| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,075.0 |
11,300.0 |
225.0 |
2.0% |
10,945.0 |
| High |
11,322.0 |
11,368.5 |
46.5 |
0.4% |
11,322.0 |
| Low |
11,011.5 |
11,235.0 |
223.5 |
2.0% |
10,921.5 |
| Close |
11,299.0 |
11,297.0 |
-2.0 |
0.0% |
11,299.0 |
| Range |
310.5 |
133.5 |
-177.0 |
-57.0% |
400.5 |
| ATR |
184.4 |
180.8 |
-3.6 |
-2.0% |
0.0 |
| Volume |
59,084 |
104,859 |
45,775 |
77.5% |
495,412 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.7 |
11,632.3 |
11,370.4 |
|
| R3 |
11,567.2 |
11,498.8 |
11,333.7 |
|
| R2 |
11,433.7 |
11,433.7 |
11,321.5 |
|
| R1 |
11,365.3 |
11,365.3 |
11,309.2 |
11,332.8 |
| PP |
11,300.2 |
11,300.2 |
11,300.2 |
11,283.9 |
| S1 |
11,231.8 |
11,231.8 |
11,284.8 |
11,199.3 |
| S2 |
11,166.7 |
11,166.7 |
11,272.5 |
|
| S3 |
11,033.2 |
11,098.3 |
11,260.3 |
|
| S4 |
10,899.7 |
10,964.8 |
11,223.6 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,382.3 |
12,241.2 |
11,519.3 |
|
| R3 |
11,981.8 |
11,840.7 |
11,409.1 |
|
| R2 |
11,581.3 |
11,581.3 |
11,372.4 |
|
| R1 |
11,440.2 |
11,440.2 |
11,335.7 |
11,510.8 |
| PP |
11,180.8 |
11,180.8 |
11,180.8 |
11,216.1 |
| S1 |
11,039.7 |
11,039.7 |
11,262.3 |
11,110.3 |
| S2 |
10,780.3 |
10,780.3 |
11,225.6 |
|
| S3 |
10,379.8 |
10,639.2 |
11,188.9 |
|
| S4 |
9,979.3 |
10,238.7 |
11,078.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,368.5 |
11,010.0 |
358.5 |
3.2% |
178.6 |
1.6% |
80% |
True |
False |
102,449 |
| 10 |
11,385.0 |
10,856.5 |
528.5 |
4.7% |
179.5 |
1.6% |
83% |
False |
False |
101,543 |
| 20 |
11,385.0 |
10,856.5 |
528.5 |
4.7% |
159.1 |
1.4% |
83% |
False |
False |
101,608 |
| 40 |
11,385.0 |
10,268.5 |
1,116.5 |
9.9% |
185.4 |
1.6% |
92% |
False |
False |
98,150 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.4% |
177.4 |
1.6% |
80% |
False |
False |
66,691 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.3% |
177.1 |
1.6% |
74% |
False |
False |
50,057 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.2% |
173.7 |
1.5% |
47% |
False |
False |
40,101 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
20.1% |
159.3 |
1.4% |
45% |
False |
False |
33,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,935.9 |
|
2.618 |
11,718.0 |
|
1.618 |
11,584.5 |
|
1.000 |
11,502.0 |
|
0.618 |
11,451.0 |
|
HIGH |
11,368.5 |
|
0.618 |
11,317.5 |
|
0.500 |
11,301.8 |
|
0.382 |
11,286.0 |
|
LOW |
11,235.0 |
|
0.618 |
11,152.5 |
|
1.000 |
11,101.5 |
|
1.618 |
11,019.0 |
|
2.618 |
10,885.5 |
|
4.250 |
10,667.6 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,301.8 |
11,261.3 |
| PP |
11,300.2 |
11,225.7 |
| S1 |
11,298.6 |
11,190.0 |
|