| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,791.25 |
2,777.25 |
-14.00 |
-0.5% |
2,784.00 |
| High |
2,802.50 |
2,800.50 |
-2.00 |
-0.1% |
2,802.50 |
| Low |
2,768.50 |
2,775.00 |
6.50 |
0.2% |
2,768.50 |
| Close |
2,778.75 |
2,796.00 |
17.25 |
0.6% |
2,796.00 |
| Range |
34.00 |
25.50 |
-8.50 |
-25.0% |
34.00 |
| ATR |
34.71 |
34.05 |
-0.66 |
-1.9% |
0.00 |
| Volume |
21,606 |
10,941 |
-10,665 |
-49.4% |
44,669 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.00 |
2,857.00 |
2,810.00 |
|
| R3 |
2,841.50 |
2,831.50 |
2,803.00 |
|
| R2 |
2,816.00 |
2,816.00 |
2,800.75 |
|
| R1 |
2,806.00 |
2,806.00 |
2,798.25 |
2,811.00 |
| PP |
2,790.50 |
2,790.50 |
2,790.50 |
2,793.00 |
| S1 |
2,780.50 |
2,780.50 |
2,793.75 |
2,785.50 |
| S2 |
2,765.00 |
2,765.00 |
2,791.25 |
|
| S3 |
2,739.50 |
2,755.00 |
2,789.00 |
|
| S4 |
2,714.00 |
2,729.50 |
2,782.00 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.00 |
2,877.50 |
2,814.75 |
|
| R3 |
2,857.00 |
2,843.50 |
2,805.25 |
|
| R2 |
2,823.00 |
2,823.00 |
2,802.25 |
|
| R1 |
2,809.50 |
2,809.50 |
2,799.00 |
2,816.25 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,792.50 |
| S1 |
2,775.50 |
2,775.50 |
2,793.00 |
2,782.25 |
| S2 |
2,755.00 |
2,755.00 |
2,789.75 |
|
| S3 |
2,721.00 |
2,741.50 |
2,786.75 |
|
| S4 |
2,687.00 |
2,707.50 |
2,777.25 |
|
|
| 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% |
29.50 |
1.1% |
91% |
False |
False |
11,019 |
| 10 |
2,802.50 |
2,685.75 |
116.75 |
4.2% |
29.25 |
1.0% |
94% |
False |
False |
8,367 |
| 20 |
2,802.50 |
2,627.75 |
174.75 |
6.3% |
30.25 |
1.1% |
96% |
False |
False |
7,076 |
| 40 |
2,802.50 |
2,319.25 |
483.25 |
17.3% |
40.50 |
1.4% |
99% |
False |
False |
7,117 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.2% |
48.00 |
1.7% |
94% |
False |
False |
5,360 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
48.50 |
1.7% |
93% |
False |
False |
4,196 |
| 100 |
2,960.75 |
2,319.25 |
641.50 |
22.9% |
48.00 |
1.7% |
74% |
False |
False |
3,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.00 |
|
2.618 |
2,867.25 |
|
1.618 |
2,841.75 |
|
1.000 |
2,826.00 |
|
0.618 |
2,816.25 |
|
HIGH |
2,800.50 |
|
0.618 |
2,790.75 |
|
0.500 |
2,787.75 |
|
0.382 |
2,784.75 |
|
LOW |
2,775.00 |
|
0.618 |
2,759.25 |
|
1.000 |
2,749.50 |
|
1.618 |
2,733.75 |
|
2.618 |
2,708.25 |
|
4.250 |
2,666.50 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.25 |
2,792.50 |
| PP |
2,790.50 |
2,789.00 |
| S1 |
2,787.75 |
2,785.50 |
|