Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,313.00 |
5,300.25 |
-12.75 |
-0.2% |
5,229.25 |
High |
5,317.00 |
5,328.75 |
11.75 |
0.2% |
5,328.75 |
Low |
5,288.50 |
5,286.75 |
-1.75 |
0.0% |
5,226.75 |
Close |
5,300.50 |
5,325.75 |
25.25 |
0.5% |
5,325.75 |
Range |
28.50 |
42.00 |
13.50 |
47.4% |
102.00 |
ATR |
39.39 |
39.58 |
0.19 |
0.5% |
0.00 |
Volume |
209,931 |
170,805 |
-39,126 |
-18.6% |
860,422 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,439.75 |
5,424.75 |
5,348.75 |
|
R3 |
5,397.75 |
5,382.75 |
5,337.25 |
|
R2 |
5,355.75 |
5,355.75 |
5,333.50 |
|
R1 |
5,340.75 |
5,340.75 |
5,329.50 |
5,348.25 |
PP |
5,313.75 |
5,313.75 |
5,313.75 |
5,317.50 |
S1 |
5,298.75 |
5,298.75 |
5,322.00 |
5,306.25 |
S2 |
5,271.75 |
5,271.75 |
5,318.00 |
|
S3 |
5,229.75 |
5,256.75 |
5,314.25 |
|
S4 |
5,187.75 |
5,214.75 |
5,302.75 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,599.75 |
5,564.75 |
5,381.75 |
|
R3 |
5,497.75 |
5,462.75 |
5,353.75 |
|
R2 |
5,395.75 |
5,395.75 |
5,344.50 |
|
R1 |
5,360.75 |
5,360.75 |
5,335.00 |
5,378.25 |
PP |
5,293.75 |
5,293.75 |
5,293.75 |
5,302.50 |
S1 |
5,258.75 |
5,258.75 |
5,316.50 |
5,276.25 |
S2 |
5,191.75 |
5,191.75 |
5,307.00 |
|
S3 |
5,089.75 |
5,156.75 |
5,297.75 |
|
S4 |
4,987.75 |
5,054.75 |
5,269.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,328.75 |
5,226.75 |
102.00 |
1.9% |
38.25 |
0.7% |
97% |
True |
False |
172,084 |
10 |
5,328.75 |
5,140.25 |
188.50 |
3.5% |
34.25 |
0.6% |
98% |
True |
False |
164,143 |
20 |
5,328.75 |
5,030.25 |
298.50 |
5.6% |
38.00 |
0.7% |
99% |
True |
False |
176,078 |
40 |
5,328.75 |
4,850.00 |
478.75 |
9.0% |
39.75 |
0.7% |
99% |
True |
False |
167,950 |
60 |
5,328.75 |
4,700.50 |
628.25 |
11.8% |
44.75 |
0.8% |
100% |
True |
False |
141,280 |
80 |
5,328.75 |
4,557.00 |
771.75 |
14.5% |
53.50 |
1.0% |
100% |
True |
False |
106,105 |
100 |
5,328.75 |
4,557.00 |
771.75 |
14.5% |
52.50 |
1.0% |
100% |
True |
False |
84,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,507.25 |
2.618 |
5,438.75 |
1.618 |
5,396.75 |
1.000 |
5,370.75 |
0.618 |
5,354.75 |
HIGH |
5,328.75 |
0.618 |
5,312.75 |
0.500 |
5,307.75 |
0.382 |
5,302.75 |
LOW |
5,286.75 |
0.618 |
5,260.75 |
1.000 |
5,244.75 |
1.618 |
5,218.75 |
2.618 |
5,176.75 |
4.250 |
5,108.25 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,319.75 |
5,316.25 |
PP |
5,313.75 |
5,306.50 |
S1 |
5,307.75 |
5,297.00 |
|