| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,665.5 |
11,768.0 |
102.5 |
0.9% |
11,647.0 |
| High |
11,809.0 |
11,801.0 |
-8.0 |
-0.1% |
11,717.5 |
| Low |
11,664.0 |
11,747.5 |
83.5 |
0.7% |
11,460.0 |
| Close |
11,780.5 |
11,771.0 |
-9.5 |
-0.1% |
11,660.0 |
| Range |
145.0 |
53.5 |
-91.5 |
-63.1% |
257.5 |
| ATR |
122.7 |
117.7 |
-4.9 |
-4.0% |
0.0 |
| Volume |
63,196 |
73,403 |
10,207 |
16.2% |
402,151 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,933.7 |
11,905.8 |
11,800.4 |
|
| R3 |
11,880.2 |
11,852.3 |
11,785.7 |
|
| R2 |
11,826.7 |
11,826.7 |
11,780.8 |
|
| R1 |
11,798.8 |
11,798.8 |
11,775.9 |
11,812.8 |
| PP |
11,773.2 |
11,773.2 |
11,773.2 |
11,780.1 |
| S1 |
11,745.3 |
11,745.3 |
11,766.1 |
11,759.3 |
| S2 |
11,719.7 |
11,719.7 |
11,761.2 |
|
| S3 |
11,666.2 |
11,691.8 |
11,756.3 |
|
| S4 |
11,612.7 |
11,638.3 |
11,741.6 |
|
|
| 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 |
11,475.0 |
334.0 |
2.8% |
101.2 |
0.9% |
89% |
False |
False |
73,008 |
| 10 |
11,809.0 |
11,460.0 |
349.0 |
3.0% |
112.6 |
1.0% |
89% |
False |
False |
75,210 |
| 20 |
11,895.0 |
11,460.0 |
435.0 |
3.7% |
113.0 |
1.0% |
71% |
False |
False |
77,521 |
| 40 |
11,895.0 |
11,377.0 |
518.0 |
4.4% |
102.0 |
0.9% |
76% |
False |
False |
66,840 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.7% |
111.8 |
0.9% |
92% |
False |
False |
51,017 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
121.3 |
1.0% |
93% |
False |
False |
38,329 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
124.2 |
1.1% |
93% |
False |
False |
30,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,028.4 |
|
2.618 |
11,941.1 |
|
1.618 |
11,887.6 |
|
1.000 |
11,854.5 |
|
0.618 |
11,834.1 |
|
HIGH |
11,801.0 |
|
0.618 |
11,780.6 |
|
0.500 |
11,774.3 |
|
0.382 |
11,767.9 |
|
LOW |
11,747.5 |
|
0.618 |
11,714.4 |
|
1.000 |
11,694.0 |
|
1.618 |
11,660.9 |
|
2.618 |
11,607.4 |
|
4.250 |
11,520.1 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,774.3 |
11,755.4 |
| PP |
11,773.2 |
11,739.8 |
| S1 |
11,772.1 |
11,724.3 |
|