| 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 |
1,348.1 |
1,332.4 |
-15.7 |
-1.2% |
1,331.1 |
| High |
1,350.7 |
1,342.0 |
-8.7 |
-0.6% |
1,356.0 |
| Low |
1,330.0 |
1,330.3 |
0.3 |
0.0% |
1,330.0 |
| Close |
1,334.3 |
1,339.4 |
5.1 |
0.4% |
1,339.4 |
| Range |
20.7 |
11.7 |
-9.0 |
-43.5% |
26.0 |
| ATR |
12.2 |
12.1 |
0.0 |
-0.3% |
0.0 |
| Volume |
6,327 |
8,267 |
1,940 |
30.7% |
24,221 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,372.3 |
1,367.6 |
1,345.8 |
|
| R3 |
1,360.6 |
1,355.9 |
1,342.6 |
|
| R2 |
1,348.9 |
1,348.9 |
1,341.5 |
|
| R1 |
1,344.2 |
1,344.2 |
1,340.5 |
1,346.6 |
| PP |
1,337.2 |
1,337.2 |
1,337.2 |
1,338.4 |
| S1 |
1,332.5 |
1,332.5 |
1,338.3 |
1,334.9 |
| S2 |
1,325.5 |
1,325.5 |
1,337.3 |
|
| S3 |
1,313.8 |
1,320.8 |
1,336.2 |
|
| S4 |
1,302.1 |
1,309.1 |
1,333.0 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.8 |
1,405.6 |
1,353.7 |
|
| R3 |
1,393.8 |
1,379.6 |
1,346.6 |
|
| R2 |
1,367.8 |
1,367.8 |
1,344.2 |
|
| R1 |
1,353.6 |
1,353.6 |
1,341.8 |
1,360.7 |
| PP |
1,341.8 |
1,341.8 |
1,341.8 |
1,345.4 |
| S1 |
1,327.6 |
1,327.6 |
1,337.0 |
1,334.7 |
| S2 |
1,315.8 |
1,315.8 |
1,334.6 |
|
| S3 |
1,289.8 |
1,301.6 |
1,332.3 |
|
| S4 |
1,263.8 |
1,275.6 |
1,325.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,356.0 |
1,320.7 |
35.3 |
2.6% |
14.8 |
1.1% |
53% |
False |
False |
5,410 |
| 10 |
1,356.0 |
1,311.3 |
44.7 |
3.3% |
12.6 |
0.9% |
63% |
False |
False |
5,138 |
| 20 |
1,356.0 |
1,291.7 |
64.3 |
4.8% |
11.5 |
0.9% |
74% |
False |
False |
5,355 |
| 40 |
1,356.0 |
1,280.0 |
76.0 |
5.7% |
10.7 |
0.8% |
78% |
False |
False |
4,851 |
| 60 |
1,356.0 |
1,228.9 |
127.1 |
9.5% |
10.6 |
0.8% |
87% |
False |
False |
3,997 |
| 80 |
1,356.0 |
1,215.0 |
141.0 |
10.5% |
10.5 |
0.8% |
88% |
False |
False |
3,777 |
| 100 |
1,356.0 |
1,205.0 |
151.0 |
11.3% |
10.7 |
0.8% |
89% |
False |
False |
3,219 |
| 120 |
1,356.0 |
1,201.6 |
154.4 |
11.5% |
10.5 |
0.8% |
89% |
False |
False |
2,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,391.7 |
|
2.618 |
1,372.6 |
|
1.618 |
1,360.9 |
|
1.000 |
1,353.7 |
|
0.618 |
1,349.2 |
|
HIGH |
1,342.0 |
|
0.618 |
1,337.5 |
|
0.500 |
1,336.2 |
|
0.382 |
1,334.8 |
|
LOW |
1,330.3 |
|
0.618 |
1,323.1 |
|
1.000 |
1,318.6 |
|
1.618 |
1,311.4 |
|
2.618 |
1,299.7 |
|
4.250 |
1,280.6 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.3 |
1,343.0 |
| PP |
1,337.2 |
1,341.8 |
| S1 |
1,336.2 |
1,340.6 |
|