Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,382 |
20,482 |
100 |
0.5% |
19,992 |
High |
20,496 |
20,632 |
136 |
0.7% |
20,248 |
Low |
20,346 |
20,468 |
122 |
0.6% |
19,932 |
Close |
20,482 |
20,623 |
141 |
0.7% |
20,223 |
Range |
150 |
164 |
14 |
9.3% |
316 |
ATR |
138 |
140 |
2 |
1.3% |
0 |
Volume |
120,445 |
133,210 |
12,765 |
10.6% |
541,082 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,066 |
21,009 |
20,713 |
|
R3 |
20,902 |
20,845 |
20,668 |
|
R2 |
20,738 |
20,738 |
20,653 |
|
R1 |
20,681 |
20,681 |
20,638 |
20,710 |
PP |
20,574 |
20,574 |
20,574 |
20,589 |
S1 |
20,517 |
20,517 |
20,608 |
20,546 |
S2 |
20,410 |
20,410 |
20,593 |
|
S3 |
20,246 |
20,353 |
20,578 |
|
S4 |
20,082 |
20,189 |
20,533 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,082 |
20,969 |
20,397 |
|
R3 |
20,766 |
20,653 |
20,310 |
|
R2 |
20,450 |
20,450 |
20,281 |
|
R1 |
20,337 |
20,337 |
20,252 |
20,394 |
PP |
20,134 |
20,134 |
20,134 |
20,163 |
S1 |
20,021 |
20,021 |
20,194 |
20,078 |
S2 |
19,818 |
19,818 |
20,165 |
|
S3 |
19,502 |
19,705 |
20,136 |
|
S4 |
19,186 |
19,389 |
20,049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,632 |
19,982 |
650 |
3.2% |
156 |
0.8% |
99% |
True |
False |
114,759 |
10 |
20,632 |
19,735 |
897 |
4.3% |
143 |
0.7% |
99% |
True |
False |
116,400 |
20 |
20,632 |
19,607 |
1,025 |
5.0% |
139 |
0.7% |
99% |
True |
False |
121,446 |
40 |
20,632 |
19,607 |
1,025 |
5.0% |
127 |
0.6% |
99% |
True |
False |
112,214 |
60 |
20,632 |
18,765 |
1,867 |
9.1% |
128 |
0.6% |
100% |
True |
False |
92,076 |
80 |
20,632 |
17,360 |
3,272 |
15.9% |
145 |
0.7% |
100% |
True |
False |
69,159 |
100 |
20,632 |
17,360 |
3,272 |
15.9% |
150 |
0.7% |
100% |
True |
False |
55,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,329 |
2.618 |
21,061 |
1.618 |
20,897 |
1.000 |
20,796 |
0.618 |
20,733 |
HIGH |
20,632 |
0.618 |
20,569 |
0.500 |
20,550 |
0.382 |
20,531 |
LOW |
20,468 |
0.618 |
20,367 |
1.000 |
20,304 |
1.618 |
20,203 |
2.618 |
20,039 |
4.250 |
19,771 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,599 |
20,558 |
PP |
20,574 |
20,494 |
S1 |
20,550 |
20,429 |
|