| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,781.00 |
2,791.25 |
10.25 |
0.4% |
2,715.00 |
| High |
2,795.00 |
2,802.50 |
7.50 |
0.3% |
2,783.25 |
| Low |
2,778.25 |
2,768.50 |
-9.75 |
-0.4% |
2,705.50 |
| Close |
2,791.50 |
2,778.75 |
-12.75 |
-0.5% |
2,782.00 |
| Range |
16.75 |
34.00 |
17.25 |
103.0% |
77.75 |
| ATR |
34.77 |
34.71 |
-0.05 |
-0.2% |
0.00 |
| Volume |
6,072 |
21,606 |
15,534 |
255.8% |
32,411 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.25 |
2,866.00 |
2,797.50 |
|
| R3 |
2,851.25 |
2,832.00 |
2,788.00 |
|
| R2 |
2,817.25 |
2,817.25 |
2,785.00 |
|
| R1 |
2,798.00 |
2,798.00 |
2,781.75 |
2,790.50 |
| PP |
2,783.25 |
2,783.25 |
2,783.25 |
2,779.50 |
| S1 |
2,764.00 |
2,764.00 |
2,775.75 |
2,756.50 |
| S2 |
2,749.25 |
2,749.25 |
2,772.50 |
|
| S3 |
2,715.25 |
2,730.00 |
2,769.50 |
|
| S4 |
2,681.25 |
2,696.00 |
2,760.00 |
|
|
| 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 |
2,802.50 |
2,733.25 |
69.25 |
2.5% |
31.00 |
1.1% |
66% |
True |
False |
9,509 |
| 10 |
2,802.50 |
2,685.75 |
116.75 |
4.2% |
31.00 |
1.1% |
80% |
True |
False |
7,839 |
| 20 |
2,802.50 |
2,627.75 |
174.75 |
6.3% |
30.00 |
1.1% |
86% |
True |
False |
6,749 |
| 40 |
2,802.50 |
2,319.25 |
483.25 |
17.4% |
42.25 |
1.5% |
95% |
True |
False |
6,977 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.3% |
48.00 |
1.7% |
91% |
False |
False |
5,179 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.5% |
49.00 |
1.8% |
89% |
False |
False |
4,062 |
| 100 |
2,960.75 |
2,319.25 |
641.50 |
23.1% |
48.00 |
1.7% |
72% |
False |
False |
3,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.00 |
|
2.618 |
2,891.50 |
|
1.618 |
2,857.50 |
|
1.000 |
2,836.50 |
|
0.618 |
2,823.50 |
|
HIGH |
2,802.50 |
|
0.618 |
2,789.50 |
|
0.500 |
2,785.50 |
|
0.382 |
2,781.50 |
|
LOW |
2,768.50 |
|
0.618 |
2,747.50 |
|
1.000 |
2,734.50 |
|
1.618 |
2,713.50 |
|
2.618 |
2,679.50 |
|
4.250 |
2,624.00 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.50 |
2,785.50 |
| PP |
2,783.25 |
2,783.25 |
| S1 |
2,781.00 |
2,781.00 |
|