| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
3,193.0 |
3,176.0 |
-17.0 |
-0.5% |
3,157.0 |
| High |
3,202.0 |
3,208.0 |
6.0 |
0.2% |
3,192.0 |
| Low |
3,184.0 |
3,175.0 |
-9.0 |
-0.3% |
3,136.0 |
| Close |
3,195.0 |
3,207.0 |
12.0 |
0.4% |
3,186.0 |
| Range |
18.0 |
33.0 |
15.0 |
83.3% |
56.0 |
| ATR |
32.3 |
32.4 |
0.0 |
0.2% |
0.0 |
| Volume |
37,664 |
17,475 |
-20,189 |
-53.6% |
19,020 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.7 |
3,284.3 |
3,225.2 |
|
| R3 |
3,262.7 |
3,251.3 |
3,216.1 |
|
| R2 |
3,229.7 |
3,229.7 |
3,213.1 |
|
| R1 |
3,218.3 |
3,218.3 |
3,210.0 |
3,224.0 |
| PP |
3,196.7 |
3,196.7 |
3,196.7 |
3,199.5 |
| S1 |
3,185.3 |
3,185.3 |
3,204.0 |
3,191.0 |
| S2 |
3,163.7 |
3,163.7 |
3,201.0 |
|
| S3 |
3,130.7 |
3,152.3 |
3,197.9 |
|
| S4 |
3,097.7 |
3,119.3 |
3,188.9 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.3 |
3,318.7 |
3,216.8 |
|
| R3 |
3,283.3 |
3,262.7 |
3,201.4 |
|
| R2 |
3,227.3 |
3,227.3 |
3,196.3 |
|
| R1 |
3,206.7 |
3,206.7 |
3,191.1 |
3,217.0 |
| PP |
3,171.3 |
3,171.3 |
3,171.3 |
3,176.5 |
| S1 |
3,150.7 |
3,150.7 |
3,180.9 |
3,161.0 |
| S2 |
3,115.3 |
3,115.3 |
3,175.7 |
|
| S3 |
3,059.3 |
3,094.7 |
3,170.6 |
|
| S4 |
3,003.3 |
3,038.7 |
3,155.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,208.0 |
3,150.0 |
58.0 |
1.8% |
23.8 |
0.7% |
98% |
True |
False |
14,430 |
| 10 |
3,208.0 |
3,091.0 |
117.0 |
3.6% |
28.4 |
0.9% |
99% |
True |
False |
29,731 |
| 20 |
3,208.0 |
3,039.0 |
169.0 |
5.3% |
29.6 |
0.9% |
99% |
True |
False |
29,244 |
| 40 |
3,208.0 |
2,844.0 |
364.0 |
11.4% |
32.1 |
1.0% |
100% |
True |
False |
17,049 |
| 60 |
3,208.0 |
2,814.0 |
394.0 |
12.3% |
35.8 |
1.1% |
100% |
True |
False |
15,283 |
| 80 |
3,208.0 |
2,814.0 |
394.0 |
12.3% |
32.1 |
1.0% |
100% |
True |
False |
12,713 |
| 100 |
3,313.0 |
2,814.0 |
499.0 |
15.6% |
33.5 |
1.0% |
79% |
False |
False |
11,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,348.3 |
|
2.618 |
3,294.4 |
|
1.618 |
3,261.4 |
|
1.000 |
3,241.0 |
|
0.618 |
3,228.4 |
|
HIGH |
3,208.0 |
|
0.618 |
3,195.4 |
|
0.500 |
3,191.5 |
|
0.382 |
3,187.6 |
|
LOW |
3,175.0 |
|
0.618 |
3,154.6 |
|
1.000 |
3,142.0 |
|
1.618 |
3,121.6 |
|
2.618 |
3,088.6 |
|
4.250 |
3,034.8 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
3,201.8 |
3,201.7 |
| PP |
3,196.7 |
3,196.3 |
| S1 |
3,191.5 |
3,191.0 |
|