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 |
20,594 |
20,583 |
-11 |
-0.1% |
20,233 |
High |
20,605 |
20,735 |
130 |
0.6% |
20,632 |
Low |
20,506 |
20,568 |
62 |
0.3% |
20,226 |
Close |
20,588 |
20,688 |
100 |
0.5% |
20,588 |
Range |
99 |
167 |
68 |
68.7% |
406 |
ATR |
134 |
136 |
2 |
1.8% |
0 |
Volume |
122,287 |
147,852 |
25,565 |
20.9% |
620,221 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,165 |
21,093 |
20,780 |
|
R3 |
20,998 |
20,926 |
20,734 |
|
R2 |
20,831 |
20,831 |
20,719 |
|
R1 |
20,759 |
20,759 |
20,703 |
20,795 |
PP |
20,664 |
20,664 |
20,664 |
20,682 |
S1 |
20,592 |
20,592 |
20,673 |
20,628 |
S2 |
20,497 |
20,497 |
20,658 |
|
S3 |
20,330 |
20,425 |
20,642 |
|
S4 |
20,163 |
20,258 |
20,596 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,700 |
21,550 |
20,811 |
|
R3 |
21,294 |
21,144 |
20,700 |
|
R2 |
20,888 |
20,888 |
20,663 |
|
R1 |
20,738 |
20,738 |
20,625 |
20,813 |
PP |
20,482 |
20,482 |
20,482 |
20,520 |
S1 |
20,332 |
20,332 |
20,551 |
20,407 |
S2 |
20,076 |
20,076 |
20,514 |
|
S3 |
19,670 |
19,926 |
20,476 |
|
S4 |
19,264 |
19,520 |
20,365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,735 |
20,346 |
389 |
1.9% |
134 |
0.6% |
88% |
True |
False |
132,335 |
10 |
20,735 |
19,957 |
778 |
3.8% |
135 |
0.7% |
94% |
True |
False |
120,072 |
20 |
20,735 |
19,713 |
1,022 |
4.9% |
138 |
0.7% |
95% |
True |
False |
121,837 |
40 |
20,735 |
19,607 |
1,128 |
5.5% |
130 |
0.6% |
96% |
True |
False |
116,583 |
60 |
20,735 |
18,907 |
1,828 |
8.8% |
130 |
0.6% |
97% |
True |
False |
98,836 |
80 |
20,735 |
17,360 |
3,375 |
16.3% |
145 |
0.7% |
99% |
True |
False |
74,255 |
100 |
20,735 |
17,360 |
3,375 |
16.3% |
149 |
0.7% |
99% |
True |
False |
59,429 |
120 |
20,735 |
17,360 |
3,375 |
16.3% |
146 |
0.7% |
99% |
True |
False |
49,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,445 |
2.618 |
21,172 |
1.618 |
21,005 |
1.000 |
20,902 |
0.618 |
20,838 |
HIGH |
20,735 |
0.618 |
20,671 |
0.500 |
20,652 |
0.382 |
20,632 |
LOW |
20,568 |
0.618 |
20,465 |
1.000 |
20,401 |
1.618 |
20,298 |
2.618 |
20,131 |
4.250 |
19,858 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,676 |
20,666 |
PP |
20,664 |
20,643 |
S1 |
20,652 |
20,621 |
|