| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,012.5 |
11,150.0 |
137.5 |
1.2% |
11,190.0 |
| High |
11,162.5 |
11,218.0 |
55.5 |
0.5% |
11,385.0 |
| Low |
11,010.0 |
11,118.0 |
108.0 |
1.0% |
10,856.5 |
| Close |
11,137.0 |
11,173.0 |
36.0 |
0.3% |
10,904.0 |
| Range |
152.5 |
100.0 |
-52.5 |
-34.4% |
528.5 |
| ATR |
178.7 |
173.1 |
-5.6 |
-3.1% |
0.0 |
| Volume |
95,967 |
111,665 |
15,698 |
16.4% |
518,785 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,469.7 |
11,421.3 |
11,228.0 |
|
| R3 |
11,369.7 |
11,321.3 |
11,200.5 |
|
| R2 |
11,269.7 |
11,269.7 |
11,191.3 |
|
| R1 |
11,221.3 |
11,221.3 |
11,182.2 |
11,245.5 |
| PP |
11,169.7 |
11,169.7 |
11,169.7 |
11,181.8 |
| S1 |
11,121.3 |
11,121.3 |
11,163.8 |
11,145.5 |
| S2 |
11,069.7 |
11,069.7 |
11,154.7 |
|
| S3 |
10,969.7 |
11,021.3 |
11,145.5 |
|
| S4 |
10,869.7 |
10,921.3 |
11,118.0 |
|
|
| 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 |
11,297.5 |
10,856.5 |
441.0 |
3.9% |
171.3 |
1.5% |
72% |
False |
False |
98,909 |
| 10 |
11,385.0 |
10,856.5 |
528.5 |
4.7% |
164.3 |
1.5% |
60% |
False |
False |
99,881 |
| 20 |
11,385.0 |
10,814.5 |
570.5 |
5.1% |
154.2 |
1.4% |
63% |
False |
False |
100,631 |
| 40 |
11,385.0 |
10,268.5 |
1,116.5 |
10.0% |
180.0 |
1.6% |
81% |
False |
False |
92,138 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.5% |
178.0 |
1.6% |
70% |
False |
False |
61,628 |
| 80 |
11,814.5 |
10,268.5 |
1,546.0 |
13.8% |
175.8 |
1.6% |
59% |
False |
False |
46,254 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.4% |
170.4 |
1.5% |
42% |
False |
False |
37,059 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.3% |
154.5 |
1.4% |
40% |
False |
False |
30,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,643.0 |
|
2.618 |
11,479.8 |
|
1.618 |
11,379.8 |
|
1.000 |
11,318.0 |
|
0.618 |
11,279.8 |
|
HIGH |
11,218.0 |
|
0.618 |
11,179.8 |
|
0.500 |
11,168.0 |
|
0.382 |
11,156.2 |
|
LOW |
11,118.0 |
|
0.618 |
11,056.2 |
|
1.000 |
11,018.0 |
|
1.618 |
10,956.2 |
|
2.618 |
10,856.2 |
|
4.250 |
10,693.0 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,171.3 |
11,138.6 |
| PP |
11,169.7 |
11,104.2 |
| S1 |
11,168.0 |
11,069.8 |
|