Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,693 |
20,762 |
69 |
0.3% |
20,233 |
High |
20,769 |
20,817 |
48 |
0.2% |
20,632 |
Low |
20,667 |
20,724 |
57 |
0.3% |
20,226 |
Close |
20,749 |
20,797 |
48 |
0.2% |
20,588 |
Range |
102 |
93 |
-9 |
-8.8% |
406 |
ATR |
134 |
131 |
-3 |
-2.2% |
0 |
Volume |
120,216 |
138,561 |
18,345 |
15.3% |
620,221 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,058 |
21,021 |
20,848 |
|
R3 |
20,965 |
20,928 |
20,823 |
|
R2 |
20,872 |
20,872 |
20,814 |
|
R1 |
20,835 |
20,835 |
20,806 |
20,854 |
PP |
20,779 |
20,779 |
20,779 |
20,789 |
S1 |
20,742 |
20,742 |
20,789 |
20,761 |
S2 |
20,686 |
20,686 |
20,780 |
|
S3 |
20,593 |
20,649 |
20,772 |
|
S4 |
20,500 |
20,556 |
20,746 |
|
|
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 |
20,817 |
20,506 |
311 |
1.5% |
110 |
0.5% |
94% |
True |
False |
133,360 |
10 |
20,817 |
19,982 |
835 |
4.0% |
133 |
0.6% |
98% |
True |
False |
124,059 |
20 |
20,817 |
19,713 |
1,104 |
5.3% |
131 |
0.6% |
98% |
True |
False |
122,479 |
40 |
20,817 |
19,607 |
1,210 |
5.8% |
132 |
0.6% |
98% |
True |
False |
120,207 |
60 |
20,817 |
18,983 |
1,834 |
8.8% |
130 |
0.6% |
99% |
True |
False |
103,127 |
80 |
20,817 |
17,360 |
3,457 |
16.6% |
144 |
0.7% |
99% |
True |
False |
77,486 |
100 |
20,817 |
17,360 |
3,457 |
16.6% |
147 |
0.7% |
99% |
True |
False |
62,014 |
120 |
20,817 |
17,360 |
3,457 |
16.6% |
147 |
0.7% |
99% |
True |
False |
51,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,212 |
2.618 |
21,061 |
1.618 |
20,968 |
1.000 |
20,910 |
0.618 |
20,875 |
HIGH |
20,817 |
0.618 |
20,782 |
0.500 |
20,771 |
0.382 |
20,760 |
LOW |
20,724 |
0.618 |
20,667 |
1.000 |
20,631 |
1.618 |
20,574 |
2.618 |
20,481 |
4.250 |
20,329 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,788 |
20,762 |
PP |
20,779 |
20,727 |
S1 |
20,771 |
20,693 |
|