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 |
19,275 |
19,140 |
-135 |
-0.7% |
19,390 |
High |
19,295 |
19,495 |
200 |
1.0% |
19,555 |
Low |
19,045 |
19,125 |
80 |
0.4% |
19,045 |
Close |
19,150 |
19,460 |
310 |
1.6% |
19,150 |
Range |
250 |
370 |
120 |
48.0% |
510 |
ATR |
284 |
290 |
6 |
2.2% |
0 |
Volume |
13,267 |
14,703 |
1,436 |
10.8% |
66,589 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,470 |
20,335 |
19,664 |
|
R3 |
20,100 |
19,965 |
19,562 |
|
R2 |
19,730 |
19,730 |
19,528 |
|
R1 |
19,595 |
19,595 |
19,494 |
19,663 |
PP |
19,360 |
19,360 |
19,360 |
19,394 |
S1 |
19,225 |
19,225 |
19,426 |
19,293 |
S2 |
18,990 |
18,990 |
19,392 |
|
S3 |
18,620 |
18,855 |
19,358 |
|
S4 |
18,250 |
18,485 |
19,257 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,780 |
20,475 |
19,431 |
|
R3 |
20,270 |
19,965 |
19,290 |
|
R2 |
19,760 |
19,760 |
19,244 |
|
R1 |
19,455 |
19,455 |
19,197 |
19,353 |
PP |
19,250 |
19,250 |
19,250 |
19,199 |
S1 |
18,945 |
18,945 |
19,103 |
18,843 |
S2 |
18,740 |
18,740 |
19,057 |
|
S3 |
18,230 |
18,435 |
19,010 |
|
S4 |
17,720 |
17,925 |
18,870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,545 |
19,045 |
500 |
2.6% |
284 |
1.5% |
83% |
False |
False |
13,938 |
10 |
19,555 |
18,825 |
730 |
3.8% |
258 |
1.3% |
87% |
False |
False |
13,429 |
20 |
19,600 |
18,810 |
790 |
4.1% |
288 |
1.5% |
82% |
False |
False |
14,345 |
40 |
19,745 |
18,680 |
1,065 |
5.5% |
290 |
1.5% |
73% |
False |
False |
12,877 |
60 |
19,745 |
18,210 |
1,535 |
7.9% |
282 |
1.4% |
81% |
False |
False |
11,433 |
80 |
19,745 |
16,190 |
3,555 |
18.3% |
281 |
1.4% |
92% |
False |
False |
8,582 |
100 |
19,745 |
16,190 |
3,555 |
18.3% |
253 |
1.3% |
92% |
False |
False |
6,866 |
120 |
19,745 |
16,190 |
3,555 |
18.3% |
232 |
1.2% |
92% |
False |
False |
5,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,068 |
2.618 |
20,464 |
1.618 |
20,094 |
1.000 |
19,865 |
0.618 |
19,724 |
HIGH |
19,495 |
0.618 |
19,354 |
0.500 |
19,310 |
0.382 |
19,266 |
LOW |
19,125 |
0.618 |
18,896 |
1.000 |
18,755 |
1.618 |
18,526 |
2.618 |
18,156 |
4.250 |
17,553 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,410 |
19,404 |
PP |
19,360 |
19,348 |
S1 |
19,310 |
19,293 |
|