Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,482 |
20,617 |
135 |
0.7% |
19,992 |
High |
20,632 |
20,626 |
-6 |
0.0% |
20,248 |
Low |
20,468 |
20,536 |
68 |
0.3% |
19,932 |
Close |
20,623 |
20,594 |
-29 |
-0.1% |
20,223 |
Range |
164 |
90 |
-74 |
-45.1% |
316 |
ATR |
140 |
136 |
-4 |
-2.6% |
0 |
Volume |
133,210 |
137,885 |
4,675 |
3.5% |
541,082 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,855 |
20,815 |
20,644 |
|
R3 |
20,765 |
20,725 |
20,619 |
|
R2 |
20,675 |
20,675 |
20,611 |
|
R1 |
20,635 |
20,635 |
20,602 |
20,610 |
PP |
20,585 |
20,585 |
20,585 |
20,573 |
S1 |
20,545 |
20,545 |
20,586 |
20,520 |
S2 |
20,495 |
20,495 |
20,578 |
|
S3 |
20,405 |
20,455 |
20,569 |
|
S4 |
20,315 |
20,365 |
20,545 |
|
|
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 |
20,127 |
505 |
2.5% |
139 |
0.7% |
92% |
False |
False |
119,571 |
10 |
20,632 |
19,783 |
849 |
4.1% |
140 |
0.7% |
96% |
False |
False |
117,149 |
20 |
20,632 |
19,652 |
980 |
4.8% |
136 |
0.7% |
96% |
False |
False |
122,371 |
40 |
20,632 |
19,607 |
1,025 |
5.0% |
128 |
0.6% |
96% |
False |
False |
113,485 |
60 |
20,632 |
18,769 |
1,863 |
9.0% |
128 |
0.6% |
98% |
False |
False |
94,371 |
80 |
20,632 |
17,360 |
3,272 |
15.9% |
144 |
0.7% |
99% |
False |
False |
70,881 |
100 |
20,632 |
17,360 |
3,272 |
15.9% |
150 |
0.7% |
99% |
False |
False |
56,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,009 |
2.618 |
20,862 |
1.618 |
20,772 |
1.000 |
20,716 |
0.618 |
20,682 |
HIGH |
20,626 |
0.618 |
20,592 |
0.500 |
20,581 |
0.382 |
20,571 |
LOW |
20,536 |
0.618 |
20,481 |
1.000 |
20,446 |
1.618 |
20,391 |
2.618 |
20,301 |
4.250 |
20,154 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,590 |
20,559 |
PP |
20,585 |
20,524 |
S1 |
20,581 |
20,489 |
|