| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,360.00 |
2,362.00 |
2.00 |
0.1% |
2,314.25 |
| High |
2,363.75 |
2,367.50 |
3.75 |
0.2% |
2,351.50 |
| Low |
2,355.25 |
2,353.00 |
-2.25 |
-0.1% |
2,313.25 |
| Close |
2,361.00 |
2,362.75 |
1.75 |
0.1% |
2,348.00 |
| Range |
8.50 |
14.50 |
6.00 |
70.6% |
38.25 |
| ATR |
15.49 |
15.42 |
-0.07 |
-0.5% |
0.00 |
| Volume |
1,301,504 |
1,556,359 |
254,855 |
19.6% |
7,269,381 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.50 |
2,398.25 |
2,370.75 |
|
| R3 |
2,390.00 |
2,383.75 |
2,366.75 |
|
| R2 |
2,375.50 |
2,375.50 |
2,365.50 |
|
| R1 |
2,369.25 |
2,369.25 |
2,364.00 |
2,372.50 |
| PP |
2,361.00 |
2,361.00 |
2,361.00 |
2,362.75 |
| S1 |
2,354.75 |
2,354.75 |
2,361.50 |
2,358.00 |
| S2 |
2,346.50 |
2,346.50 |
2,360.00 |
|
| S3 |
2,332.00 |
2,340.25 |
2,358.75 |
|
| S4 |
2,317.50 |
2,325.75 |
2,354.75 |
|
|
| 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 |
2,367.50 |
2,336.50 |
31.00 |
1.3% |
13.75 |
0.6% |
85% |
True |
False |
1,529,588 |
| 10 |
2,367.50 |
2,287.75 |
79.75 |
3.4% |
15.50 |
0.7% |
94% |
True |
False |
1,431,316 |
| 20 |
2,367.50 |
2,262.25 |
105.25 |
4.5% |
15.00 |
0.6% |
95% |
True |
False |
1,397,032 |
| 40 |
2,367.50 |
2,228.00 |
139.50 |
5.9% |
15.75 |
0.7% |
97% |
True |
False |
1,366,106 |
| 60 |
2,367.50 |
2,174.25 |
193.25 |
8.2% |
16.00 |
0.7% |
98% |
True |
False |
1,187,396 |
| 80 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
18.25 |
0.8% |
99% |
True |
False |
892,278 |
| 100 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
18.50 |
0.8% |
99% |
True |
False |
714,304 |
| 120 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
19.25 |
0.8% |
99% |
True |
False |
595,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.00 |
|
2.618 |
2,405.50 |
|
1.618 |
2,391.00 |
|
1.000 |
2,382.00 |
|
0.618 |
2,376.50 |
|
HIGH |
2,367.50 |
|
0.618 |
2,362.00 |
|
0.500 |
2,360.25 |
|
0.382 |
2,358.50 |
|
LOW |
2,353.00 |
|
0.618 |
2,344.00 |
|
1.000 |
2,338.50 |
|
1.618 |
2,329.50 |
|
2.618 |
2,315.00 |
|
4.250 |
2,291.50 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.00 |
2,360.75 |
| PP |
2,361.00 |
2,358.75 |
| S1 |
2,360.25 |
2,356.75 |
|