| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,315.0 |
11,403.5 |
88.5 |
0.8% |
10,945.0 |
| High |
11,444.0 |
11,481.5 |
37.5 |
0.3% |
11,322.0 |
| Low |
11,292.0 |
11,385.5 |
93.5 |
0.8% |
10,921.5 |
| Close |
11,406.5 |
11,421.5 |
15.0 |
0.1% |
11,299.0 |
| Range |
152.0 |
96.0 |
-56.0 |
-36.8% |
400.5 |
| ATR |
178.7 |
172.8 |
-5.9 |
-3.3% |
0.0 |
| Volume |
101,994 |
92,871 |
-9,123 |
-8.9% |
495,412 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,717.5 |
11,665.5 |
11,474.3 |
|
| R3 |
11,621.5 |
11,569.5 |
11,447.9 |
|
| R2 |
11,525.5 |
11,525.5 |
11,439.1 |
|
| R1 |
11,473.5 |
11,473.5 |
11,430.3 |
11,499.5 |
| PP |
11,429.5 |
11,429.5 |
11,429.5 |
11,442.5 |
| S1 |
11,377.5 |
11,377.5 |
11,412.7 |
11,403.5 |
| S2 |
11,333.5 |
11,333.5 |
11,403.9 |
|
| S3 |
11,237.5 |
11,281.5 |
11,395.1 |
|
| S4 |
11,141.5 |
11,185.5 |
11,368.7 |
|
|
| 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 |
11,481.5 |
11,011.5 |
470.0 |
4.1% |
177.7 |
1.6% |
87% |
True |
False |
99,896 |
| 10 |
11,481.5 |
10,856.5 |
625.0 |
5.5% |
174.5 |
1.5% |
90% |
True |
False |
99,402 |
| 20 |
11,481.5 |
10,856.5 |
625.0 |
5.5% |
158.0 |
1.4% |
90% |
True |
False |
100,880 |
| 40 |
11,481.5 |
10,268.5 |
1,213.0 |
10.6% |
181.7 |
1.6% |
95% |
True |
False |
100,346 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.3% |
175.0 |
1.5% |
89% |
False |
False |
69,935 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.1% |
176.3 |
1.5% |
83% |
False |
False |
52,487 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
19.0% |
175.0 |
1.5% |
53% |
False |
False |
42,048 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
19.9% |
160.6 |
1.4% |
51% |
False |
False |
35,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,889.5 |
|
2.618 |
11,732.8 |
|
1.618 |
11,636.8 |
|
1.000 |
11,577.5 |
|
0.618 |
11,540.8 |
|
HIGH |
11,481.5 |
|
0.618 |
11,444.8 |
|
0.500 |
11,433.5 |
|
0.382 |
11,422.2 |
|
LOW |
11,385.5 |
|
0.618 |
11,326.2 |
|
1.000 |
11,289.5 |
|
1.618 |
11,230.2 |
|
2.618 |
11,134.2 |
|
4.250 |
10,977.5 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,433.5 |
11,400.4 |
| PP |
11,429.5 |
11,379.3 |
| S1 |
11,425.5 |
11,358.3 |
|