Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,315.0 |
3,344.0 |
29.0 |
0.9% |
3,272.0 |
High |
3,345.0 |
3,354.0 |
9.0 |
0.3% |
3,333.0 |
Low |
3,299.0 |
3,320.0 |
21.0 |
0.6% |
3,272.0 |
Close |
3,337.0 |
3,338.0 |
1.0 |
0.0% |
3,301.0 |
Range |
46.0 |
34.0 |
-12.0 |
-26.1% |
61.0 |
ATR |
40.2 |
39.7 |
-0.4 |
-1.1% |
0.0 |
Volume |
1,028,616 |
1,021,575 |
-7,041 |
-0.7% |
4,353,876 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439.3 |
3,422.7 |
3,356.7 |
|
R3 |
3,405.3 |
3,388.7 |
3,347.4 |
|
R2 |
3,371.3 |
3,371.3 |
3,344.2 |
|
R1 |
3,354.7 |
3,354.7 |
3,341.1 |
3,346.0 |
PP |
3,337.3 |
3,337.3 |
3,337.3 |
3,333.0 |
S1 |
3,320.7 |
3,320.7 |
3,334.9 |
3,312.0 |
S2 |
3,303.3 |
3,303.3 |
3,331.8 |
|
S3 |
3,269.3 |
3,286.7 |
3,328.7 |
|
S4 |
3,235.3 |
3,252.7 |
3,319.3 |
|
|
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 |
3,354.0 |
3,280.0 |
74.0 |
2.2% |
36.0 |
1.1% |
78% |
True |
False |
949,777 |
10 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
39.6 |
1.2% |
90% |
True |
False |
957,213 |
20 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
39.3 |
1.2% |
90% |
True |
False |
974,719 |
40 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
37.3 |
1.1% |
90% |
True |
False |
877,835 |
60 |
3,354.0 |
2,962.0 |
392.0 |
11.7% |
38.6 |
1.2% |
96% |
True |
False |
781,155 |
80 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
40.3 |
1.2% |
97% |
True |
False |
590,020 |
100 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
38.5 |
1.2% |
97% |
True |
False |
472,580 |
120 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
38.7 |
1.2% |
97% |
True |
False |
394,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,498.5 |
2.618 |
3,443.0 |
1.618 |
3,409.0 |
1.000 |
3,388.0 |
0.618 |
3,375.0 |
HIGH |
3,354.0 |
0.618 |
3,341.0 |
0.500 |
3,337.0 |
0.382 |
3,333.0 |
LOW |
3,320.0 |
0.618 |
3,299.0 |
1.000 |
3,286.0 |
1.618 |
3,265.0 |
2.618 |
3,231.0 |
4.250 |
3,175.5 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,337.7 |
3,331.0 |
PP |
3,337.3 |
3,324.0 |
S1 |
3,337.0 |
3,317.0 |
|