Trading Metrics calculated at close of trading on 24-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,341.0 |
3,330.0 |
-11.0 |
-0.3% |
3,315.0 |
High |
3,350.0 |
3,332.0 |
-18.0 |
-0.5% |
3,354.0 |
Low |
3,324.0 |
3,279.0 |
-45.0 |
-1.4% |
3,279.0 |
Close |
3,330.0 |
3,307.0 |
-23.0 |
-0.7% |
3,307.0 |
Range |
26.0 |
53.0 |
27.0 |
103.8% |
75.0 |
ATR |
38.7 |
39.8 |
1.0 |
2.6% |
0.0 |
Volume |
1,344,190 |
835,726 |
-508,464 |
-37.8% |
4,230,107 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,465.0 |
3,439.0 |
3,336.2 |
|
R3 |
3,412.0 |
3,386.0 |
3,321.6 |
|
R2 |
3,359.0 |
3,359.0 |
3,316.7 |
|
R1 |
3,333.0 |
3,333.0 |
3,311.9 |
3,319.5 |
PP |
3,306.0 |
3,306.0 |
3,306.0 |
3,299.3 |
S1 |
3,280.0 |
3,280.0 |
3,302.1 |
3,266.5 |
S2 |
3,253.0 |
3,253.0 |
3,297.3 |
|
S3 |
3,200.0 |
3,227.0 |
3,292.4 |
|
S4 |
3,147.0 |
3,174.0 |
3,277.9 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.3 |
3,497.7 |
3,348.3 |
|
R3 |
3,463.3 |
3,422.7 |
3,327.6 |
|
R2 |
3,388.3 |
3,388.3 |
3,320.8 |
|
R1 |
3,347.7 |
3,347.7 |
3,313.9 |
3,330.5 |
PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,304.8 |
S1 |
3,272.7 |
3,272.7 |
3,300.1 |
3,255.5 |
S2 |
3,238.3 |
3,238.3 |
3,293.3 |
|
S3 |
3,163.3 |
3,197.7 |
3,286.4 |
|
S4 |
3,088.3 |
3,122.7 |
3,265.8 |
|
|
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 |
3,279.0 |
75.0 |
2.3% |
39.8 |
1.2% |
37% |
False |
True |
947,585 |
10 |
3,354.0 |
3,250.0 |
104.0 |
3.1% |
37.5 |
1.1% |
55% |
False |
False |
956,835 |
20 |
3,354.0 |
3,200.0 |
154.0 |
4.7% |
39.2 |
1.2% |
69% |
False |
False |
1,000,974 |
40 |
3,354.0 |
3,200.0 |
154.0 |
4.7% |
38.1 |
1.2% |
69% |
False |
False |
913,018 |
60 |
3,354.0 |
2,962.0 |
392.0 |
11.9% |
38.5 |
1.2% |
88% |
False |
False |
816,818 |
80 |
3,354.0 |
2,868.0 |
486.0 |
14.7% |
40.0 |
1.2% |
90% |
False |
False |
616,137 |
100 |
3,354.0 |
2,868.0 |
486.0 |
14.7% |
38.6 |
1.2% |
90% |
False |
False |
494,377 |
120 |
3,354.0 |
2,868.0 |
486.0 |
14.7% |
39.1 |
1.2% |
90% |
False |
False |
412,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,557.3 |
2.618 |
3,470.8 |
1.618 |
3,417.8 |
1.000 |
3,385.0 |
0.618 |
3,364.8 |
HIGH |
3,332.0 |
0.618 |
3,311.8 |
0.500 |
3,305.5 |
0.382 |
3,299.2 |
LOW |
3,279.0 |
0.618 |
3,246.2 |
1.000 |
3,226.0 |
1.618 |
3,193.2 |
2.618 |
3,140.2 |
4.250 |
3,053.8 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,306.5 |
3,316.5 |
PP |
3,306.0 |
3,313.3 |
S1 |
3,305.5 |
3,310.2 |
|