Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,344.0 |
3,341.0 |
-3.0 |
-0.1% |
3,272.0 |
High |
3,354.0 |
3,350.0 |
-4.0 |
-0.1% |
3,333.0 |
Low |
3,320.0 |
3,324.0 |
4.0 |
0.1% |
3,272.0 |
Close |
3,338.0 |
3,330.0 |
-8.0 |
-0.2% |
3,301.0 |
Range |
34.0 |
26.0 |
-8.0 |
-23.5% |
61.0 |
ATR |
39.7 |
38.7 |
-1.0 |
-2.5% |
0.0 |
Volume |
1,021,575 |
1,344,190 |
322,615 |
31.6% |
4,353,876 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,412.7 |
3,397.3 |
3,344.3 |
|
R3 |
3,386.7 |
3,371.3 |
3,337.2 |
|
R2 |
3,360.7 |
3,360.7 |
3,334.8 |
|
R1 |
3,345.3 |
3,345.3 |
3,332.4 |
3,340.0 |
PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,332.0 |
S1 |
3,319.3 |
3,319.3 |
3,327.6 |
3,314.0 |
S2 |
3,308.7 |
3,308.7 |
3,325.2 |
|
S3 |
3,282.7 |
3,293.3 |
3,322.9 |
|
S4 |
3,256.7 |
3,267.3 |
3,315.7 |
|
|
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 |
3,354.0 |
3,280.0 |
74.0 |
2.2% |
34.6 |
1.0% |
68% |
False |
False |
1,011,296 |
10 |
3,354.0 |
3,240.0 |
114.0 |
3.4% |
37.2 |
1.1% |
79% |
False |
False |
970,480 |
20 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
38.6 |
1.2% |
84% |
False |
False |
999,643 |
40 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
37.4 |
1.1% |
84% |
False |
False |
903,449 |
60 |
3,354.0 |
2,962.0 |
392.0 |
11.8% |
38.3 |
1.2% |
94% |
False |
False |
803,519 |
80 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
40.4 |
1.2% |
95% |
False |
False |
605,981 |
100 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
38.5 |
1.2% |
95% |
False |
False |
486,021 |
120 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
38.8 |
1.2% |
95% |
False |
False |
405,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,460.5 |
2.618 |
3,418.1 |
1.618 |
3,392.1 |
1.000 |
3,376.0 |
0.618 |
3,366.1 |
HIGH |
3,350.0 |
0.618 |
3,340.1 |
0.500 |
3,337.0 |
0.382 |
3,333.9 |
LOW |
3,324.0 |
0.618 |
3,307.9 |
1.000 |
3,298.0 |
1.618 |
3,281.9 |
2.618 |
3,255.9 |
4.250 |
3,213.5 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,337.0 |
3,328.8 |
PP |
3,334.7 |
3,327.7 |
S1 |
3,332.3 |
3,326.5 |
|