| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,773.50 |
2,799.50 |
26.00 |
0.9% |
2,777.00 |
| High |
2,795.50 |
2,814.00 |
18.50 |
0.7% |
2,798.00 |
| Low |
2,770.50 |
2,794.50 |
24.00 |
0.9% |
2,764.25 |
| Close |
2,791.25 |
2,797.00 |
5.75 |
0.2% |
2,791.25 |
| Range |
25.00 |
19.50 |
-5.50 |
-22.0% |
33.75 |
| ATR |
34.23 |
33.41 |
-0.82 |
-2.4% |
0.00 |
| Volume |
1,190,834 |
1,256,092 |
65,258 |
5.5% |
5,099,910 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.25 |
2,848.25 |
2,807.75 |
|
| R3 |
2,840.75 |
2,828.75 |
2,802.25 |
|
| R2 |
2,821.25 |
2,821.25 |
2,800.50 |
|
| R1 |
2,809.25 |
2,809.25 |
2,798.75 |
2,805.50 |
| PP |
2,801.75 |
2,801.75 |
2,801.75 |
2,800.00 |
| S1 |
2,789.75 |
2,789.75 |
2,795.25 |
2,786.00 |
| S2 |
2,782.25 |
2,782.25 |
2,793.50 |
|
| S3 |
2,762.75 |
2,770.25 |
2,791.75 |
|
| S4 |
2,743.25 |
2,750.75 |
2,786.25 |
|
|
| 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 |
2,814.00 |
2,764.25 |
49.75 |
1.8% |
23.50 |
0.8% |
66% |
True |
False |
1,271,200 |
| 10 |
2,814.00 |
2,700.50 |
113.50 |
4.1% |
28.25 |
1.0% |
85% |
True |
False |
1,318,097 |
| 20 |
2,814.00 |
2,622.25 |
191.75 |
6.9% |
29.50 |
1.1% |
91% |
True |
False |
1,388,449 |
| 40 |
2,814.00 |
2,397.00 |
417.00 |
14.9% |
37.25 |
1.3% |
96% |
True |
False |
1,528,372 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.1% |
48.25 |
1.7% |
96% |
False |
False |
1,382,576 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
48.50 |
1.7% |
95% |
False |
False |
1,040,327 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
22.9% |
49.75 |
1.8% |
76% |
False |
False |
834,743 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
44.75 |
1.6% |
75% |
False |
False |
696,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.00 |
|
2.618 |
2,865.00 |
|
1.618 |
2,845.50 |
|
1.000 |
2,833.50 |
|
0.618 |
2,826.00 |
|
HIGH |
2,814.00 |
|
0.618 |
2,806.50 |
|
0.500 |
2,804.25 |
|
0.382 |
2,802.00 |
|
LOW |
2,794.50 |
|
0.618 |
2,782.50 |
|
1.000 |
2,775.00 |
|
1.618 |
2,763.00 |
|
2.618 |
2,743.50 |
|
4.250 |
2,711.50 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.25 |
2,794.50 |
| PP |
2,801.75 |
2,791.75 |
| S1 |
2,799.50 |
2,789.00 |
|