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 |
5,211.25 |
5,229.25 |
18.00 |
0.3% |
5,157.25 |
High |
5,232.50 |
5,261.50 |
29.00 |
0.6% |
5,232.50 |
Low |
5,209.75 |
5,226.75 |
17.00 |
0.3% |
5,140.25 |
Close |
5,226.75 |
5,259.25 |
32.50 |
0.6% |
5,226.75 |
Range |
22.75 |
34.75 |
12.00 |
52.7% |
92.25 |
ATR |
40.10 |
39.72 |
-0.38 |
-1.0% |
0.00 |
Volume |
147,032 |
144,520 |
-2,512 |
-1.7% |
781,014 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.50 |
5,341.00 |
5,278.25 |
|
R3 |
5,318.75 |
5,306.25 |
5,268.75 |
|
R2 |
5,284.00 |
5,284.00 |
5,265.50 |
|
R1 |
5,271.50 |
5,271.50 |
5,262.50 |
5,277.75 |
PP |
5,249.25 |
5,249.25 |
5,249.25 |
5,252.25 |
S1 |
5,236.75 |
5,236.75 |
5,256.00 |
5,243.00 |
S2 |
5,214.50 |
5,214.50 |
5,253.00 |
|
S3 |
5,179.75 |
5,202.00 |
5,249.75 |
|
S4 |
5,145.00 |
5,167.25 |
5,240.25 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.50 |
5,444.00 |
5,277.50 |
|
R3 |
5,384.25 |
5,351.75 |
5,252.00 |
|
R2 |
5,292.00 |
5,292.00 |
5,243.75 |
|
R1 |
5,259.50 |
5,259.50 |
5,235.25 |
5,275.75 |
PP |
5,199.75 |
5,199.75 |
5,199.75 |
5,208.00 |
S1 |
5,167.25 |
5,167.25 |
5,218.25 |
5,183.50 |
S2 |
5,107.50 |
5,107.50 |
5,209.75 |
|
S3 |
5,015.25 |
5,075.00 |
5,201.50 |
|
S4 |
4,923.00 |
4,982.75 |
5,176.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,261.50 |
5,154.25 |
107.25 |
2.0% |
32.25 |
0.6% |
98% |
True |
False |
156,026 |
10 |
5,261.50 |
5,083.25 |
178.25 |
3.4% |
35.25 |
0.7% |
99% |
True |
False |
176,868 |
20 |
5,261.50 |
5,025.00 |
236.50 |
4.5% |
36.75 |
0.7% |
99% |
True |
False |
178,262 |
40 |
5,261.50 |
4,850.00 |
411.50 |
7.8% |
40.25 |
0.8% |
99% |
True |
False |
167,318 |
60 |
5,261.50 |
4,700.50 |
561.00 |
10.7% |
45.50 |
0.9% |
100% |
True |
False |
129,372 |
80 |
5,261.50 |
4,557.00 |
704.50 |
13.4% |
53.75 |
1.0% |
100% |
True |
False |
97,176 |
100 |
5,261.50 |
4,557.00 |
704.50 |
13.4% |
52.75 |
1.0% |
100% |
True |
False |
77,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.25 |
2.618 |
5,352.50 |
1.618 |
5,317.75 |
1.000 |
5,296.25 |
0.618 |
5,283.00 |
HIGH |
5,261.50 |
0.618 |
5,248.25 |
0.500 |
5,244.00 |
0.382 |
5,240.00 |
LOW |
5,226.75 |
0.618 |
5,205.25 |
1.000 |
5,192.00 |
1.618 |
5,170.50 |
2.618 |
5,135.75 |
4.250 |
5,079.00 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,254.25 |
5,247.50 |
PP |
5,249.25 |
5,235.75 |
S1 |
5,244.00 |
5,224.00 |
|