| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1,341.7 |
1,325.8 |
-15.9 |
-1.2% |
1,325.0 |
| High |
1,344.3 |
1,335.6 |
-8.7 |
-0.6% |
1,349.8 |
| Low |
1,323.3 |
1,323.8 |
0.5 |
0.0% |
1,323.3 |
| Close |
1,327.8 |
1,332.8 |
5.0 |
0.4% |
1,332.8 |
| Range |
21.0 |
11.8 |
-9.2 |
-43.8% |
26.5 |
| ATR |
12.5 |
12.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
285,810 |
241,803 |
-44,007 |
-15.4% |
1,122,971 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.1 |
1,361.3 |
1,339.3 |
|
| R3 |
1,354.3 |
1,349.5 |
1,336.0 |
|
| R2 |
1,342.5 |
1,342.5 |
1,335.0 |
|
| R1 |
1,337.7 |
1,337.7 |
1,333.9 |
1,340.1 |
| PP |
1,330.7 |
1,330.7 |
1,330.7 |
1,332.0 |
| S1 |
1,325.9 |
1,325.9 |
1,331.7 |
1,328.3 |
| S2 |
1,318.9 |
1,318.9 |
1,330.6 |
|
| S3 |
1,307.1 |
1,314.1 |
1,329.6 |
|
| S4 |
1,295.3 |
1,302.3 |
1,326.3 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.8 |
1,400.3 |
1,347.4 |
|
| R3 |
1,388.3 |
1,373.8 |
1,340.1 |
|
| R2 |
1,361.8 |
1,361.8 |
1,337.7 |
|
| R1 |
1,347.3 |
1,347.3 |
1,335.2 |
1,354.6 |
| PP |
1,335.3 |
1,335.3 |
1,335.3 |
1,338.9 |
| S1 |
1,320.8 |
1,320.8 |
1,330.4 |
1,328.1 |
| S2 |
1,308.8 |
1,308.8 |
1,327.9 |
|
| S3 |
1,282.3 |
1,294.3 |
1,325.5 |
|
| S4 |
1,255.8 |
1,267.8 |
1,318.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.8 |
1,314.3 |
35.5 |
2.7% |
15.1 |
1.1% |
52% |
False |
False |
264,650 |
| 10 |
1,349.8 |
1,304.7 |
45.1 |
3.4% |
13.0 |
1.0% |
62% |
False |
False |
219,841 |
| 20 |
1,349.8 |
1,284.8 |
65.0 |
4.9% |
12.0 |
0.9% |
74% |
False |
False |
194,479 |
| 40 |
1,349.8 |
1,273.7 |
76.1 |
5.7% |
11.2 |
0.8% |
78% |
False |
False |
111,459 |
| 60 |
1,349.8 |
1,222.8 |
127.0 |
9.5% |
11.1 |
0.8% |
87% |
False |
False |
76,136 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.5% |
10.8 |
0.8% |
88% |
False |
False |
57,742 |
| 100 |
1,349.8 |
1,199.2 |
150.6 |
11.3% |
10.8 |
0.8% |
89% |
False |
False |
46,524 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.6% |
10.6 |
0.8% |
89% |
False |
False |
38,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,385.8 |
|
2.618 |
1,366.5 |
|
1.618 |
1,354.7 |
|
1.000 |
1,347.4 |
|
0.618 |
1,342.9 |
|
HIGH |
1,335.6 |
|
0.618 |
1,331.1 |
|
0.500 |
1,329.7 |
|
0.382 |
1,328.3 |
|
LOW |
1,323.8 |
|
0.618 |
1,316.5 |
|
1.000 |
1,312.0 |
|
1.618 |
1,304.7 |
|
2.618 |
1,292.9 |
|
4.250 |
1,273.7 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.8 |
1,336.6 |
| PP |
1,330.7 |
1,335.3 |
| S1 |
1,329.7 |
1,334.1 |
|