| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,795.75 |
2,788.00 |
-7.75 |
-0.3% |
2,777.00 |
| High |
2,803.50 |
2,797.25 |
-6.25 |
-0.2% |
2,798.00 |
| Low |
2,783.25 |
2,775.00 |
-8.25 |
-0.3% |
2,764.25 |
| Close |
2,791.50 |
2,795.00 |
3.50 |
0.1% |
2,791.25 |
| Range |
20.25 |
22.25 |
2.00 |
9.9% |
33.75 |
| ATR |
32.47 |
31.74 |
-0.73 |
-2.2% |
0.00 |
| Volume |
1,201,641 |
1,138,855 |
-62,786 |
-5.2% |
5,099,910 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,847.75 |
2,807.25 |
|
| R3 |
2,833.50 |
2,825.50 |
2,801.00 |
|
| R2 |
2,811.25 |
2,811.25 |
2,799.00 |
|
| R1 |
2,803.25 |
2,803.25 |
2,797.00 |
2,807.25 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,791.00 |
| S1 |
2,781.00 |
2,781.00 |
2,793.00 |
2,785.00 |
| S2 |
2,766.75 |
2,766.75 |
2,791.00 |
|
| S3 |
2,744.50 |
2,758.75 |
2,789.00 |
|
| S4 |
2,722.25 |
2,736.50 |
2,782.75 |
|
|
| 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% |
24.25 |
0.9% |
62% |
False |
False |
1,242,696 |
| 10 |
2,814.00 |
2,729.00 |
85.00 |
3.0% |
26.00 |
0.9% |
78% |
False |
False |
1,310,425 |
| 20 |
2,814.00 |
2,636.25 |
177.75 |
6.4% |
28.50 |
1.0% |
89% |
False |
False |
1,371,957 |
| 40 |
2,814.00 |
2,438.50 |
375.50 |
13.4% |
34.50 |
1.2% |
95% |
False |
False |
1,479,502 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.1% |
47.50 |
1.7% |
95% |
False |
False |
1,420,850 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.3% |
47.50 |
1.7% |
94% |
False |
False |
1,069,110 |
| 100 |
2,934.00 |
2,313.00 |
621.00 |
22.2% |
49.75 |
1.8% |
78% |
False |
False |
857,967 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.0% |
44.75 |
1.6% |
75% |
False |
False |
715,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.75 |
|
2.618 |
2,855.50 |
|
1.618 |
2,833.25 |
|
1.000 |
2,819.50 |
|
0.618 |
2,811.00 |
|
HIGH |
2,797.25 |
|
0.618 |
2,788.75 |
|
0.500 |
2,786.00 |
|
0.382 |
2,783.50 |
|
LOW |
2,775.00 |
|
0.618 |
2,761.25 |
|
1.000 |
2,752.75 |
|
1.618 |
2,739.00 |
|
2.618 |
2,716.75 |
|
4.250 |
2,680.50 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.00 |
2,794.75 |
| PP |
2,789.00 |
2,794.75 |
| S1 |
2,786.00 |
2,794.50 |
|