| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,788.00 |
2,795.25 |
7.25 |
0.3% |
2,777.00 |
| High |
2,797.25 |
2,795.75 |
-1.50 |
-0.1% |
2,798.00 |
| Low |
2,775.00 |
2,781.75 |
6.75 |
0.2% |
2,764.25 |
| Close |
2,795.00 |
2,784.75 |
-10.25 |
-0.4% |
2,791.25 |
| Range |
22.25 |
14.00 |
-8.25 |
-37.1% |
33.75 |
| ATR |
31.74 |
30.48 |
-1.27 |
-4.0% |
0.00 |
| Volume |
1,138,855 |
1,360,457 |
221,602 |
19.5% |
5,099,910 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.50 |
2,821.00 |
2,792.50 |
|
| R3 |
2,815.50 |
2,807.00 |
2,788.50 |
|
| R2 |
2,801.50 |
2,801.50 |
2,787.25 |
|
| R1 |
2,793.00 |
2,793.00 |
2,786.00 |
2,790.25 |
| PP |
2,787.50 |
2,787.50 |
2,787.50 |
2,786.00 |
| S1 |
2,779.00 |
2,779.00 |
2,783.50 |
2,776.25 |
| S2 |
2,773.50 |
2,773.50 |
2,782.25 |
|
| S3 |
2,759.50 |
2,765.00 |
2,781.00 |
|
| S4 |
2,745.50 |
2,751.00 |
2,777.00 |
|
|
| 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 |
2,770.50 |
43.50 |
1.6% |
20.25 |
0.7% |
33% |
False |
False |
1,229,575 |
| 10 |
2,814.00 |
2,729.00 |
85.00 |
3.1% |
25.50 |
0.9% |
66% |
False |
False |
1,325,482 |
| 20 |
2,814.00 |
2,675.75 |
138.25 |
5.0% |
26.50 |
1.0% |
79% |
False |
False |
1,361,731 |
| 40 |
2,814.00 |
2,438.50 |
375.50 |
13.5% |
34.25 |
1.2% |
92% |
False |
False |
1,478,149 |
| 60 |
2,819.00 |
2,313.00 |
506.00 |
18.2% |
47.00 |
1.7% |
93% |
False |
False |
1,443,191 |
| 80 |
2,824.50 |
2,313.00 |
511.50 |
18.4% |
47.25 |
1.7% |
92% |
False |
False |
1,085,923 |
| 100 |
2,924.00 |
2,313.00 |
611.00 |
21.9% |
49.50 |
1.8% |
77% |
False |
False |
871,488 |
| 120 |
2,955.50 |
2,313.00 |
642.50 |
23.1% |
44.75 |
1.6% |
73% |
False |
False |
727,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.25 |
|
2.618 |
2,832.50 |
|
1.618 |
2,818.50 |
|
1.000 |
2,809.75 |
|
0.618 |
2,804.50 |
|
HIGH |
2,795.75 |
|
0.618 |
2,790.50 |
|
0.500 |
2,788.75 |
|
0.382 |
2,787.00 |
|
LOW |
2,781.75 |
|
0.618 |
2,773.00 |
|
1.000 |
2,767.75 |
|
1.618 |
2,759.00 |
|
2.618 |
2,745.00 |
|
4.250 |
2,722.25 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.75 |
2,789.25 |
| PP |
2,787.50 |
2,787.75 |
| S1 |
2,786.00 |
2,786.25 |
|