Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,259.25 |
5,274.50 |
15.25 |
0.3% |
5,157.25 |
High |
5,278.00 |
5,313.50 |
35.50 |
0.7% |
5,232.50 |
Low |
5,239.75 |
5,265.25 |
25.50 |
0.5% |
5,140.25 |
Close |
5,276.00 |
5,310.00 |
34.00 |
0.6% |
5,226.75 |
Range |
38.25 |
48.25 |
10.00 |
26.1% |
92.25 |
ATR |
39.61 |
40.23 |
0.62 |
1.6% |
0.00 |
Volume |
166,904 |
168,262 |
1,358 |
0.8% |
781,014 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,441.00 |
5,423.75 |
5,336.50 |
|
R3 |
5,392.75 |
5,375.50 |
5,323.25 |
|
R2 |
5,344.50 |
5,344.50 |
5,318.75 |
|
R1 |
5,327.25 |
5,327.25 |
5,314.50 |
5,336.00 |
PP |
5,296.25 |
5,296.25 |
5,296.25 |
5,300.50 |
S1 |
5,279.00 |
5,279.00 |
5,305.50 |
5,287.50 |
S2 |
5,248.00 |
5,248.00 |
5,301.25 |
|
S3 |
5,199.75 |
5,230.75 |
5,296.75 |
|
S4 |
5,151.50 |
5,182.50 |
5,283.50 |
|
|
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 |
5,313.50 |
5,186.25 |
127.25 |
2.4% |
35.50 |
0.7% |
97% |
True |
False |
156,923 |
10 |
5,313.50 |
5,119.50 |
194.00 |
3.7% |
35.25 |
0.7% |
98% |
True |
False |
165,178 |
20 |
5,313.50 |
5,030.25 |
283.25 |
5.3% |
38.25 |
0.7% |
99% |
True |
False |
177,131 |
40 |
5,313.50 |
4,850.00 |
463.50 |
8.7% |
40.00 |
0.8% |
99% |
True |
False |
164,835 |
60 |
5,313.50 |
4,700.50 |
613.00 |
11.5% |
45.25 |
0.9% |
99% |
True |
False |
134,946 |
80 |
5,313.50 |
4,557.00 |
756.50 |
14.2% |
54.00 |
1.0% |
100% |
True |
False |
101,358 |
100 |
5,313.50 |
4,557.00 |
756.50 |
14.2% |
52.50 |
1.0% |
100% |
True |
False |
81,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,518.50 |
2.618 |
5,439.75 |
1.618 |
5,391.50 |
1.000 |
5,361.75 |
0.618 |
5,343.25 |
HIGH |
5,313.50 |
0.618 |
5,295.00 |
0.500 |
5,289.50 |
0.382 |
5,283.75 |
LOW |
5,265.25 |
0.618 |
5,235.50 |
1.000 |
5,217.00 |
1.618 |
5,187.25 |
2.618 |
5,139.00 |
4.250 |
5,060.25 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,303.00 |
5,296.75 |
PP |
5,296.25 |
5,283.50 |
S1 |
5,289.50 |
5,270.00 |
|