| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,314.25 |
2,326.50 |
12.25 |
0.5% |
2,293.00 |
| High |
2,329.00 |
2,337.75 |
8.75 |
0.4% |
2,315.75 |
| Low |
2,313.25 |
2,319.75 |
6.50 |
0.3% |
2,281.00 |
| Close |
2,326.25 |
2,337.00 |
10.75 |
0.5% |
2,312.75 |
| Range |
15.75 |
18.00 |
2.25 |
14.3% |
34.75 |
| ATR |
15.77 |
15.93 |
0.16 |
1.0% |
0.00 |
| Volume |
1,210,205 |
1,390,309 |
180,104 |
14.9% |
6,182,602 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.50 |
2,379.25 |
2,347.00 |
|
| R3 |
2,367.50 |
2,361.25 |
2,342.00 |
|
| R2 |
2,349.50 |
2,349.50 |
2,340.25 |
|
| R1 |
2,343.25 |
2,343.25 |
2,338.75 |
2,346.50 |
| PP |
2,331.50 |
2,331.50 |
2,331.50 |
2,333.00 |
| S1 |
2,325.25 |
2,325.25 |
2,335.25 |
2,328.50 |
| S2 |
2,313.50 |
2,313.50 |
2,333.75 |
|
| S3 |
2,295.50 |
2,307.25 |
2,332.00 |
|
| S4 |
2,277.50 |
2,289.25 |
2,327.00 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.50 |
2,394.75 |
2,331.75 |
|
| R3 |
2,372.75 |
2,360.00 |
2,322.25 |
|
| R2 |
2,338.00 |
2,338.00 |
2,319.00 |
|
| R1 |
2,325.25 |
2,325.25 |
2,316.00 |
2,331.50 |
| PP |
2,303.25 |
2,303.25 |
2,303.25 |
2,306.25 |
| S1 |
2,290.50 |
2,290.50 |
2,309.50 |
2,297.00 |
| S2 |
2,268.50 |
2,268.50 |
2,306.50 |
|
| S3 |
2,233.75 |
2,255.75 |
2,303.25 |
|
| S4 |
2,199.00 |
2,221.00 |
2,293.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,337.75 |
2,281.00 |
56.75 |
2.4% |
15.50 |
0.7% |
99% |
True |
False |
1,283,228 |
| 10 |
2,337.75 |
2,264.50 |
73.25 |
3.1% |
15.50 |
0.7% |
99% |
True |
False |
1,316,806 |
| 20 |
2,337.75 |
2,251.75 |
86.00 |
3.7% |
15.50 |
0.7% |
99% |
True |
False |
1,356,493 |
| 40 |
2,337.75 |
2,228.00 |
109.75 |
4.7% |
15.00 |
0.6% |
99% |
True |
False |
1,263,344 |
| 60 |
2,337.75 |
2,167.25 |
170.50 |
7.3% |
15.75 |
0.7% |
100% |
True |
False |
1,035,212 |
| 80 |
2,337.75 |
2,023.00 |
314.75 |
13.5% |
18.50 |
0.8% |
100% |
True |
False |
777,718 |
| 100 |
2,337.75 |
2,023.00 |
314.75 |
13.5% |
18.75 |
0.8% |
100% |
True |
False |
622,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.25 |
|
2.618 |
2,384.75 |
|
1.618 |
2,366.75 |
|
1.000 |
2,355.75 |
|
0.618 |
2,348.75 |
|
HIGH |
2,337.75 |
|
0.618 |
2,330.75 |
|
0.500 |
2,328.75 |
|
0.382 |
2,326.75 |
|
LOW |
2,319.75 |
|
0.618 |
2,308.75 |
|
1.000 |
2,301.75 |
|
1.618 |
2,290.75 |
|
2.618 |
2,272.75 |
|
4.250 |
2,243.25 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,334.25 |
2,331.50 |
| PP |
2,331.50 |
2,326.00 |
| S1 |
2,328.75 |
2,320.50 |
|