Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,323.50 |
5,345.50 |
22.00 |
0.4% |
5,229.25 |
High |
5,353.75 |
5,355.50 |
1.75 |
0.0% |
5,328.75 |
Low |
5,320.50 |
5,336.25 |
15.75 |
0.3% |
5,226.75 |
Close |
5,343.75 |
5,351.00 |
7.25 |
0.1% |
5,325.75 |
Range |
33.25 |
19.25 |
-14.00 |
-42.1% |
102.00 |
ATR |
39.13 |
37.71 |
-1.42 |
-3.6% |
0.00 |
Volume |
192,758 |
156,582 |
-36,176 |
-18.8% |
860,422 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,405.25 |
5,397.50 |
5,361.50 |
|
R3 |
5,386.00 |
5,378.25 |
5,356.25 |
|
R2 |
5,366.75 |
5,366.75 |
5,354.50 |
|
R1 |
5,359.00 |
5,359.00 |
5,352.75 |
5,363.00 |
PP |
5,347.50 |
5,347.50 |
5,347.50 |
5,349.50 |
S1 |
5,339.75 |
5,339.75 |
5,349.25 |
5,343.50 |
S2 |
5,328.25 |
5,328.25 |
5,347.50 |
|
S3 |
5,309.00 |
5,320.50 |
5,345.75 |
|
S4 |
5,289.75 |
5,301.25 |
5,340.50 |
|
|
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 |
5,355.50 |
5,265.25 |
90.25 |
1.7% |
34.25 |
0.6% |
95% |
True |
False |
179,667 |
10 |
5,355.50 |
5,163.50 |
192.00 |
3.6% |
33.25 |
0.6% |
98% |
True |
False |
168,095 |
20 |
5,355.50 |
5,083.25 |
272.25 |
5.1% |
36.25 |
0.7% |
98% |
True |
False |
177,409 |
40 |
5,355.50 |
4,850.00 |
505.50 |
9.4% |
39.75 |
0.7% |
99% |
True |
False |
171,654 |
60 |
5,355.50 |
4,700.50 |
655.00 |
12.2% |
44.50 |
0.8% |
99% |
True |
False |
147,092 |
80 |
5,355.50 |
4,557.00 |
798.50 |
14.9% |
53.25 |
1.0% |
99% |
True |
False |
110,450 |
100 |
5,355.50 |
4,557.00 |
798.50 |
14.9% |
52.00 |
1.0% |
99% |
True |
False |
88,426 |
120 |
5,355.50 |
4,557.00 |
798.50 |
14.9% |
51.25 |
1.0% |
99% |
True |
False |
73,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,437.25 |
2.618 |
5,406.00 |
1.618 |
5,386.75 |
1.000 |
5,374.75 |
0.618 |
5,367.50 |
HIGH |
5,355.50 |
0.618 |
5,348.25 |
0.500 |
5,346.00 |
0.382 |
5,343.50 |
LOW |
5,336.25 |
0.618 |
5,324.25 |
1.000 |
5,317.00 |
1.618 |
5,305.00 |
2.618 |
5,285.75 |
4.250 |
5,254.50 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,349.25 |
5,341.00 |
PP |
5,347.50 |
5,331.00 |
S1 |
5,346.00 |
5,321.00 |
|