| 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 |
1,331.0 |
1,321.7 |
-9.3 |
-0.7% |
1,325.0 |
| High |
1,332.0 |
1,328.9 |
-3.1 |
-0.2% |
1,349.8 |
| Low |
1,318.4 |
1,314.0 |
-4.4 |
-0.3% |
1,323.3 |
| Close |
1,321.2 |
1,316.1 |
-5.1 |
-0.4% |
1,332.8 |
| Range |
13.6 |
14.9 |
1.3 |
9.6% |
26.5 |
| ATR |
11.9 |
12.1 |
0.2 |
1.8% |
0.0 |
| Volume |
198,038 |
252,235 |
54,197 |
27.4% |
1,122,971 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.4 |
1,355.1 |
1,324.3 |
|
| R3 |
1,349.5 |
1,340.2 |
1,320.2 |
|
| R2 |
1,334.6 |
1,334.6 |
1,318.8 |
|
| R1 |
1,325.3 |
1,325.3 |
1,317.5 |
1,322.5 |
| PP |
1,319.7 |
1,319.7 |
1,319.7 |
1,318.3 |
| S1 |
1,310.4 |
1,310.4 |
1,314.7 |
1,307.6 |
| S2 |
1,304.8 |
1,304.8 |
1,313.4 |
|
| S3 |
1,289.9 |
1,295.5 |
1,312.0 |
|
| S4 |
1,275.0 |
1,280.6 |
1,307.9 |
|
|
| 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 |
1,335.6 |
1,314.0 |
21.6 |
1.6% |
11.0 |
0.8% |
10% |
False |
True |
211,883 |
| 10 |
1,349.8 |
1,304.7 |
45.1 |
3.4% |
13.1 |
1.0% |
25% |
False |
False |
236,932 |
| 20 |
1,349.8 |
1,304.7 |
45.1 |
3.4% |
11.3 |
0.9% |
25% |
False |
False |
201,668 |
| 40 |
1,349.8 |
1,281.5 |
68.3 |
5.2% |
11.2 |
0.9% |
51% |
False |
False |
131,250 |
| 60 |
1,349.8 |
1,233.0 |
116.8 |
8.9% |
11.1 |
0.8% |
71% |
False |
False |
89,377 |
| 80 |
1,349.8 |
1,209.3 |
140.5 |
10.7% |
10.8 |
0.8% |
76% |
False |
False |
67,871 |
| 100 |
1,349.8 |
1,199.2 |
150.6 |
11.4% |
10.8 |
0.8% |
78% |
False |
False |
54,636 |
| 120 |
1,349.8 |
1,195.7 |
154.1 |
11.7% |
10.7 |
0.8% |
78% |
False |
False |
45,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,392.2 |
|
2.618 |
1,367.9 |
|
1.618 |
1,353.0 |
|
1.000 |
1,343.8 |
|
0.618 |
1,338.1 |
|
HIGH |
1,328.9 |
|
0.618 |
1,323.2 |
|
0.500 |
1,321.5 |
|
0.382 |
1,319.7 |
|
LOW |
1,314.0 |
|
0.618 |
1,304.8 |
|
1.000 |
1,299.1 |
|
1.618 |
1,289.9 |
|
2.618 |
1,275.0 |
|
4.250 |
1,250.7 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.5 |
1,323.2 |
| PP |
1,319.7 |
1,320.8 |
| S1 |
1,317.9 |
1,318.5 |
|