Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,272.0 |
3,305.0 |
33.0 |
1.0% |
3,270.0 |
High |
3,314.0 |
3,320.0 |
6.0 |
0.2% |
3,300.0 |
Low |
3,272.0 |
3,296.0 |
24.0 |
0.7% |
3,200.0 |
Close |
3,308.0 |
3,308.0 |
0.0 |
0.0% |
3,270.0 |
Range |
42.0 |
24.0 |
-18.0 |
-42.9% |
100.0 |
ATR |
42.6 |
41.3 |
-1.3 |
-3.1% |
0.0 |
Volume |
725,871 |
929,307 |
203,436 |
28.0% |
5,359,396 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,380.0 |
3,368.0 |
3,321.2 |
|
R3 |
3,356.0 |
3,344.0 |
3,314.6 |
|
R2 |
3,332.0 |
3,332.0 |
3,312.4 |
|
R1 |
3,320.0 |
3,320.0 |
3,310.2 |
3,326.0 |
PP |
3,308.0 |
3,308.0 |
3,308.0 |
3,311.0 |
S1 |
3,296.0 |
3,296.0 |
3,305.8 |
3,302.0 |
S2 |
3,284.0 |
3,284.0 |
3,303.6 |
|
S3 |
3,260.0 |
3,272.0 |
3,301.4 |
|
S4 |
3,236.0 |
3,248.0 |
3,294.8 |
|
|
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 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
43.2 |
1.3% |
90% |
True |
False |
964,648 |
10 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
39.1 |
1.2% |
90% |
True |
False |
949,756 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
40.3 |
1.2% |
77% |
False |
False |
971,126 |
40 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
35.6 |
1.1% |
77% |
False |
False |
821,697 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.4% |
38.0 |
1.1% |
92% |
False |
False |
702,998 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.7 |
1.2% |
93% |
False |
False |
530,730 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.6 |
1.2% |
93% |
False |
False |
425,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,422.0 |
2.618 |
3,382.8 |
1.618 |
3,358.8 |
1.000 |
3,344.0 |
0.618 |
3,334.8 |
HIGH |
3,320.0 |
0.618 |
3,310.8 |
0.500 |
3,308.0 |
0.382 |
3,305.2 |
LOW |
3,296.0 |
0.618 |
3,281.2 |
1.000 |
3,272.0 |
1.618 |
3,257.2 |
2.618 |
3,233.2 |
4.250 |
3,194.0 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,308.0 |
3,300.3 |
PP |
3,308.0 |
3,292.7 |
S1 |
3,308.0 |
3,285.0 |
|