Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,305.0 |
3,320.0 |
15.0 |
0.5% |
3,270.0 |
High |
3,320.0 |
3,333.0 |
13.0 |
0.4% |
3,300.0 |
Low |
3,296.0 |
3,300.0 |
4.0 |
0.1% |
3,200.0 |
Close |
3,308.0 |
3,326.0 |
18.0 |
0.5% |
3,270.0 |
Range |
24.0 |
33.0 |
9.0 |
37.5% |
100.0 |
ATR |
41.3 |
40.7 |
-0.6 |
-1.4% |
0.0 |
Volume |
929,307 |
1,036,598 |
107,291 |
11.5% |
5,359,396 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,418.7 |
3,405.3 |
3,344.2 |
|
R3 |
3,385.7 |
3,372.3 |
3,335.1 |
|
R2 |
3,352.7 |
3,352.7 |
3,332.1 |
|
R1 |
3,339.3 |
3,339.3 |
3,329.0 |
3,346.0 |
PP |
3,319.7 |
3,319.7 |
3,319.7 |
3,323.0 |
S1 |
3,306.3 |
3,306.3 |
3,323.0 |
3,313.0 |
S2 |
3,286.7 |
3,286.7 |
3,320.0 |
|
S3 |
3,253.7 |
3,273.3 |
3,316.9 |
|
S4 |
3,220.7 |
3,240.3 |
3,307.9 |
|
|
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 |
3,333.0 |
3,240.0 |
93.0 |
2.8% |
39.8 |
1.2% |
92% |
True |
False |
929,664 |
10 |
3,333.0 |
3,200.0 |
133.0 |
4.0% |
40.3 |
1.2% |
95% |
True |
False |
966,999 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
39.5 |
1.2% |
90% |
False |
False |
978,394 |
40 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
36.1 |
1.1% |
90% |
False |
False |
828,871 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.4% |
37.9 |
1.1% |
96% |
False |
False |
720,204 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.2% |
39.9 |
1.2% |
97% |
False |
False |
543,686 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.2% |
39.5 |
1.2% |
97% |
False |
False |
435,488 |
120 |
3,340.0 |
2,868.0 |
472.0 |
14.2% |
38.4 |
1.2% |
97% |
False |
False |
364,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,473.3 |
2.618 |
3,419.4 |
1.618 |
3,386.4 |
1.000 |
3,366.0 |
0.618 |
3,353.4 |
HIGH |
3,333.0 |
0.618 |
3,320.4 |
0.500 |
3,316.5 |
0.382 |
3,312.6 |
LOW |
3,300.0 |
0.618 |
3,279.6 |
1.000 |
3,267.0 |
1.618 |
3,246.6 |
2.618 |
3,213.6 |
4.250 |
3,159.8 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,322.8 |
3,318.2 |
PP |
3,319.7 |
3,310.3 |
S1 |
3,316.5 |
3,302.5 |
|