False |
1,024,823 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
22.9% |
49.75 |
1.8% |
75% |
False |
False |
822,287 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
44.75 |
1.6% |
74% |
False |
False |
685,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.75 |
|
2.618 |
2,861.00 |
|
1.618 |
2,836.00 |
|
1.000 |
2,820.50 |
|
0.618 |
2,811.00 |
|
HIGH |
2,795.50 |
|
0.618 |
2,786.00 |
|
0.500 |
2,783.00 |
|
0.382 |
2,780.00 |
|
LOW |
2,770.50 |
|
0.618 |
2,755.00 |
|
1.000 |
2,745.50 |
|
1.618 |
2,730.00 |
|
2.618 |
2,705.00 |
|
4.250 |
2,664.25 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.50 |
2,788.00 |
| PP |
2,785.75 |
2,784.50 |
| S1 |
2,783.00 |
2,781.00 |
|