Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,274.50 |
5,313.00 |
38.50 |
0.7% |
5,157.25 |
High |
5,313.50 |
5,317.00 |
3.50 |
0.1% |
5,232.50 |
Low |
5,265.25 |
5,288.50 |
23.25 |
0.4% |
5,140.25 |
Close |
5,310.00 |
5,300.50 |
-9.50 |
-0.2% |
5,226.75 |
Range |
48.25 |
28.50 |
-19.75 |
-40.9% |
92.25 |
ATR |
40.23 |
39.39 |
-0.84 |
-2.1% |
0.00 |
Volume |
168,262 |
209,931 |
41,669 |
24.8% |
781,014 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.50 |
5,372.50 |
5,316.25 |
|
R3 |
5,359.00 |
5,344.00 |
5,308.25 |
|
R2 |
5,330.50 |
5,330.50 |
5,305.75 |
|
R1 |
5,315.50 |
5,315.50 |
5,303.00 |
5,308.75 |
PP |
5,302.00 |
5,302.00 |
5,302.00 |
5,298.50 |
S1 |
5,287.00 |
5,287.00 |
5,298.00 |
5,280.25 |
S2 |
5,273.50 |
5,273.50 |
5,295.25 |
|
S3 |
5,245.00 |
5,258.50 |
5,292.75 |
|
S4 |
5,216.50 |
5,230.00 |
5,284.75 |
|
|
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 |
5,317.00 |
5,209.75 |
107.25 |
2.0% |
34.50 |
0.7% |
85% |
True |
False |
167,329 |
10 |
5,317.00 |
5,119.75 |
197.25 |
3.7% |
34.25 |
0.6% |
92% |
True |
False |
165,184 |
20 |
5,317.00 |
5,030.25 |
286.75 |
5.4% |
37.75 |
0.7% |
94% |
True |
False |
178,347 |
40 |
5,317.00 |
4,850.00 |
467.00 |
8.8% |
39.50 |
0.7% |
96% |
True |
False |
166,429 |
60 |
5,317.00 |
4,700.50 |
616.50 |
11.6% |
45.00 |
0.9% |
97% |
True |
False |
138,440 |
80 |
5,317.00 |
4,557.00 |
760.00 |
14.3% |
54.00 |
1.0% |
98% |
True |
False |
103,975 |
100 |
5,317.00 |
4,557.00 |
760.00 |
14.3% |
52.50 |
1.0% |
98% |
True |
False |
83,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,438.00 |
2.618 |
5,391.50 |
1.618 |
5,363.00 |
1.000 |
5,345.50 |
0.618 |
5,334.50 |
HIGH |
5,317.00 |
0.618 |
5,306.00 |
0.500 |
5,302.75 |
0.382 |
5,299.50 |
LOW |
5,288.50 |
0.618 |
5,271.00 |
1.000 |
5,260.00 |
1.618 |
5,242.50 |
2.618 |
5,214.00 |
4.250 |
5,167.50 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,302.75 |
5,293.00 |
PP |
5,302.00 |
5,285.75 |
S1 |
5,301.25 |
5,278.50 |
|