| 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 |
2,804.00 |
2,800.25 |
-3.75 |
-0.1% |
2,784.00 |
| High |
2,819.50 |
2,809.00 |
-10.50 |
-0.4% |
2,802.50 |
| Low |
2,799.50 |
2,788.75 |
-10.75 |
-0.4% |
2,768.50 |
| Close |
2,802.25 |
2,797.00 |
-5.25 |
-0.2% |
2,796.00 |
| Range |
20.00 |
20.25 |
0.25 |
1.3% |
34.00 |
| ATR |
33.30 |
32.37 |
-0.93 |
-2.8% |
0.00 |
| Volume |
24,900 |
19,661 |
-5,239 |
-21.0% |
44,669 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.00 |
2,848.25 |
2,808.25 |
|
| R3 |
2,838.75 |
2,828.00 |
2,802.50 |
|
| R2 |
2,818.50 |
2,818.50 |
2,800.75 |
|
| R1 |
2,807.75 |
2,807.75 |
2,798.75 |
2,803.00 |
| PP |
2,798.25 |
2,798.25 |
2,798.25 |
2,796.00 |
| S1 |
2,787.50 |
2,787.50 |
2,795.25 |
2,782.75 |
| S2 |
2,778.00 |
2,778.00 |
2,793.25 |
|
| S3 |
2,757.75 |
2,767.25 |
2,791.50 |
|
| S4 |
2,737.50 |
2,747.00 |
2,785.75 |
|
|
| 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 |
2,819.50 |
2,768.50 |
51.00 |
1.8% |
23.25 |
0.8% |
56% |
False |
False |
16,636 |
| 10 |
2,819.50 |
2,710.50 |
109.00 |
3.9% |
28.25 |
1.0% |
79% |
False |
False |
11,805 |
| 20 |
2,819.50 |
2,634.00 |
185.50 |
6.6% |
28.50 |
1.0% |
88% |
False |
False |
8,540 |
| 40 |
2,819.50 |
2,442.25 |
377.25 |
13.5% |
35.00 |
1.2% |
94% |
False |
False |
7,839 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.1% |
47.50 |
1.7% |
94% |
False |
False |
6,082 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
47.00 |
1.7% |
93% |
False |
False |
4,685 |
| 100 |
2,960.75 |
2,319.25 |
641.50 |
22.9% |
48.25 |
1.7% |
74% |
False |
False |
3,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.00 |
|
2.618 |
2,862.00 |
|
1.618 |
2,841.75 |
|
1.000 |
2,829.25 |
|
0.618 |
2,821.50 |
|
HIGH |
2,809.00 |
|
0.618 |
2,801.25 |
|
0.500 |
2,799.00 |
|
0.382 |
2,796.50 |
|
LOW |
2,788.75 |
|
0.618 |
2,776.25 |
|
1.000 |
2,768.50 |
|
1.618 |
2,756.00 |
|
2.618 |
2,735.75 |
|
4.250 |
2,702.75 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.00 |
2,797.25 |
| PP |
2,798.25 |
2,797.25 |
| S1 |
2,797.50 |
2,797.00 |
|