| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,112.0 |
3,123.0 |
11.0 |
0.4% |
3,083.0 |
| High |
3,123.0 |
3,139.0 |
16.0 |
0.5% |
3,128.0 |
| Low |
3,108.0 |
3,098.0 |
-10.0 |
-0.3% |
3,039.0 |
| Close |
3,119.0 |
3,099.0 |
-20.0 |
-0.6% |
3,049.0 |
| Range |
15.0 |
41.0 |
26.0 |
173.3% |
89.0 |
| ATR |
36.0 |
36.4 |
0.4 |
1.0% |
0.0 |
| Volume |
125,593 |
87,396 |
-38,197 |
-30.4% |
17,868 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,235.0 |
3,208.0 |
3,121.6 |
|
| R3 |
3,194.0 |
3,167.0 |
3,110.3 |
|
| R2 |
3,153.0 |
3,153.0 |
3,106.5 |
|
| R1 |
3,126.0 |
3,126.0 |
3,102.8 |
3,119.0 |
| PP |
3,112.0 |
3,112.0 |
3,112.0 |
3,108.5 |
| S1 |
3,085.0 |
3,085.0 |
3,095.2 |
3,078.0 |
| S2 |
3,071.0 |
3,071.0 |
3,091.5 |
|
| S3 |
3,030.0 |
3,044.0 |
3,087.7 |
|
| S4 |
2,989.0 |
3,003.0 |
3,076.5 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.0 |
3,283.0 |
3,098.0 |
|
| R3 |
3,250.0 |
3,194.0 |
3,073.5 |
|
| R2 |
3,161.0 |
3,161.0 |
3,065.3 |
|
| R1 |
3,105.0 |
3,105.0 |
3,057.2 |
3,088.5 |
| PP |
3,072.0 |
3,072.0 |
3,072.0 |
3,063.8 |
| S1 |
3,016.0 |
3,016.0 |
3,040.8 |
2,999.5 |
| S2 |
2,983.0 |
2,983.0 |
3,032.7 |
|
| S3 |
2,894.0 |
2,927.0 |
3,024.5 |
|
| S4 |
2,805.0 |
2,838.0 |
3,000.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,139.0 |
3,039.0 |
100.0 |
3.2% |
27.2 |
0.9% |
60% |
True |
False |
56,324 |
| 10 |
3,139.0 |
3,039.0 |
100.0 |
3.2% |
29.4 |
0.9% |
60% |
True |
False |
29,542 |
| 20 |
3,139.0 |
2,993.0 |
146.0 |
4.7% |
29.9 |
1.0% |
73% |
True |
False |
26,109 |
| 40 |
3,139.0 |
2,814.0 |
325.0 |
10.5% |
36.6 |
1.2% |
88% |
True |
False |
15,476 |
| 60 |
3,141.0 |
2,814.0 |
327.0 |
10.6% |
34.8 |
1.1% |
87% |
False |
False |
15,238 |
| 80 |
3,152.0 |
2,814.0 |
338.0 |
10.9% |
33.4 |
1.1% |
84% |
False |
False |
11,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,313.3 |
|
2.618 |
3,246.3 |
|
1.618 |
3,205.3 |
|
1.000 |
3,180.0 |
|
0.618 |
3,164.3 |
|
HIGH |
3,139.0 |
|
0.618 |
3,123.3 |
|
0.500 |
3,118.5 |
|
0.382 |
3,113.7 |
|
LOW |
3,098.0 |
|
0.618 |
3,072.7 |
|
1.000 |
3,057.0 |
|
1.618 |
3,031.7 |
|
2.618 |
2,990.7 |
|
4.250 |
2,923.8 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.5 |
3,114.0 |
| PP |
3,112.0 |
3,109.0 |
| S1 |
3,105.5 |
3,104.0 |
|