| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,362.00 |
2,361.50 |
-0.50 |
0.0% |
2,346.50 |
| High |
2,367.50 |
2,365.75 |
-1.75 |
-0.1% |
2,367.50 |
| Low |
2,353.00 |
2,349.50 |
-3.50 |
-0.1% |
2,346.00 |
| Close |
2,362.75 |
2,365.00 |
2.25 |
0.1% |
2,365.00 |
| Range |
14.50 |
16.25 |
1.75 |
12.1% |
21.50 |
| ATR |
15.42 |
15.48 |
0.06 |
0.4% |
0.00 |
| Volume |
1,556,359 |
1,551,959 |
-4,400 |
-0.3% |
6,063,373 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.75 |
2,403.25 |
2,374.00 |
|
| R3 |
2,392.50 |
2,387.00 |
2,369.50 |
|
| R2 |
2,376.25 |
2,376.25 |
2,368.00 |
|
| R1 |
2,370.75 |
2,370.75 |
2,366.50 |
2,373.50 |
| PP |
2,360.00 |
2,360.00 |
2,360.00 |
2,361.50 |
| S1 |
2,354.50 |
2,354.50 |
2,363.50 |
2,357.25 |
| S2 |
2,343.75 |
2,343.75 |
2,362.00 |
|
| S3 |
2,327.50 |
2,338.25 |
2,360.50 |
|
| S4 |
2,311.25 |
2,322.00 |
2,356.00 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.00 |
2,416.00 |
2,376.75 |
|
| R3 |
2,402.50 |
2,394.50 |
2,371.00 |
|
| R2 |
2,381.00 |
2,381.00 |
2,369.00 |
|
| R1 |
2,373.00 |
2,373.00 |
2,367.00 |
2,377.00 |
| PP |
2,359.50 |
2,359.50 |
2,359.50 |
2,361.50 |
| S1 |
2,351.50 |
2,351.50 |
2,363.00 |
2,355.50 |
| S2 |
2,338.00 |
2,338.00 |
2,361.00 |
|
| S3 |
2,316.50 |
2,330.00 |
2,359.00 |
|
| S4 |
2,295.00 |
2,308.50 |
2,353.25 |
|
|
| 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% |
14.00 |
0.6% |
92% |
False |
False |
1,492,578 |
| 10 |
2,367.50 |
2,303.00 |
64.50 |
2.7% |
15.00 |
0.6% |
96% |
False |
False |
1,451,027 |
| 20 |
2,367.50 |
2,262.25 |
105.25 |
4.5% |
15.50 |
0.7% |
98% |
False |
False |
1,416,109 |
| 40 |
2,367.50 |
2,228.00 |
139.50 |
5.9% |
15.75 |
0.7% |
98% |
False |
False |
1,392,436 |
| 60 |
2,367.50 |
2,174.25 |
193.25 |
8.2% |
16.00 |
0.7% |
99% |
False |
False |
1,213,073 |
| 80 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
18.25 |
0.8% |
99% |
False |
False |
911,611 |
| 100 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
18.25 |
0.8% |
99% |
False |
False |
729,799 |
| 120 |
2,367.50 |
2,023.00 |
344.50 |
14.6% |
19.25 |
0.8% |
99% |
False |
False |
608,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.75 |
|
2.618 |
2,408.25 |
|
1.618 |
2,392.00 |
|
1.000 |
2,382.00 |
|
0.618 |
2,375.75 |
|
HIGH |
2,365.75 |
|
0.618 |
2,359.50 |
|
0.500 |
2,357.50 |
|
0.382 |
2,355.75 |
|
LOW |
2,349.50 |
|
0.618 |
2,339.50 |
|
1.000 |
2,333.25 |
|
1.618 |
2,323.25 |
|
2.618 |
2,307.00 |
|
4.250 |
2,280.50 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.50 |
2,362.75 |
| PP |
2,360.00 |
2,360.75 |
| S1 |
2,357.50 |
2,358.50 |
|