| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,335.50 |
2,350.25 |
14.75 |
0.6% |
2,293.00 |
| High |
2,351.50 |
2,350.75 |
-0.75 |
0.0% |
2,315.75 |
| Low |
2,331.25 |
2,336.75 |
5.50 |
0.2% |
2,281.00 |
| Close |
2,350.50 |
2,345.50 |
-5.00 |
-0.2% |
2,312.75 |
| Range |
20.25 |
14.00 |
-6.25 |
-30.9% |
34.75 |
| ATR |
16.23 |
16.07 |
-0.16 |
-1.0% |
0.00 |
| Volume |
1,532,340 |
1,737,007 |
204,667 |
13.4% |
6,182,602 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.25 |
2,380.00 |
2,353.25 |
|
| R3 |
2,372.25 |
2,366.00 |
2,349.25 |
|
| R2 |
2,358.25 |
2,358.25 |
2,348.00 |
|
| R1 |
2,352.00 |
2,352.00 |
2,346.75 |
2,348.00 |
| PP |
2,344.25 |
2,344.25 |
2,344.25 |
2,342.50 |
| S1 |
2,338.00 |
2,338.00 |
2,344.25 |
2,334.00 |
| S2 |
2,330.25 |
2,330.25 |
2,343.00 |
|
| S3 |
2,316.25 |
2,324.00 |
2,341.75 |
|
| S4 |
2,302.25 |
2,310.00 |
2,337.75 |
|
|
| 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 |
2,303.00 |
48.50 |
2.1% |
16.25 |
0.7% |
88% |
False |
False |
1,409,476 |
| 10 |
2,351.50 |
2,270.50 |
81.00 |
3.5% |
15.75 |
0.7% |
93% |
False |
False |
1,345,798 |
| 20 |
2,351.50 |
2,251.75 |
99.75 |
4.3% |
16.00 |
0.7% |
94% |
False |
False |
1,395,048 |
| 40 |
2,351.50 |
2,228.00 |
123.50 |
5.3% |
15.25 |
0.6% |
95% |
False |
False |
1,286,479 |
| 60 |
2,351.50 |
2,174.00 |
177.50 |
7.6% |
16.00 |
0.7% |
97% |
False |
False |
1,089,426 |
| 80 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.50 |
0.8% |
98% |
False |
False |
818,520 |
| 100 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.75 |
0.8% |
98% |
False |
False |
655,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.25 |
|
2.618 |
2,387.50 |
|
1.618 |
2,373.50 |
|
1.000 |
2,364.75 |
|
0.618 |
2,359.50 |
|
HIGH |
2,350.75 |
|
0.618 |
2,345.50 |
|
0.500 |
2,343.75 |
|
0.382 |
2,342.00 |
|
LOW |
2,336.75 |
|
0.618 |
2,328.00 |
|
1.000 |
2,322.75 |
|
1.618 |
2,314.00 |
|
2.618 |
2,300.00 |
|
4.250 |
2,277.25 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,345.00 |
2,342.25 |
| PP |
2,344.25 |
2,339.00 |
| S1 |
2,343.75 |
2,335.50 |
|