| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
2,792.50 |
2,799.50 |
7.00 |
0.3% |
2,784.00 |
| High |
2,802.25 |
2,800.50 |
-1.75 |
-0.1% |
2,802.50 |
| Low |
2,780.50 |
2,787.25 |
6.75 |
0.2% |
2,768.50 |
| Close |
2,800.25 |
2,790.00 |
-10.25 |
-0.4% |
2,796.00 |
| Range |
21.75 |
13.25 |
-8.50 |
-39.1% |
34.00 |
| ATR |
31.61 |
30.30 |
-1.31 |
-4.1% |
0.00 |
| Volume |
11,798 |
22,800 |
11,002 |
93.3% |
44,669 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.25 |
2,824.50 |
2,797.25 |
|
| R3 |
2,819.00 |
2,811.25 |
2,793.75 |
|
| R2 |
2,805.75 |
2,805.75 |
2,792.50 |
|
| R1 |
2,798.00 |
2,798.00 |
2,791.25 |
2,795.25 |
| PP |
2,792.50 |
2,792.50 |
2,792.50 |
2,791.25 |
| S1 |
2,784.75 |
2,784.75 |
2,788.75 |
2,782.00 |
| S2 |
2,779.25 |
2,779.25 |
2,787.50 |
|
| S3 |
2,766.00 |
2,771.50 |
2,786.25 |
|
| S4 |
2,752.75 |
2,758.25 |
2,782.75 |
|
|
| 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 |
2,775.00 |
44.50 |
1.6% |
20.25 |
0.7% |
34% |
False |
False |
18,020 |
| 10 |
2,819.50 |
2,733.25 |
86.25 |
3.1% |
25.50 |
0.9% |
66% |
False |
False |
13,764 |
| 20 |
2,819.50 |
2,681.25 |
138.25 |
5.0% |
26.50 |
0.9% |
79% |
False |
False |
9,746 |
| 40 |
2,819.50 |
2,442.25 |
377.25 |
13.5% |
33.75 |
1.2% |
92% |
False |
False |
8,446 |
| 60 |
2,826.75 |
2,319.25 |
507.50 |
18.2% |
46.50 |
1.7% |
93% |
False |
False |
6,655 |
| 80 |
2,833.25 |
2,319.25 |
514.00 |
18.4% |
46.25 |
1.7% |
92% |
False |
False |
5,112 |
| 100 |
2,940.50 |
2,319.25 |
621.25 |
22.3% |
48.25 |
1.7% |
76% |
False |
False |
4,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.75 |
|
2.618 |
2,835.25 |
|
1.618 |
2,822.00 |
|
1.000 |
2,813.75 |
|
0.618 |
2,808.75 |
|
HIGH |
2,800.50 |
|
0.618 |
2,795.50 |
|
0.500 |
2,794.00 |
|
0.382 |
2,792.25 |
|
LOW |
2,787.25 |
|
0.618 |
2,779.00 |
|
1.000 |
2,774.00 |
|
1.618 |
2,765.75 |
|
2.618 |
2,752.50 |
|
4.250 |
2,731.00 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.00 |
2,794.75 |
| PP |
2,792.50 |
2,793.25 |
| S1 |
2,791.25 |
2,791.50 |
|