Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,320.0 |
0.0 |
0.0% |
3,270.0 |
High |
3,333.0 |
3,327.0 |
-6.0 |
-0.2% |
3,300.0 |
Low |
3,300.0 |
3,300.0 |
0.0 |
0.0% |
3,200.0 |
Close |
3,326.0 |
3,308.0 |
-18.0 |
-0.5% |
3,270.0 |
Range |
33.0 |
27.0 |
-6.0 |
-18.2% |
100.0 |
ATR |
40.7 |
39.7 |
-1.0 |
-2.4% |
0.0 |
Volume |
1,036,598 |
1,154,278 |
117,680 |
11.4% |
5,359,396 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,392.7 |
3,377.3 |
3,322.9 |
|
R3 |
3,365.7 |
3,350.3 |
3,315.4 |
|
R2 |
3,338.7 |
3,338.7 |
3,313.0 |
|
R1 |
3,323.3 |
3,323.3 |
3,310.5 |
3,317.5 |
PP |
3,311.7 |
3,311.7 |
3,311.7 |
3,308.8 |
S1 |
3,296.3 |
3,296.3 |
3,305.5 |
3,290.5 |
S2 |
3,284.7 |
3,284.7 |
3,303.1 |
|
S3 |
3,257.7 |
3,269.3 |
3,300.6 |
|
S4 |
3,230.7 |
3,242.3 |
3,293.2 |
|
|
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 |
3,250.0 |
83.0 |
2.5% |
35.2 |
1.1% |
70% |
False |
False |
966,084 |
10 |
3,333.0 |
3,200.0 |
133.0 |
4.0% |
40.4 |
1.2% |
81% |
False |
False |
999,179 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
39.3 |
1.2% |
77% |
False |
False |
986,284 |
40 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
36.0 |
1.1% |
77% |
False |
False |
842,501 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.4% |
38.0 |
1.1% |
92% |
False |
False |
739,125 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.9 |
1.2% |
93% |
False |
False |
558,110 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.2 |
1.2% |
93% |
False |
False |
447,029 |
120 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
38.6 |
1.2% |
93% |
False |
False |
373,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,441.8 |
2.618 |
3,397.7 |
1.618 |
3,370.7 |
1.000 |
3,354.0 |
0.618 |
3,343.7 |
HIGH |
3,327.0 |
0.618 |
3,316.7 |
0.500 |
3,313.5 |
0.382 |
3,310.3 |
LOW |
3,300.0 |
0.618 |
3,283.3 |
1.000 |
3,273.0 |
1.618 |
3,256.3 |
2.618 |
3,229.3 |
4.250 |
3,185.3 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,313.5 |
3,314.5 |
PP |
3,311.7 |
3,312.3 |
S1 |
3,309.8 |
3,310.2 |
|