| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,518.0 |
11,496.5 |
-21.5 |
-0.2% |
11,300.0 |
| High |
11,545.5 |
11,538.0 |
-7.5 |
-0.1% |
11,501.5 |
| Low |
11,437.0 |
11,397.0 |
-40.0 |
-0.3% |
11,235.0 |
| Close |
11,483.5 |
11,520.0 |
36.5 |
0.3% |
11,464.5 |
| Range |
108.5 |
141.0 |
32.5 |
30.0% |
266.5 |
| ATR |
156.2 |
155.2 |
-1.1 |
-0.7% |
0.0 |
| Volume |
102,087 |
122,243 |
20,156 |
19.7% |
388,587 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,908.0 |
11,855.0 |
11,597.6 |
|
| R3 |
11,767.0 |
11,714.0 |
11,558.8 |
|
| R2 |
11,626.0 |
11,626.0 |
11,545.9 |
|
| R1 |
11,573.0 |
11,573.0 |
11,532.9 |
11,599.5 |
| PP |
11,485.0 |
11,485.0 |
11,485.0 |
11,498.3 |
| S1 |
11,432.0 |
11,432.0 |
11,507.1 |
11,458.5 |
| S2 |
11,344.0 |
11,344.0 |
11,494.2 |
|
| S3 |
11,203.0 |
11,291.0 |
11,481.2 |
|
| S4 |
11,062.0 |
11,150.0 |
11,442.5 |
|
|
| 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 |
11,395.5 |
160.0 |
1.4% |
113.7 |
1.0% |
78% |
False |
False |
101,654 |
| 10 |
11,555.5 |
11,011.5 |
544.0 |
4.7% |
145.7 |
1.3% |
93% |
False |
False |
100,775 |
| 20 |
11,555.5 |
10,856.5 |
699.0 |
6.1% |
155.0 |
1.3% |
95% |
False |
False |
100,328 |
| 40 |
11,555.5 |
10,378.5 |
1,177.0 |
10.2% |
164.8 |
1.4% |
97% |
False |
False |
99,967 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.2% |
173.6 |
1.5% |
97% |
False |
False |
78,385 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.0% |
168.3 |
1.5% |
90% |
False |
False |
58,829 |
| 100 |
12,322.0 |
10,268.5 |
2,053.5 |
17.8% |
174.8 |
1.5% |
61% |
False |
False |
47,123 |
| 120 |
12,436.0 |
10,268.5 |
2,167.5 |
18.8% |
162.2 |
1.4% |
58% |
False |
False |
39,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,137.3 |
|
2.618 |
11,907.1 |
|
1.618 |
11,766.1 |
|
1.000 |
11,679.0 |
|
0.618 |
11,625.1 |
|
HIGH |
11,538.0 |
|
0.618 |
11,484.1 |
|
0.500 |
11,467.5 |
|
0.382 |
11,450.9 |
|
LOW |
11,397.0 |
|
0.618 |
11,309.9 |
|
1.000 |
11,256.0 |
|
1.618 |
11,168.9 |
|
2.618 |
11,027.9 |
|
4.250 |
10,797.8 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,502.5 |
11,505.4 |
| PP |
11,485.0 |
11,490.8 |
| S1 |
11,467.5 |
11,476.3 |
|