Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,300.25 |
5,323.50 |
23.25 |
0.4% |
5,229.25 |
High |
5,328.75 |
5,353.75 |
25.00 |
0.5% |
5,328.75 |
Low |
5,286.75 |
5,320.50 |
33.75 |
0.6% |
5,226.75 |
Close |
5,325.75 |
5,343.75 |
18.00 |
0.3% |
5,325.75 |
Range |
42.00 |
33.25 |
-8.75 |
-20.8% |
102.00 |
ATR |
39.58 |
39.13 |
-0.45 |
-1.1% |
0.00 |
Volume |
170,805 |
192,758 |
21,953 |
12.9% |
860,422 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,439.00 |
5,424.75 |
5,362.00 |
|
R3 |
5,405.75 |
5,391.50 |
5,353.00 |
|
R2 |
5,372.50 |
5,372.50 |
5,349.75 |
|
R1 |
5,358.25 |
5,358.25 |
5,346.75 |
5,365.50 |
PP |
5,339.25 |
5,339.25 |
5,339.25 |
5,343.00 |
S1 |
5,325.00 |
5,325.00 |
5,340.75 |
5,332.00 |
S2 |
5,306.00 |
5,306.00 |
5,337.75 |
|
S3 |
5,272.75 |
5,291.75 |
5,334.50 |
|
S4 |
5,239.50 |
5,258.50 |
5,325.50 |
|
|
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 |
5,353.75 |
5,239.75 |
114.00 |
2.1% |
38.00 |
0.7% |
91% |
True |
False |
181,732 |
10 |
5,353.75 |
5,154.25 |
199.50 |
3.7% |
35.25 |
0.7% |
95% |
True |
False |
168,879 |
20 |
5,353.75 |
5,060.00 |
293.75 |
5.5% |
37.50 |
0.7% |
97% |
True |
False |
176,659 |
40 |
5,353.75 |
4,850.00 |
503.75 |
9.4% |
40.25 |
0.8% |
98% |
True |
False |
170,503 |
60 |
5,353.75 |
4,700.50 |
653.25 |
12.2% |
45.00 |
0.8% |
98% |
True |
False |
144,487 |
80 |
5,353.75 |
4,557.00 |
796.75 |
14.9% |
53.50 |
1.0% |
99% |
True |
False |
108,503 |
100 |
5,353.75 |
4,557.00 |
796.75 |
14.9% |
52.25 |
1.0% |
99% |
True |
False |
86,861 |
120 |
5,353.75 |
4,557.00 |
796.75 |
14.9% |
51.25 |
1.0% |
99% |
True |
False |
72,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,495.00 |
2.618 |
5,440.75 |
1.618 |
5,407.50 |
1.000 |
5,387.00 |
0.618 |
5,374.25 |
HIGH |
5,353.75 |
0.618 |
5,341.00 |
0.500 |
5,337.00 |
0.382 |
5,333.25 |
LOW |
5,320.50 |
0.618 |
5,300.00 |
1.000 |
5,287.25 |
1.618 |
5,266.75 |
2.618 |
5,233.50 |
4.250 |
5,179.25 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,341.50 |
5,336.00 |
PP |
5,339.25 |
5,328.00 |
S1 |
5,337.00 |
5,320.25 |
|