| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,345.00 |
2,346.50 |
1.50 |
0.1% |
2,314.25 |
| High |
2,348.75 |
2,365.00 |
16.25 |
0.7% |
2,351.50 |
| Low |
2,336.50 |
2,346.00 |
9.50 |
0.4% |
2,313.25 |
| Close |
2,348.00 |
2,360.00 |
12.00 |
0.5% |
2,348.00 |
| Range |
12.25 |
19.00 |
6.75 |
55.1% |
38.25 |
| ATR |
15.80 |
16.03 |
0.23 |
1.4% |
0.00 |
| Volume |
1,399,520 |
1,653,551 |
254,031 |
18.2% |
7,269,381 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.00 |
2,406.00 |
2,370.50 |
|
| R3 |
2,395.00 |
2,387.00 |
2,365.25 |
|
| R2 |
2,376.00 |
2,376.00 |
2,363.50 |
|
| R1 |
2,368.00 |
2,368.00 |
2,361.75 |
2,372.00 |
| PP |
2,357.00 |
2,357.00 |
2,357.00 |
2,359.00 |
| S1 |
2,349.00 |
2,349.00 |
2,358.25 |
2,353.00 |
| S2 |
2,338.00 |
2,338.00 |
2,356.50 |
|
| S3 |
2,319.00 |
2,330.00 |
2,354.75 |
|
| S4 |
2,300.00 |
2,311.00 |
2,349.50 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.25 |
2,438.50 |
2,369.00 |
|
| R3 |
2,414.00 |
2,400.25 |
2,358.50 |
|
| R2 |
2,375.75 |
2,375.75 |
2,355.00 |
|
| R1 |
2,362.00 |
2,362.00 |
2,351.50 |
2,369.00 |
| PP |
2,337.50 |
2,337.50 |
2,337.50 |
2,341.00 |
| S1 |
2,323.75 |
2,323.75 |
2,344.50 |
2,330.50 |
| S2 |
2,299.25 |
2,299.25 |
2,341.00 |
|
| S3 |
2,261.00 |
2,285.50 |
2,337.50 |
|
| S4 |
2,222.75 |
2,247.25 |
2,327.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,365.00 |
2,319.75 |
45.25 |
1.9% |
16.75 |
0.7% |
89% |
True |
False |
1,542,545 |
| 10 |
2,365.00 |
2,281.00 |
84.00 |
3.6% |
15.50 |
0.7% |
94% |
True |
False |
1,394,062 |
| 20 |
2,365.00 |
2,259.50 |
105.50 |
4.5% |
16.00 |
0.7% |
95% |
True |
False |
1,387,119 |
| 40 |
2,365.00 |
2,228.00 |
137.00 |
5.8% |
15.50 |
0.7% |
96% |
True |
False |
1,325,763 |
| 60 |
2,365.00 |
2,174.25 |
190.75 |
8.1% |
16.00 |
0.7% |
97% |
True |
False |
1,140,066 |
| 80 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
18.50 |
0.8% |
99% |
True |
False |
856,639 |
| 100 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
18.75 |
0.8% |
99% |
True |
False |
685,794 |
| 120 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
19.50 |
0.8% |
99% |
True |
False |
571,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.75 |
|
2.618 |
2,414.75 |
|
1.618 |
2,395.75 |
|
1.000 |
2,384.00 |
|
0.618 |
2,376.75 |
|
HIGH |
2,365.00 |
|
0.618 |
2,357.75 |
|
0.500 |
2,355.50 |
|
0.382 |
2,353.25 |
|
LOW |
2,346.00 |
|
0.618 |
2,334.25 |
|
1.000 |
2,327.00 |
|
1.618 |
2,315.25 |
|
2.618 |
2,296.25 |
|
4.250 |
2,265.25 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.50 |
2,357.00 |
| PP |
2,357.00 |
2,353.75 |
| S1 |
2,355.50 |
2,350.75 |
|