Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,376.4 |
1,389.4 |
13.0 |
0.9% |
1,378.2 |
High |
1,391.4 |
1,399.9 |
8.5 |
0.6% |
1,391.4 |
Low |
1,375.3 |
1,388.5 |
13.2 |
1.0% |
1,346.1 |
Close |
1,388.3 |
1,392.3 |
4.0 |
0.3% |
1,388.3 |
Range |
16.1 |
11.4 |
-4.7 |
-29.2% |
45.3 |
ATR |
19.2 |
18.7 |
-0.5 |
-2.8% |
0.0 |
Volume |
131,144 |
104,509 |
-26,635 |
-20.3% |
704,206 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.8 |
1,421.5 |
1,398.5 |
|
R3 |
1,416.3 |
1,410.0 |
1,395.5 |
|
R2 |
1,405.0 |
1,405.0 |
1,394.5 |
|
R1 |
1,398.8 |
1,398.8 |
1,393.3 |
1,401.8 |
PP |
1,393.5 |
1,393.5 |
1,393.5 |
1,395.3 |
S1 |
1,387.3 |
1,387.3 |
1,391.3 |
1,390.5 |
S2 |
1,382.3 |
1,382.3 |
1,390.3 |
|
S3 |
1,370.8 |
1,375.8 |
1,389.3 |
|
S4 |
1,359.3 |
1,364.5 |
1,386.0 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.3 |
1,495.0 |
1,413.3 |
|
R3 |
1,465.8 |
1,449.8 |
1,400.8 |
|
R2 |
1,420.5 |
1,420.5 |
1,396.5 |
|
R1 |
1,404.5 |
1,404.5 |
1,392.5 |
1,412.5 |
PP |
1,375.3 |
1,375.3 |
1,375.3 |
1,379.3 |
S1 |
1,359.3 |
1,359.3 |
1,384.3 |
1,367.3 |
S2 |
1,330.0 |
1,330.0 |
1,380.0 |
|
S3 |
1,284.8 |
1,313.8 |
1,375.8 |
|
S4 |
1,239.3 |
1,268.5 |
1,363.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,399.9 |
1,346.1 |
53.8 |
3.9% |
17.3 |
1.2% |
86% |
True |
False |
138,061 |
10 |
1,399.9 |
1,342.3 |
57.6 |
4.1% |
19.0 |
1.4% |
87% |
True |
False |
138,087 |
20 |
1,399.9 |
1,339.0 |
60.9 |
4.4% |
18.5 |
1.3% |
88% |
True |
False |
136,547 |
40 |
1,399.9 |
1,339.0 |
60.9 |
4.4% |
18.3 |
1.3% |
88% |
True |
False |
129,829 |
60 |
1,399.9 |
1,299.7 |
100.2 |
7.2% |
17.8 |
1.3% |
92% |
True |
False |
107,997 |
80 |
1,399.9 |
1,122.9 |
277.0 |
19.9% |
16.8 |
1.2% |
97% |
True |
False |
81,009 |
100 |
1,399.9 |
1,122.9 |
277.0 |
19.9% |
14.5 |
1.0% |
97% |
True |
False |
64,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.3 |
2.618 |
1,429.8 |
1.618 |
1,418.3 |
1.000 |
1,411.3 |
0.618 |
1,407.0 |
HIGH |
1,400.0 |
0.618 |
1,395.5 |
0.500 |
1,394.3 |
0.382 |
1,392.8 |
LOW |
1,388.5 |
0.618 |
1,381.5 |
1.000 |
1,377.0 |
1.618 |
1,370.0 |
2.618 |
1,358.8 |
4.250 |
1,340.0 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,394.3 |
1,387.3 |
PP |
1,393.5 |
1,382.3 |
S1 |
1,393.0 |
1,377.3 |
|