| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,715.00 |
2,712.00 |
-3.00 |
-0.1% |
2,704.00 |
| High |
2,726.75 |
2,753.25 |
26.50 |
1.0% |
2,742.50 |
| Low |
2,705.50 |
2,710.50 |
5.00 |
0.2% |
2,685.75 |
| Close |
2,713.00 |
2,749.75 |
36.75 |
1.4% |
2,711.00 |
| Range |
21.25 |
42.75 |
21.50 |
101.2% |
56.75 |
| ATR |
37.51 |
37.89 |
0.37 |
1.0% |
0.00 |
| Volume |
3,591 |
7,775 |
4,184 |
116.5% |
26,602 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.00 |
2,850.75 |
2,773.25 |
|
| R3 |
2,823.25 |
2,808.00 |
2,761.50 |
|
| R2 |
2,780.50 |
2,780.50 |
2,757.50 |
|
| R1 |
2,765.25 |
2,765.25 |
2,753.75 |
2,773.00 |
| PP |
2,737.75 |
2,737.75 |
2,737.75 |
2,741.75 |
| S1 |
2,722.50 |
2,722.50 |
2,745.75 |
2,730.00 |
| S2 |
2,695.00 |
2,695.00 |
2,742.00 |
|
| S3 |
2,652.25 |
2,679.75 |
2,738.00 |
|
| S4 |
2,609.50 |
2,637.00 |
2,726.25 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.25 |
2,854.00 |
2,742.25 |
|
| R3 |
2,826.50 |
2,797.25 |
2,726.50 |
|
| R2 |
2,769.75 |
2,769.75 |
2,721.50 |
|
| R1 |
2,740.50 |
2,740.50 |
2,716.25 |
2,755.00 |
| PP |
2,713.00 |
2,713.00 |
2,713.00 |
2,720.50 |
| S1 |
2,683.75 |
2,683.75 |
2,705.75 |
2,698.50 |
| S2 |
2,656.25 |
2,656.25 |
2,700.50 |
|
| S3 |
2,599.50 |
2,627.00 |
2,695.50 |
|
| S4 |
2,542.75 |
2,570.25 |
2,679.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,753.25 |
2,685.75 |
67.50 |
2.5% |
29.50 |
1.1% |
95% |
True |
False |
5,125 |
| 10 |
2,753.25 |
2,641.50 |
111.75 |
4.1% |
30.75 |
1.1% |
97% |
True |
False |
5,785 |
| 20 |
2,753.25 |
2,584.50 |
168.75 |
6.1% |
33.75 |
1.2% |
98% |
True |
False |
5,522 |
| 40 |
2,753.25 |
2,319.25 |
434.00 |
15.8% |
49.25 |
1.8% |
99% |
True |
False |
6,209 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.5% |
50.50 |
1.8% |
85% |
False |
False |
4,302 |
| 80 |
2,840.00 |
2,319.25 |
520.75 |
18.9% |
50.75 |
1.8% |
83% |
False |
False |
3,442 |
| 100 |
2,961.25 |
2,319.25 |
642.00 |
23.3% |
47.00 |
1.7% |
67% |
False |
False |
2,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.00 |
|
2.618 |
2,865.25 |
|
1.618 |
2,822.50 |
|
1.000 |
2,796.00 |
|
0.618 |
2,779.75 |
|
HIGH |
2,753.25 |
|
0.618 |
2,737.00 |
|
0.500 |
2,732.00 |
|
0.382 |
2,726.75 |
|
LOW |
2,710.50 |
|
0.618 |
2,684.00 |
|
1.000 |
2,667.75 |
|
1.618 |
2,641.25 |
|
2.618 |
2,598.50 |
|
4.250 |
2,528.75 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.75 |
2,739.75 |
| PP |
2,737.75 |
2,729.50 |
| S1 |
2,732.00 |
2,719.50 |
|