| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,300.0 |
11,315.0 |
15.0 |
0.1% |
10,945.0 |
| High |
11,368.5 |
11,444.0 |
75.5 |
0.7% |
11,322.0 |
| Low |
11,235.0 |
11,292.0 |
57.0 |
0.5% |
10,921.5 |
| Close |
11,297.0 |
11,406.5 |
109.5 |
1.0% |
11,299.0 |
| Range |
133.5 |
152.0 |
18.5 |
13.9% |
400.5 |
| ATR |
180.8 |
178.7 |
-2.1 |
-1.1% |
0.0 |
| Volume |
104,859 |
101,994 |
-2,865 |
-2.7% |
495,412 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,836.8 |
11,773.7 |
11,490.1 |
|
| R3 |
11,684.8 |
11,621.7 |
11,448.3 |
|
| R2 |
11,532.8 |
11,532.8 |
11,434.4 |
|
| R1 |
11,469.7 |
11,469.7 |
11,420.4 |
11,501.3 |
| PP |
11,380.8 |
11,380.8 |
11,380.8 |
11,396.6 |
| S1 |
11,317.7 |
11,317.7 |
11,392.6 |
11,349.3 |
| S2 |
11,228.8 |
11,228.8 |
11,378.6 |
|
| S3 |
11,076.8 |
11,165.7 |
11,364.7 |
|
| S4 |
10,924.8 |
11,013.7 |
11,322.9 |
|
|
| 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 |
11,444.0 |
11,011.5 |
432.5 |
3.8% |
178.5 |
1.6% |
91% |
True |
False |
103,654 |
| 10 |
11,444.0 |
10,856.5 |
587.5 |
5.2% |
173.1 |
1.5% |
94% |
True |
False |
104,040 |
| 20 |
11,444.0 |
10,856.5 |
587.5 |
5.2% |
159.7 |
1.4% |
94% |
True |
False |
101,724 |
| 40 |
11,444.0 |
10,268.5 |
1,175.5 |
10.3% |
183.2 |
1.6% |
97% |
True |
False |
99,308 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.3% |
176.3 |
1.5% |
88% |
False |
False |
68,388 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.1% |
177.3 |
1.6% |
82% |
False |
False |
51,328 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.0% |
174.4 |
1.5% |
53% |
False |
False |
41,121 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
19.9% |
160.5 |
1.4% |
50% |
False |
False |
34,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,090.0 |
|
2.618 |
11,841.9 |
|
1.618 |
11,689.9 |
|
1.000 |
11,596.0 |
|
0.618 |
11,537.9 |
|
HIGH |
11,444.0 |
|
0.618 |
11,385.9 |
|
0.500 |
11,368.0 |
|
0.382 |
11,350.1 |
|
LOW |
11,292.0 |
|
0.618 |
11,198.1 |
|
1.000 |
11,140.0 |
|
1.618 |
11,046.1 |
|
2.618 |
10,894.1 |
|
4.250 |
10,646.0 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,393.7 |
11,346.9 |
| PP |
11,380.8 |
11,287.3 |
| S1 |
11,368.0 |
11,227.8 |
|