Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,286.0 |
3,272.0 |
-14.0 |
-0.4% |
3,270.0 |
High |
3,300.0 |
3,314.0 |
14.0 |
0.4% |
3,300.0 |
Low |
3,250.0 |
3,272.0 |
22.0 |
0.7% |
3,200.0 |
Close |
3,270.0 |
3,308.0 |
38.0 |
1.2% |
3,270.0 |
Range |
50.0 |
42.0 |
-8.0 |
-16.0% |
100.0 |
ATR |
42.5 |
42.6 |
0.1 |
0.3% |
0.0 |
Volume |
984,367 |
725,871 |
-258,496 |
-26.3% |
5,359,396 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,424.0 |
3,408.0 |
3,331.1 |
|
R3 |
3,382.0 |
3,366.0 |
3,319.6 |
|
R2 |
3,340.0 |
3,340.0 |
3,315.7 |
|
R1 |
3,324.0 |
3,324.0 |
3,311.9 |
3,332.0 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,302.0 |
S1 |
3,282.0 |
3,282.0 |
3,304.2 |
3,290.0 |
S2 |
3,256.0 |
3,256.0 |
3,300.3 |
|
S3 |
3,214.0 |
3,240.0 |
3,296.5 |
|
S4 |
3,172.0 |
3,198.0 |
3,284.9 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,556.7 |
3,513.3 |
3,325.0 |
|
R3 |
3,456.7 |
3,413.3 |
3,297.5 |
|
R2 |
3,356.7 |
3,356.7 |
3,288.3 |
|
R1 |
3,313.3 |
3,313.3 |
3,279.2 |
3,320.0 |
PP |
3,256.7 |
3,256.7 |
3,256.7 |
3,260.0 |
S1 |
3,213.3 |
3,213.3 |
3,260.8 |
3,220.0 |
S2 |
3,156.7 |
3,156.7 |
3,251.7 |
|
S3 |
3,056.7 |
3,113.3 |
3,242.5 |
|
S4 |
2,956.7 |
3,013.3 |
3,215.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,314.0 |
3,200.0 |
114.0 |
3.4% |
46.4 |
1.4% |
95% |
True |
False |
1,028,234 |
10 |
3,314.0 |
3,200.0 |
114.0 |
3.4% |
42.1 |
1.3% |
95% |
True |
False |
985,710 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
41.6 |
1.3% |
77% |
False |
False |
963,298 |
40 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
35.9 |
1.1% |
77% |
False |
False |
814,129 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.4% |
38.2 |
1.2% |
92% |
False |
False |
687,521 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.7 |
1.2% |
93% |
False |
False |
519,239 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.5 |
1.2% |
93% |
False |
False |
415,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,492.5 |
2.618 |
3,424.0 |
1.618 |
3,382.0 |
1.000 |
3,356.0 |
0.618 |
3,340.0 |
HIGH |
3,314.0 |
0.618 |
3,298.0 |
0.500 |
3,293.0 |
0.382 |
3,288.0 |
LOW |
3,272.0 |
0.618 |
3,246.0 |
1.000 |
3,230.0 |
1.618 |
3,204.0 |
2.618 |
3,162.0 |
4.250 |
3,093.5 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,303.0 |
3,297.7 |
PP |
3,298.0 |
3,287.3 |
S1 |
3,293.0 |
3,277.0 |
|