| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,479.0 |
11,468.0 |
-11.0 |
-0.1% |
11,300.0 |
| High |
11,543.0 |
11,555.5 |
12.5 |
0.1% |
11,501.5 |
| Low |
11,464.0 |
11,421.5 |
-42.5 |
-0.4% |
11,235.0 |
| Close |
11,513.0 |
11,548.0 |
35.0 |
0.3% |
11,464.5 |
| Range |
79.0 |
134.0 |
55.0 |
69.6% |
266.5 |
| ATR |
161.7 |
159.7 |
-2.0 |
-1.2% |
0.0 |
| Volume |
102,266 |
92,813 |
-9,453 |
-9.2% |
388,587 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,910.3 |
11,863.2 |
11,621.7 |
|
| R3 |
11,776.3 |
11,729.2 |
11,584.9 |
|
| R2 |
11,642.3 |
11,642.3 |
11,572.6 |
|
| R1 |
11,595.2 |
11,595.2 |
11,560.3 |
11,618.8 |
| PP |
11,508.3 |
11,508.3 |
11,508.3 |
11,520.1 |
| S1 |
11,461.2 |
11,461.2 |
11,535.7 |
11,484.8 |
| S2 |
11,374.3 |
11,374.3 |
11,523.4 |
|
| S3 |
11,240.3 |
11,327.2 |
11,511.2 |
|
| S4 |
11,106.3 |
11,193.2 |
11,474.3 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,199.8 |
12,098.7 |
11,611.1 |
|
| R3 |
11,933.3 |
11,832.2 |
11,537.8 |
|
| R2 |
11,666.8 |
11,666.8 |
11,513.4 |
|
| R1 |
11,565.7 |
11,565.7 |
11,488.9 |
11,616.3 |
| PP |
11,400.3 |
11,400.3 |
11,400.3 |
11,425.6 |
| S1 |
11,299.2 |
11,299.2 |
11,440.1 |
11,349.8 |
| S2 |
11,133.8 |
11,133.8 |
11,415.6 |
|
| S3 |
10,867.3 |
11,032.7 |
11,391.2 |
|
| S4 |
10,600.8 |
10,766.2 |
11,317.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,555.5 |
11,292.0 |
263.5 |
2.3% |
113.4 |
1.0% |
97% |
True |
False |
95,761 |
| 10 |
11,555.5 |
11,010.0 |
545.5 |
4.7% |
146.0 |
1.3% |
99% |
True |
False |
99,105 |
| 20 |
11,555.5 |
10,856.5 |
699.0 |
6.1% |
154.0 |
1.3% |
99% |
True |
False |
100,369 |
| 40 |
11,555.5 |
10,268.5 |
1,287.0 |
11.1% |
174.4 |
1.5% |
99% |
True |
False |
98,976 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.2% |
174.5 |
1.5% |
99% |
False |
False |
74,655 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.0% |
170.8 |
1.5% |
92% |
False |
False |
56,026 |
| 100 |
12,389.0 |
10,268.5 |
2,120.5 |
18.4% |
175.4 |
1.5% |
60% |
False |
False |
44,882 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.8% |
161.6 |
1.4% |
59% |
False |
False |
37,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,125.0 |
|
2.618 |
11,906.3 |
|
1.618 |
11,772.3 |
|
1.000 |
11,689.5 |
|
0.618 |
11,638.3 |
|
HIGH |
11,555.5 |
|
0.618 |
11,504.3 |
|
0.500 |
11,488.5 |
|
0.382 |
11,472.7 |
|
LOW |
11,421.5 |
|
0.618 |
11,338.7 |
|
1.000 |
11,287.5 |
|
1.618 |
11,204.7 |
|
2.618 |
11,070.7 |
|
4.250 |
10,852.0 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,528.2 |
11,523.8 |
| PP |
11,508.3 |
11,499.7 |
| S1 |
11,488.5 |
11,475.5 |
|