| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,800.25 |
2,792.50 |
-7.75 |
-0.3% |
2,784.00 |
| High |
2,809.00 |
2,802.25 |
-6.75 |
-0.2% |
2,802.50 |
| Low |
2,788.75 |
2,780.50 |
-8.25 |
-0.3% |
2,768.50 |
| Close |
2,797.00 |
2,800.25 |
3.25 |
0.1% |
2,796.00 |
| Range |
20.25 |
21.75 |
1.50 |
7.4% |
34.00 |
| ATR |
32.37 |
31.61 |
-0.76 |
-2.3% |
0.00 |
| Volume |
19,661 |
11,798 |
-7,863 |
-40.0% |
44,669 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.50 |
2,851.75 |
2,812.25 |
|
| R3 |
2,837.75 |
2,830.00 |
2,806.25 |
|
| R2 |
2,816.00 |
2,816.00 |
2,804.25 |
|
| R1 |
2,808.25 |
2,808.25 |
2,802.25 |
2,812.00 |
| PP |
2,794.25 |
2,794.25 |
2,794.25 |
2,796.25 |
| S1 |
2,786.50 |
2,786.50 |
2,798.25 |
2,790.50 |
| S2 |
2,772.50 |
2,772.50 |
2,796.25 |
|
| S3 |
2,750.75 |
2,764.75 |
2,794.25 |
|
| S4 |
2,729.00 |
2,743.00 |
2,788.25 |
|
|
| 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% |
24.25 |
0.9% |
62% |
False |
False |
17,781 |
| 10 |
2,819.50 |
2,733.25 |
86.25 |
3.1% |
26.25 |
0.9% |
78% |
False |
False |
12,207 |
| 20 |
2,819.50 |
2,641.50 |
178.00 |
6.4% |
28.50 |
1.0% |
89% |
False |
False |
8,996 |
| 40 |
2,819.50 |
2,442.25 |
377.25 |
13.5% |
34.25 |
1.2% |
95% |
False |
False |
7,957 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.1% |
46.75 |
1.7% |
95% |
False |
False |
6,277 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
46.75 |
1.7% |
94% |
False |
False |
4,832 |
| 100 |
2,960.75 |
2,319.25 |
641.50 |
22.9% |
48.25 |
1.7% |
75% |
False |
False |
3,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.75 |
|
2.618 |
2,859.25 |
|
1.618 |
2,837.50 |
|
1.000 |
2,824.00 |
|
0.618 |
2,815.75 |
|
HIGH |
2,802.25 |
|
0.618 |
2,794.00 |
|
0.500 |
2,791.50 |
|
0.382 |
2,788.75 |
|
LOW |
2,780.50 |
|
0.618 |
2,767.00 |
|
1.000 |
2,758.75 |
|
1.618 |
2,745.25 |
|
2.618 |
2,723.50 |
|
4.250 |
2,688.00 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.25 |
2,800.25 |
| PP |
2,794.25 |
2,800.00 |
| S1 |
2,791.50 |
2,800.00 |
|