| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,468.0 |
11,518.0 |
50.0 |
0.4% |
11,300.0 |
| High |
11,555.5 |
11,545.5 |
-10.0 |
-0.1% |
11,501.5 |
| Low |
11,421.5 |
11,437.0 |
15.5 |
0.1% |
11,235.0 |
| Close |
11,548.0 |
11,483.5 |
-64.5 |
-0.6% |
11,464.5 |
| Range |
134.0 |
108.5 |
-25.5 |
-19.0% |
266.5 |
| ATR |
159.7 |
156.2 |
-3.5 |
-2.2% |
0.0 |
| Volume |
92,813 |
102,087 |
9,274 |
10.0% |
388,587 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,814.2 |
11,757.3 |
11,543.2 |
|
| R3 |
11,705.7 |
11,648.8 |
11,513.3 |
|
| R2 |
11,597.2 |
11,597.2 |
11,503.4 |
|
| R1 |
11,540.3 |
11,540.3 |
11,493.4 |
11,514.5 |
| PP |
11,488.7 |
11,488.7 |
11,488.7 |
11,475.8 |
| S1 |
11,431.8 |
11,431.8 |
11,473.6 |
11,406.0 |
| S2 |
11,380.2 |
11,380.2 |
11,463.6 |
|
| S3 |
11,271.7 |
11,323.3 |
11,453.7 |
|
| S4 |
11,163.2 |
11,214.8 |
11,423.8 |
|
|
| 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 |
11,385.5 |
170.0 |
1.5% |
104.7 |
0.9% |
58% |
False |
False |
95,780 |
| 10 |
11,555.5 |
11,011.5 |
544.0 |
4.7% |
141.6 |
1.2% |
87% |
False |
False |
99,717 |
| 20 |
11,555.5 |
10,856.5 |
699.0 |
6.1% |
153.5 |
1.3% |
90% |
False |
False |
100,729 |
| 40 |
11,555.5 |
10,378.5 |
1,177.0 |
10.2% |
166.3 |
1.4% |
94% |
False |
False |
99,452 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.2% |
173.9 |
1.5% |
94% |
False |
False |
76,351 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.1% |
168.7 |
1.5% |
88% |
False |
False |
57,301 |
| 100 |
12,344.5 |
10,268.5 |
2,076.0 |
18.1% |
174.5 |
1.5% |
59% |
False |
False |
45,901 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.9% |
161.4 |
1.4% |
56% |
False |
False |
38,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,006.6 |
|
2.618 |
11,829.6 |
|
1.618 |
11,721.1 |
|
1.000 |
11,654.0 |
|
0.618 |
11,612.6 |
|
HIGH |
11,545.5 |
|
0.618 |
11,504.1 |
|
0.500 |
11,491.3 |
|
0.382 |
11,478.4 |
|
LOW |
11,437.0 |
|
0.618 |
11,369.9 |
|
1.000 |
11,328.5 |
|
1.618 |
11,261.4 |
|
2.618 |
11,152.9 |
|
4.250 |
10,975.9 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,491.3 |
11,488.5 |
| PP |
11,488.7 |
11,486.8 |
| S1 |
11,486.1 |
11,485.2 |
|