| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,346.50 |
2,360.00 |
13.50 |
0.6% |
2,314.25 |
| High |
2,365.00 |
2,363.75 |
-1.25 |
-0.1% |
2,351.50 |
| Low |
2,346.00 |
2,355.25 |
9.25 |
0.4% |
2,313.25 |
| Close |
2,360.00 |
2,361.00 |
1.00 |
0.0% |
2,348.00 |
| Range |
19.00 |
8.50 |
-10.50 |
-55.3% |
38.25 |
| ATR |
16.03 |
15.49 |
-0.54 |
-3.4% |
0.00 |
| Volume |
1,653,551 |
1,301,504 |
-352,047 |
-21.3% |
7,269,381 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.50 |
2,381.75 |
2,365.75 |
|
| R3 |
2,377.00 |
2,373.25 |
2,363.25 |
|
| R2 |
2,368.50 |
2,368.50 |
2,362.50 |
|
| R1 |
2,364.75 |
2,364.75 |
2,361.75 |
2,366.50 |
| PP |
2,360.00 |
2,360.00 |
2,360.00 |
2,361.00 |
| S1 |
2,356.25 |
2,356.25 |
2,360.25 |
2,358.00 |
| S2 |
2,351.50 |
2,351.50 |
2,359.50 |
|
| S3 |
2,343.00 |
2,347.75 |
2,358.75 |
|
| S4 |
2,334.50 |
2,339.25 |
2,356.25 |
|
|
| 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 |
2,331.25 |
33.75 |
1.4% |
14.75 |
0.6% |
88% |
False |
False |
1,524,784 |
| 10 |
2,365.00 |
2,281.00 |
84.00 |
3.6% |
15.25 |
0.6% |
95% |
False |
False |
1,404,006 |
| 20 |
2,365.00 |
2,262.25 |
102.75 |
4.4% |
15.50 |
0.7% |
96% |
False |
False |
1,388,538 |
| 40 |
2,365.00 |
2,228.00 |
137.00 |
5.8% |
15.50 |
0.7% |
97% |
False |
False |
1,337,110 |
| 60 |
2,365.00 |
2,174.25 |
190.75 |
8.1% |
16.00 |
0.7% |
98% |
False |
False |
1,161,604 |
| 80 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
18.50 |
0.8% |
99% |
False |
False |
872,863 |
| 100 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
18.50 |
0.8% |
99% |
False |
False |
698,771 |
| 120 |
2,365.00 |
2,023.00 |
342.00 |
14.5% |
19.25 |
0.8% |
99% |
False |
False |
582,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,400.00 |
|
2.618 |
2,386.00 |
|
1.618 |
2,377.50 |
|
1.000 |
2,372.25 |
|
0.618 |
2,369.00 |
|
HIGH |
2,363.75 |
|
0.618 |
2,360.50 |
|
0.500 |
2,359.50 |
|
0.382 |
2,358.50 |
|
LOW |
2,355.25 |
|
0.618 |
2,350.00 |
|
1.000 |
2,346.75 |
|
1.618 |
2,341.50 |
|
2.618 |
2,333.00 |
|
4.250 |
2,319.00 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,360.50 |
2,357.50 |
| PP |
2,360.00 |
2,354.25 |
| S1 |
2,359.50 |
2,350.75 |
|