| 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 |
5,229.25 |
5,259.25 |
30.00 |
0.6% |
5,157.25 |
| High |
5,261.50 |
5,278.00 |
16.50 |
0.3% |
5,232.50 |
| Low |
5,226.75 |
5,239.75 |
13.00 |
0.2% |
5,140.25 |
| Close |
5,259.25 |
5,276.00 |
16.75 |
0.3% |
5,226.75 |
| Range |
34.75 |
38.25 |
3.50 |
10.1% |
92.25 |
| ATR |
39.72 |
39.61 |
-0.10 |
-0.3% |
0.00 |
| Volume |
144,520 |
166,904 |
22,384 |
15.5% |
781,014 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,379.25 |
5,366.00 |
5,297.00 |
|
| R3 |
5,341.00 |
5,327.75 |
5,286.50 |
|
| R2 |
5,302.75 |
5,302.75 |
5,283.00 |
|
| R1 |
5,289.50 |
5,289.50 |
5,279.50 |
5,296.00 |
| PP |
5,264.50 |
5,264.50 |
5,264.50 |
5,268.00 |
| S1 |
5,251.25 |
5,251.25 |
5,272.50 |
5,258.00 |
| S2 |
5,226.25 |
5,226.25 |
5,269.00 |
|
| S3 |
5,188.00 |
5,213.00 |
5,265.50 |
|
| S4 |
5,149.75 |
5,174.75 |
5,255.00 |
|
|
| 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 |
5,278.00 |
5,163.50 |
114.50 |
2.2% |
32.50 |
0.6% |
98% |
True |
False |
156,522 |
| 10 |
5,278.00 |
5,119.50 |
158.50 |
3.0% |
34.00 |
0.6% |
99% |
True |
False |
172,088 |
| 20 |
5,278.00 |
5,030.25 |
247.75 |
4.7% |
37.00 |
0.7% |
99% |
True |
False |
176,702 |
| 40 |
5,278.00 |
4,850.00 |
428.00 |
8.1% |
40.00 |
0.8% |
100% |
True |
False |
165,262 |
| 60 |
5,278.00 |
4,700.50 |
577.50 |
10.9% |
45.25 |
0.9% |
100% |
True |
False |
132,148 |
| 80 |
5,278.00 |
4,557.00 |
721.00 |
13.7% |
54.00 |
1.0% |
100% |
True |
False |
99,258 |
| 100 |
5,278.00 |
4,557.00 |
721.00 |
13.7% |
52.50 |
1.0% |
100% |
True |
False |
79,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,440.50 |
|
2.618 |
5,378.25 |
|
1.618 |
5,340.00 |
|
1.000 |
5,316.25 |
|
0.618 |
5,301.75 |
|
HIGH |
5,278.00 |
|
0.618 |
5,263.50 |
|
0.500 |
5,259.00 |
|
0.382 |
5,254.25 |
|
LOW |
5,239.75 |
|
0.618 |
5,216.00 |
|
1.000 |
5,201.50 |
|
1.618 |
5,177.75 |
|
2.618 |
5,139.50 |
|
4.250 |
5,077.25 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,270.25 |
5,265.25 |
| PP |
5,264.50 |
5,254.50 |
| S1 |
5,259.00 |
5,244.00 |
|