| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,326.50 |
2,335.50 |
9.00 |
0.4% |
2,293.00 |
| High |
2,337.75 |
2,351.50 |
13.75 |
0.6% |
2,315.75 |
| Low |
2,319.75 |
2,331.25 |
11.50 |
0.5% |
2,281.00 |
| Close |
2,337.00 |
2,350.50 |
13.50 |
0.6% |
2,312.75 |
| Range |
18.00 |
20.25 |
2.25 |
12.5% |
34.75 |
| ATR |
15.93 |
16.23 |
0.31 |
1.9% |
0.00 |
| Volume |
1,390,309 |
1,532,340 |
142,031 |
10.2% |
6,182,602 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.25 |
2,398.00 |
2,361.75 |
|
| R3 |
2,385.00 |
2,377.75 |
2,356.00 |
|
| R2 |
2,364.75 |
2,364.75 |
2,354.25 |
|
| R1 |
2,357.50 |
2,357.50 |
2,352.25 |
2,361.00 |
| PP |
2,344.50 |
2,344.50 |
2,344.50 |
2,346.25 |
| S1 |
2,337.25 |
2,337.25 |
2,348.75 |
2,341.00 |
| S2 |
2,324.25 |
2,324.25 |
2,346.75 |
|
| S3 |
2,304.00 |
2,317.00 |
2,345.00 |
|
| S4 |
2,283.75 |
2,296.75 |
2,339.25 |
|
|
| 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 |
2,351.50 |
2,287.75 |
63.75 |
2.7% |
17.25 |
0.7% |
98% |
True |
False |
1,333,044 |
| 10 |
2,351.50 |
2,264.50 |
87.00 |
3.7% |
15.75 |
0.7% |
99% |
True |
False |
1,313,540 |
| 20 |
2,351.50 |
2,251.75 |
99.75 |
4.2% |
16.00 |
0.7% |
99% |
True |
False |
1,377,510 |
| 40 |
2,351.50 |
2,228.00 |
123.50 |
5.3% |
15.00 |
0.6% |
99% |
True |
False |
1,266,271 |
| 60 |
2,351.50 |
2,171.75 |
179.75 |
7.6% |
16.00 |
0.7% |
99% |
True |
False |
1,060,632 |
| 80 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.50 |
0.8% |
100% |
True |
False |
796,828 |
| 100 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.75 |
0.8% |
100% |
True |
False |
637,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.50 |
|
2.618 |
2,404.50 |
|
1.618 |
2,384.25 |
|
1.000 |
2,371.75 |
|
0.618 |
2,364.00 |
|
HIGH |
2,351.50 |
|
0.618 |
2,343.75 |
|
0.500 |
2,341.50 |
|
0.382 |
2,339.00 |
|
LOW |
2,331.25 |
|
0.618 |
2,318.75 |
|
1.000 |
2,311.00 |
|
1.618 |
2,298.50 |
|
2.618 |
2,278.25 |
|
4.250 |
2,245.25 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,347.50 |
2,344.50 |
| PP |
2,344.50 |
2,338.50 |
| S1 |
2,341.50 |
2,332.50 |
|