| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,389.4 |
1,390.4 |
1.0 |
0.1% |
1,378.2 |
| High |
1,399.9 |
1,398.8 |
-1.1 |
-0.1% |
1,391.4 |
| Low |
1,388.5 |
1,383.7 |
-4.8 |
-0.3% |
1,346.1 |
| Close |
1,392.3 |
1,398.5 |
6.2 |
0.4% |
1,388.3 |
| Range |
11.4 |
15.1 |
3.7 |
32.5% |
45.3 |
| ATR |
18.7 |
18.4 |
-0.3 |
-1.4% |
0.0 |
| Volume |
104,509 |
110,109 |
5,600 |
5.4% |
704,206 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.0 |
1,433.8 |
1,406.8 |
|
| R3 |
1,423.8 |
1,418.8 |
1,402.8 |
|
| R2 |
1,408.8 |
1,408.8 |
1,401.3 |
|
| R1 |
1,403.8 |
1,403.8 |
1,400.0 |
1,406.3 |
| PP |
1,393.8 |
1,393.8 |
1,393.8 |
1,395.0 |
| S1 |
1,388.5 |
1,388.5 |
1,397.0 |
1,391.0 |
| S2 |
1,378.5 |
1,378.5 |
1,395.8 |
|
| S3 |
1,363.5 |
1,373.5 |
1,394.3 |
|
| S4 |
1,348.3 |
1,358.3 |
1,390.3 |
|
|
| 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 |
3.8% |
17.0 |
1.2% |
97% |
False |
False |
132,518 |
| 10 |
1,399.9 |
1,346.1 |
53.8 |
3.8% |
18.3 |
1.3% |
97% |
False |
False |
135,031 |
| 20 |
1,399.9 |
1,339.0 |
60.9 |
4.4% |
18.0 |
1.3% |
98% |
False |
False |
134,842 |
| 40 |
1,399.9 |
1,339.0 |
60.9 |
4.4% |
18.3 |
1.3% |
98% |
False |
False |
128,204 |
| 60 |
1,399.9 |
1,300.8 |
99.1 |
7.1% |
17.8 |
1.3% |
99% |
False |
False |
109,832 |
| 80 |
1,399.9 |
1,122.9 |
277.0 |
19.8% |
17.0 |
1.2% |
99% |
False |
False |
82,386 |
| 100 |
1,399.9 |
1,122.9 |
277.0 |
19.8% |
14.5 |
1.0% |
99% |
False |
False |
65,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.0 |
|
2.618 |
1,438.3 |
|
1.618 |
1,423.3 |
|
1.000 |
1,414.0 |
|
0.618 |
1,408.3 |
|
HIGH |
1,398.8 |
|
0.618 |
1,393.0 |
|
0.500 |
1,391.3 |
|
0.382 |
1,389.5 |
|
LOW |
1,383.8 |
|
0.618 |
1,374.3 |
|
1.000 |
1,368.5 |
|
1.618 |
1,359.3 |
|
2.618 |
1,344.3 |
|
4.250 |
1,319.5 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.0 |
1,394.8 |
| PP |
1,393.8 |
1,391.3 |
| S1 |
1,391.3 |
1,387.5 |
|