Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,309.0 |
3,315.0 |
6.0 |
0.2% |
3,272.0 |
High |
3,320.0 |
3,345.0 |
25.0 |
0.8% |
3,333.0 |
Low |
3,280.0 |
3,299.0 |
19.0 |
0.6% |
3,272.0 |
Close |
3,301.0 |
3,337.0 |
36.0 |
1.1% |
3,301.0 |
Range |
40.0 |
46.0 |
6.0 |
15.0% |
61.0 |
ATR |
39.7 |
40.2 |
0.4 |
1.1% |
0.0 |
Volume |
507,822 |
1,028,616 |
520,794 |
102.6% |
4,353,876 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,465.0 |
3,447.0 |
3,362.3 |
|
R3 |
3,419.0 |
3,401.0 |
3,349.7 |
|
R2 |
3,373.0 |
3,373.0 |
3,345.4 |
|
R1 |
3,355.0 |
3,355.0 |
3,341.2 |
3,364.0 |
PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,331.5 |
S1 |
3,309.0 |
3,309.0 |
3,332.8 |
3,318.0 |
S2 |
3,281.0 |
3,281.0 |
3,328.6 |
|
S3 |
3,235.0 |
3,263.0 |
3,324.4 |
|
S4 |
3,189.0 |
3,217.0 |
3,311.7 |
|
|
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 |
3,345.0 |
3,280.0 |
65.0 |
1.9% |
34.0 |
1.0% |
88% |
True |
False |
931,324 |
10 |
3,345.0 |
3,200.0 |
145.0 |
4.3% |
40.2 |
1.2% |
94% |
True |
False |
979,779 |
20 |
3,345.0 |
3,200.0 |
145.0 |
4.3% |
39.6 |
1.2% |
94% |
True |
False |
976,684 |
40 |
3,345.0 |
3,200.0 |
145.0 |
4.3% |
37.1 |
1.1% |
94% |
True |
False |
856,928 |
60 |
3,345.0 |
2,962.0 |
383.0 |
11.5% |
38.6 |
1.2% |
98% |
True |
False |
764,265 |
80 |
3,345.0 |
2,868.0 |
477.0 |
14.3% |
40.3 |
1.2% |
98% |
True |
False |
577,251 |
100 |
3,345.0 |
2,868.0 |
477.0 |
14.3% |
39.0 |
1.2% |
98% |
True |
False |
462,365 |
120 |
3,345.0 |
2,868.0 |
477.0 |
14.3% |
38.8 |
1.2% |
98% |
True |
False |
386,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,540.5 |
2.618 |
3,465.4 |
1.618 |
3,419.4 |
1.000 |
3,391.0 |
0.618 |
3,373.4 |
HIGH |
3,345.0 |
0.618 |
3,327.4 |
0.500 |
3,322.0 |
0.382 |
3,316.6 |
LOW |
3,299.0 |
0.618 |
3,270.6 |
1.000 |
3,253.0 |
1.618 |
3,224.6 |
2.618 |
3,178.6 |
4.250 |
3,103.5 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,332.0 |
3,328.8 |
PP |
3,327.0 |
3,320.7 |
S1 |
3,322.0 |
3,312.5 |
|