| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
10,945.0 |
11,012.5 |
67.5 |
0.6% |
11,190.0 |
| High |
11,038.0 |
11,162.5 |
124.5 |
1.1% |
11,385.0 |
| Low |
10,921.5 |
11,010.0 |
88.5 |
0.8% |
10,856.5 |
| Close |
11,022.0 |
11,137.0 |
115.0 |
1.0% |
10,904.0 |
| Range |
116.5 |
152.5 |
36.0 |
30.9% |
528.5 |
| ATR |
180.7 |
178.7 |
-2.0 |
-1.1% |
0.0 |
| Volume |
88,024 |
95,967 |
7,943 |
9.0% |
518,785 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,560.7 |
11,501.3 |
11,220.9 |
|
| R3 |
11,408.2 |
11,348.8 |
11,178.9 |
|
| R2 |
11,255.7 |
11,255.7 |
11,165.0 |
|
| R1 |
11,196.3 |
11,196.3 |
11,151.0 |
11,226.0 |
| PP |
11,103.2 |
11,103.2 |
11,103.2 |
11,118.0 |
| S1 |
11,043.8 |
11,043.8 |
11,123.0 |
11,073.5 |
| S2 |
10,950.7 |
10,950.7 |
11,109.0 |
|
| S3 |
10,798.2 |
10,891.3 |
11,095.1 |
|
| S4 |
10,645.7 |
10,738.8 |
11,053.1 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,634.0 |
12,297.5 |
11,194.7 |
|
| R3 |
12,105.5 |
11,769.0 |
11,049.3 |
|
| R2 |
11,577.0 |
11,577.0 |
11,000.9 |
|
| R1 |
11,240.5 |
11,240.5 |
10,952.4 |
11,144.5 |
| PP |
11,048.5 |
11,048.5 |
11,048.5 |
11,000.5 |
| S1 |
10,712.0 |
10,712.0 |
10,855.6 |
10,616.0 |
| S2 |
10,520.0 |
10,520.0 |
10,807.1 |
|
| S3 |
9,991.5 |
10,183.5 |
10,758.7 |
|
| S4 |
9,463.0 |
9,655.0 |
10,613.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,372.5 |
10,856.5 |
516.0 |
4.6% |
167.6 |
1.5% |
54% |
False |
False |
104,425 |
| 10 |
11,385.0 |
10,856.5 |
528.5 |
4.7% |
165.3 |
1.5% |
53% |
False |
False |
101,741 |
| 20 |
11,385.0 |
10,807.0 |
578.0 |
5.2% |
158.4 |
1.4% |
57% |
False |
False |
99,360 |
| 40 |
11,385.0 |
10,268.5 |
1,116.5 |
10.0% |
182.2 |
1.6% |
78% |
False |
False |
89,383 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.6% |
179.0 |
1.6% |
67% |
False |
False |
59,768 |
| 80 |
11,814.5 |
10,268.5 |
1,546.0 |
13.9% |
176.7 |
1.6% |
56% |
False |
False |
44,878 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.5% |
169.9 |
1.5% |
40% |
False |
False |
35,944 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.4% |
153.8 |
1.4% |
38% |
False |
False |
29,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,810.6 |
|
2.618 |
11,561.7 |
|
1.618 |
11,409.2 |
|
1.000 |
11,315.0 |
|
0.618 |
11,256.7 |
|
HIGH |
11,162.5 |
|
0.618 |
11,104.2 |
|
0.500 |
11,086.3 |
|
0.382 |
11,068.3 |
|
LOW |
11,010.0 |
|
0.618 |
10,915.8 |
|
1.000 |
10,857.5 |
|
1.618 |
10,763.3 |
|
2.618 |
10,610.8 |
|
4.250 |
10,361.9 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,120.1 |
11,094.5 |
| PP |
11,103.2 |
11,052.0 |
| S1 |
11,086.3 |
11,009.5 |
|