| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,675.0 |
11,665.5 |
-9.5 |
-0.1% |
11,647.0 |
| High |
11,717.5 |
11,809.0 |
91.5 |
0.8% |
11,717.5 |
| Low |
11,639.5 |
11,664.0 |
24.5 |
0.2% |
11,460.0 |
| Close |
11,660.0 |
11,780.5 |
120.5 |
1.0% |
11,660.0 |
| Range |
78.0 |
145.0 |
67.0 |
85.9% |
257.5 |
| ATR |
120.7 |
122.7 |
2.0 |
1.7% |
0.0 |
| Volume |
70,799 |
63,196 |
-7,603 |
-10.7% |
402,151 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,186.2 |
12,128.3 |
11,860.3 |
|
| R3 |
12,041.2 |
11,983.3 |
11,820.4 |
|
| R2 |
11,896.2 |
11,896.2 |
11,807.1 |
|
| R1 |
11,838.3 |
11,838.3 |
11,793.8 |
11,867.3 |
| PP |
11,751.2 |
11,751.2 |
11,751.2 |
11,765.6 |
| S1 |
11,693.3 |
11,693.3 |
11,767.2 |
11,722.3 |
| S2 |
11,606.2 |
11,606.2 |
11,753.9 |
|
| S3 |
11,461.2 |
11,548.3 |
11,740.6 |
|
| S4 |
11,316.2 |
11,403.3 |
11,700.8 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,385.0 |
12,280.0 |
11,801.6 |
|
| R3 |
12,127.5 |
12,022.5 |
11,730.8 |
|
| R2 |
11,870.0 |
11,870.0 |
11,707.2 |
|
| R1 |
11,765.0 |
11,765.0 |
11,683.6 |
11,817.5 |
| PP |
11,612.5 |
11,612.5 |
11,612.5 |
11,638.8 |
| S1 |
11,507.5 |
11,507.5 |
11,636.4 |
11,560.0 |
| S2 |
11,355.0 |
11,355.0 |
11,612.8 |
|
| S3 |
11,097.5 |
11,250.0 |
11,589.2 |
|
| S4 |
10,840.0 |
10,992.5 |
11,518.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,809.0 |
11,460.0 |
349.0 |
3.0% |
119.3 |
1.0% |
92% |
True |
False |
76,342 |
| 10 |
11,809.0 |
11,460.0 |
349.0 |
3.0% |
127.2 |
1.1% |
92% |
True |
False |
78,008 |
| 20 |
11,895.0 |
11,423.0 |
472.0 |
4.0% |
118.5 |
1.0% |
76% |
False |
False |
76,994 |
| 40 |
11,895.0 |
11,351.0 |
544.0 |
4.6% |
103.2 |
0.9% |
79% |
False |
False |
66,313 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.7% |
112.5 |
1.0% |
92% |
False |
False |
49,795 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
121.2 |
1.0% |
94% |
False |
False |
37,412 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
125.5 |
1.1% |
94% |
False |
False |
29,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,425.3 |
|
2.618 |
12,188.6 |
|
1.618 |
12,043.6 |
|
1.000 |
11,954.0 |
|
0.618 |
11,898.6 |
|
HIGH |
11,809.0 |
|
0.618 |
11,753.6 |
|
0.500 |
11,736.5 |
|
0.382 |
11,719.4 |
|
LOW |
11,664.0 |
|
0.618 |
11,574.4 |
|
1.000 |
11,519.0 |
|
1.618 |
11,429.4 |
|
2.618 |
11,284.4 |
|
4.250 |
11,047.8 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,765.8 |
11,745.4 |
| PP |
11,751.2 |
11,710.3 |
| S1 |
11,736.5 |
11,675.3 |
|