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 |
19,370 |
19,285 |
-85 |
-0.4% |
19,140 |
High |
19,400 |
19,430 |
30 |
0.2% |
19,495 |
Low |
19,235 |
19,095 |
-140 |
-0.7% |
19,095 |
Close |
19,295 |
19,170 |
-125 |
-0.6% |
19,170 |
Range |
165 |
335 |
170 |
103.0% |
400 |
ATR |
274 |
279 |
4 |
1.6% |
0 |
Volume |
9,948 |
12,123 |
2,175 |
21.9% |
49,355 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,237 |
20,038 |
19,354 |
|
R3 |
19,902 |
19,703 |
19,262 |
|
R2 |
19,567 |
19,567 |
19,232 |
|
R1 |
19,368 |
19,368 |
19,201 |
19,300 |
PP |
19,232 |
19,232 |
19,232 |
19,198 |
S1 |
19,033 |
19,033 |
19,139 |
18,965 |
S2 |
18,897 |
18,897 |
19,109 |
|
S3 |
18,562 |
18,698 |
19,078 |
|
S4 |
18,227 |
18,363 |
18,986 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,453 |
20,212 |
19,390 |
|
R3 |
20,053 |
19,812 |
19,280 |
|
R2 |
19,653 |
19,653 |
19,243 |
|
R1 |
19,412 |
19,412 |
19,207 |
19,533 |
PP |
19,253 |
19,253 |
19,253 |
19,314 |
S1 |
19,012 |
19,012 |
19,133 |
19,133 |
S2 |
18,853 |
18,853 |
19,097 |
|
S3 |
18,453 |
18,612 |
19,060 |
|
S4 |
18,053 |
18,212 |
18,950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,495 |
19,045 |
450 |
2.3% |
261 |
1.4% |
28% |
False |
False |
12,524 |
10 |
19,555 |
19,045 |
510 |
2.7% |
257 |
1.3% |
25% |
False |
False |
13,348 |
20 |
19,585 |
18,825 |
760 |
4.0% |
273 |
1.4% |
45% |
False |
False |
13,984 |
40 |
19,745 |
18,680 |
1,065 |
5.6% |
298 |
1.6% |
46% |
False |
False |
13,463 |
60 |
19,745 |
18,275 |
1,470 |
7.7% |
283 |
1.5% |
61% |
False |
False |
12,002 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
284 |
1.5% |
84% |
False |
False |
9,015 |
100 |
19,745 |
16,190 |
3,555 |
18.5% |
253 |
1.3% |
84% |
False |
False |
7,213 |
120 |
19,745 |
16,190 |
3,555 |
18.5% |
236 |
1.2% |
84% |
False |
False |
6,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,854 |
2.618 |
20,307 |
1.618 |
19,972 |
1.000 |
19,765 |
0.618 |
19,637 |
HIGH |
19,430 |
0.618 |
19,302 |
0.500 |
19,263 |
0.382 |
19,223 |
LOW |
19,095 |
0.618 |
18,888 |
1.000 |
18,760 |
1.618 |
18,553 |
2.618 |
18,218 |
4.250 |
17,671 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,263 |
19,285 |
PP |
19,232 |
19,247 |
S1 |
19,201 |
19,208 |
|