Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,345.50 |
5,352.50 |
7.00 |
0.1% |
5,229.25 |
High |
5,355.50 |
5,361.25 |
5.75 |
0.1% |
5,328.75 |
Low |
5,336.25 |
5,310.75 |
-25.50 |
-0.5% |
5,226.75 |
Close |
5,351.00 |
5,332.00 |
-19.00 |
-0.4% |
5,325.75 |
Range |
19.25 |
50.50 |
31.25 |
162.3% |
102.00 |
ATR |
37.71 |
38.62 |
0.91 |
2.4% |
0.00 |
Volume |
156,582 |
240,394 |
83,812 |
53.5% |
860,422 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,486.25 |
5,459.50 |
5,359.75 |
|
R3 |
5,435.75 |
5,409.00 |
5,346.00 |
|
R2 |
5,385.25 |
5,385.25 |
5,341.25 |
|
R1 |
5,358.50 |
5,358.50 |
5,336.75 |
5,346.50 |
PP |
5,334.75 |
5,334.75 |
5,334.75 |
5,328.75 |
S1 |
5,308.00 |
5,308.00 |
5,327.25 |
5,296.00 |
S2 |
5,284.25 |
5,284.25 |
5,322.75 |
|
S3 |
5,233.75 |
5,257.50 |
5,318.00 |
|
S4 |
5,183.25 |
5,207.00 |
5,304.25 |
|
|
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 |
5,361.25 |
5,286.75 |
74.50 |
1.4% |
34.75 |
0.7% |
61% |
True |
False |
194,094 |
10 |
5,361.25 |
5,186.25 |
175.00 |
3.3% |
35.00 |
0.7% |
83% |
True |
False |
175,508 |
20 |
5,361.25 |
5,083.25 |
278.00 |
5.2% |
36.50 |
0.7% |
89% |
True |
False |
181,768 |
40 |
5,361.25 |
4,850.00 |
511.25 |
9.6% |
40.50 |
0.8% |
94% |
True |
False |
175,937 |
60 |
5,361.25 |
4,700.50 |
660.75 |
12.4% |
44.75 |
0.8% |
96% |
True |
False |
151,094 |
80 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
53.00 |
1.0% |
96% |
True |
False |
113,449 |
100 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
52.00 |
1.0% |
96% |
True |
False |
90,826 |
120 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
51.50 |
1.0% |
96% |
True |
False |
75,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,576.00 |
2.618 |
5,493.50 |
1.618 |
5,443.00 |
1.000 |
5,411.75 |
0.618 |
5,392.50 |
HIGH |
5,361.25 |
0.618 |
5,342.00 |
0.500 |
5,336.00 |
0.382 |
5,330.00 |
LOW |
5,310.75 |
0.618 |
5,279.50 |
1.000 |
5,260.25 |
1.618 |
5,229.00 |
2.618 |
5,178.50 |
4.250 |
5,096.00 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,336.00 |
5,336.00 |
PP |
5,334.75 |
5,334.75 |
S1 |
5,333.25 |
5,333.25 |
|