| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,799.50 |
2,795.75 |
-3.75 |
-0.1% |
2,777.00 |
| High |
2,814.00 |
2,803.50 |
-10.50 |
-0.4% |
2,798.00 |
| Low |
2,794.50 |
2,783.25 |
-11.25 |
-0.4% |
2,764.25 |
| Close |
2,797.00 |
2,791.50 |
-5.50 |
-0.2% |
2,791.25 |
| Range |
19.50 |
20.25 |
0.75 |
3.8% |
33.75 |
| ATR |
33.41 |
32.47 |
-0.94 |
-2.8% |
0.00 |
| Volume |
1,256,092 |
1,201,641 |
-54,451 |
-4.3% |
5,099,910 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.50 |
2,842.75 |
2,802.75 |
|
| R3 |
2,833.25 |
2,822.50 |
2,797.00 |
|
| R2 |
2,813.00 |
2,813.00 |
2,795.25 |
|
| R1 |
2,802.25 |
2,802.25 |
2,793.25 |
2,797.50 |
| PP |
2,792.75 |
2,792.75 |
2,792.75 |
2,790.50 |
| S1 |
2,782.00 |
2,782.00 |
2,789.75 |
2,777.25 |
| S2 |
2,772.50 |
2,772.50 |
2,787.75 |
|
| S3 |
2,752.25 |
2,761.75 |
2,786.00 |
|
| S4 |
2,732.00 |
2,741.50 |
2,780.25 |
|
|
| 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% |
23.25 |
0.8% |
55% |
False |
False |
1,271,910 |
| 10 |
2,814.00 |
2,705.50 |
108.50 |
3.9% |
28.25 |
1.0% |
79% |
False |
False |
1,327,254 |
| 20 |
2,814.00 |
2,628.50 |
185.50 |
6.6% |
28.50 |
1.0% |
88% |
False |
False |
1,378,100 |
| 40 |
2,814.00 |
2,438.50 |
375.50 |
13.5% |
35.25 |
1.3% |
94% |
False |
False |
1,501,315 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.1% |
47.50 |
1.7% |
95% |
False |
False |
1,402,099 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
48.00 |
1.7% |
94% |
False |
False |
1,055,099 |
| 100 |
2,953.25 |
2,313.00 |
640.25 |
22.9% |
49.75 |
1.8% |
75% |
False |
False |
846,672 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
44.75 |
1.6% |
74% |
False |
False |
706,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.50 |
|
2.618 |
2,856.50 |
|
1.618 |
2,836.25 |
|
1.000 |
2,823.75 |
|
0.618 |
2,816.00 |
|
HIGH |
2,803.50 |
|
0.618 |
2,795.75 |
|
0.500 |
2,793.50 |
|
0.382 |
2,791.00 |
|
LOW |
2,783.25 |
|
0.618 |
2,770.75 |
|
1.000 |
2,763.00 |
|
1.618 |
2,750.50 |
|
2.618 |
2,730.25 |
|
4.250 |
2,697.25 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.50 |
2,792.25 |
| PP |
2,792.75 |
2,792.00 |
| S1 |
2,792.00 |
2,791.75 |
|