Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,309.0 |
-11.0 |
-0.3% |
3,272.0 |
High |
3,327.0 |
3,320.0 |
-7.0 |
-0.2% |
3,333.0 |
Low |
3,300.0 |
3,280.0 |
-20.0 |
-0.6% |
3,272.0 |
Close |
3,308.0 |
3,301.0 |
-7.0 |
-0.2% |
3,301.0 |
Range |
27.0 |
40.0 |
13.0 |
48.1% |
61.0 |
ATR |
39.7 |
39.7 |
0.0 |
0.1% |
0.0 |
Volume |
1,154,278 |
507,822 |
-646,456 |
-56.0% |
4,353,876 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,420.3 |
3,400.7 |
3,323.0 |
|
R3 |
3,380.3 |
3,360.7 |
3,312.0 |
|
R2 |
3,340.3 |
3,340.3 |
3,308.3 |
|
R1 |
3,320.7 |
3,320.7 |
3,304.7 |
3,310.5 |
PP |
3,300.3 |
3,300.3 |
3,300.3 |
3,295.3 |
S1 |
3,280.7 |
3,280.7 |
3,297.3 |
3,270.5 |
S2 |
3,260.3 |
3,260.3 |
3,293.7 |
|
S3 |
3,220.3 |
3,240.7 |
3,290.0 |
|
S4 |
3,180.3 |
3,200.7 |
3,279.0 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,485.0 |
3,454.0 |
3,334.6 |
|
R3 |
3,424.0 |
3,393.0 |
3,317.8 |
|
R2 |
3,363.0 |
3,363.0 |
3,312.2 |
|
R1 |
3,332.0 |
3,332.0 |
3,306.6 |
3,347.5 |
PP |
3,302.0 |
3,302.0 |
3,302.0 |
3,309.8 |
S1 |
3,271.0 |
3,271.0 |
3,295.4 |
3,286.5 |
S2 |
3,241.0 |
3,241.0 |
3,289.8 |
|
S3 |
3,180.0 |
3,210.0 |
3,284.2 |
|
S4 |
3,119.0 |
3,149.0 |
3,267.5 |
|
|
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 |
3,272.0 |
61.0 |
1.8% |
33.2 |
1.0% |
48% |
False |
False |
870,775 |
10 |
3,333.0 |
3,200.0 |
133.0 |
4.0% |
41.1 |
1.2% |
76% |
False |
False |
971,327 |
20 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
39.6 |
1.2% |
72% |
False |
False |
960,581 |
40 |
3,340.0 |
3,200.0 |
140.0 |
4.2% |
36.5 |
1.1% |
72% |
False |
False |
840,121 |
60 |
3,340.0 |
2,962.0 |
378.0 |
11.5% |
38.1 |
1.2% |
90% |
False |
False |
747,509 |
80 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
40.1 |
1.2% |
92% |
False |
False |
564,427 |
100 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
39.4 |
1.2% |
92% |
False |
False |
452,081 |
120 |
3,340.0 |
2,868.0 |
472.0 |
14.3% |
38.8 |
1.2% |
92% |
False |
False |
377,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,490.0 |
2.618 |
3,424.7 |
1.618 |
3,384.7 |
1.000 |
3,360.0 |
0.618 |
3,344.7 |
HIGH |
3,320.0 |
0.618 |
3,304.7 |
0.500 |
3,300.0 |
0.382 |
3,295.3 |
LOW |
3,280.0 |
0.618 |
3,255.3 |
1.000 |
3,240.0 |
1.618 |
3,215.3 |
2.618 |
3,175.3 |
4.250 |
3,110.0 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,300.7 |
3,306.5 |
PP |
3,300.3 |
3,304.7 |
S1 |
3,300.0 |
3,302.8 |
|