| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,754.25 |
2,745.00 |
-9.25 |
-0.3% |
2,715.00 |
| High |
2,767.50 |
2,783.25 |
15.75 |
0.6% |
2,783.25 |
| Low |
2,734.50 |
2,733.25 |
-1.25 |
0.0% |
2,705.50 |
| Close |
2,748.00 |
2,782.00 |
34.00 |
1.2% |
2,782.00 |
| Range |
33.00 |
50.00 |
17.00 |
51.5% |
77.75 |
| ATR |
36.30 |
37.28 |
0.98 |
2.7% |
0.00 |
| Volume |
3,390 |
10,428 |
7,038 |
207.6% |
32,411 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.25 |
2,899.00 |
2,809.50 |
|
| R3 |
2,866.25 |
2,849.00 |
2,795.75 |
|
| R2 |
2,816.25 |
2,816.25 |
2,791.25 |
|
| R1 |
2,799.00 |
2,799.00 |
2,786.50 |
2,807.50 |
| PP |
2,766.25 |
2,766.25 |
2,766.25 |
2,770.50 |
| S1 |
2,749.00 |
2,749.00 |
2,777.50 |
2,757.50 |
| S2 |
2,716.25 |
2,716.25 |
2,772.75 |
|
| S3 |
2,666.25 |
2,699.00 |
2,768.25 |
|
| S4 |
2,616.25 |
2,649.00 |
2,754.50 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.25 |
2,963.75 |
2,824.75 |
|
| R3 |
2,912.50 |
2,886.00 |
2,803.50 |
|
| R2 |
2,834.75 |
2,834.75 |
2,796.25 |
|
| R1 |
2,808.25 |
2,808.25 |
2,789.25 |
2,821.50 |
| PP |
2,757.00 |
2,757.00 |
2,757.00 |
2,763.50 |
| S1 |
2,730.50 |
2,730.50 |
2,774.75 |
2,743.75 |
| S2 |
2,679.25 |
2,679.25 |
2,767.75 |
|
| S3 |
2,601.50 |
2,652.75 |
2,760.50 |
|
| S4 |
2,523.75 |
2,575.00 |
2,739.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.25 |
2,705.50 |
77.75 |
2.8% |
33.25 |
1.2% |
98% |
True |
False |
6,482 |
| 10 |
2,783.25 |
2,685.75 |
97.50 |
3.5% |
29.75 |
1.1% |
99% |
True |
False |
5,901 |
| 20 |
2,783.25 |
2,618.00 |
165.25 |
5.9% |
33.50 |
1.2% |
99% |
True |
False |
5,716 |
| 40 |
2,783.25 |
2,319.25 |
464.00 |
16.7% |
47.25 |
1.7% |
100% |
True |
False |
6,518 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.2% |
49.50 |
1.8% |
91% |
False |
False |
4,624 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.5% |
50.50 |
1.8% |
90% |
False |
False |
3,702 |
| 100 |
2,960.75 |
2,319.25 |
641.50 |
23.1% |
47.75 |
1.7% |
72% |
False |
False |
2,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.75 |
|
2.618 |
2,914.25 |
|
1.618 |
2,864.25 |
|
1.000 |
2,833.25 |
|
0.618 |
2,814.25 |
|
HIGH |
2,783.25 |
|
0.618 |
2,764.25 |
|
0.500 |
2,758.25 |
|
0.382 |
2,752.25 |
|
LOW |
2,733.25 |
|
0.618 |
2,702.25 |
|
1.000 |
2,683.25 |
|
1.618 |
2,652.25 |
|
2.618 |
2,602.25 |
|
4.250 |
2,520.75 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,774.00 |
2,774.00 |
| PP |
2,766.25 |
2,766.25 |
| S1 |
2,758.25 |
2,758.25 |
|