| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,781.0 |
11,748.5 |
-32.5 |
-0.3% |
11,665.5 |
| High |
11,811.5 |
11,796.0 |
-15.5 |
-0.1% |
11,846.0 |
| Low |
11,723.5 |
11,688.0 |
-35.5 |
-0.3% |
11,664.0 |
| Close |
11,743.0 |
11,735.5 |
-7.5 |
-0.1% |
11,735.5 |
| Range |
88.0 |
108.0 |
20.0 |
22.7% |
182.0 |
| ATR |
116.3 |
115.7 |
-0.6 |
-0.5% |
0.0 |
| Volume |
80,363 |
45,734 |
-34,629 |
-43.1% |
330,990 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,063.8 |
12,007.7 |
11,794.9 |
|
| R3 |
11,955.8 |
11,899.7 |
11,765.2 |
|
| R2 |
11,847.8 |
11,847.8 |
11,755.3 |
|
| R1 |
11,791.7 |
11,791.7 |
11,745.4 |
11,765.8 |
| PP |
11,739.8 |
11,739.8 |
11,739.8 |
11,726.9 |
| S1 |
11,683.7 |
11,683.7 |
11,725.6 |
11,657.8 |
| S2 |
11,631.8 |
11,631.8 |
11,715.7 |
|
| S3 |
11,523.8 |
11,575.7 |
11,705.8 |
|
| S4 |
11,415.8 |
11,467.7 |
11,676.1 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,294.5 |
12,197.0 |
11,835.6 |
|
| R3 |
12,112.5 |
12,015.0 |
11,785.6 |
|
| R2 |
11,930.5 |
11,930.5 |
11,768.9 |
|
| R1 |
11,833.0 |
11,833.0 |
11,752.2 |
11,881.8 |
| PP |
11,748.5 |
11,748.5 |
11,748.5 |
11,772.9 |
| S1 |
11,651.0 |
11,651.0 |
11,718.8 |
11,699.8 |
| S2 |
11,566.5 |
11,566.5 |
11,702.1 |
|
| S3 |
11,384.5 |
11,469.0 |
11,685.5 |
|
| S4 |
11,202.5 |
11,287.0 |
11,635.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,846.0 |
11,664.0 |
182.0 |
1.6% |
104.5 |
0.9% |
39% |
False |
False |
66,198 |
| 10 |
11,846.0 |
11,460.0 |
386.0 |
3.3% |
117.7 |
1.0% |
71% |
False |
False |
73,314 |
| 20 |
11,895.0 |
11,460.0 |
435.0 |
3.7% |
115.6 |
1.0% |
63% |
False |
False |
75,256 |
| 40 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
106.1 |
0.9% |
68% |
False |
False |
67,993 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.8% |
111.6 |
1.0% |
89% |
False |
False |
54,244 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
121.2 |
1.0% |
91% |
False |
False |
40,753 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
123.6 |
1.1% |
91% |
False |
False |
32,634 |
| 120 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
118.4 |
1.0% |
91% |
False |
False |
27,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,255.0 |
|
2.618 |
12,078.7 |
|
1.618 |
11,970.7 |
|
1.000 |
11,904.0 |
|
0.618 |
11,862.7 |
|
HIGH |
11,796.0 |
|
0.618 |
11,754.7 |
|
0.500 |
11,742.0 |
|
0.382 |
11,729.3 |
|
LOW |
11,688.0 |
|
0.618 |
11,621.3 |
|
1.000 |
11,580.0 |
|
1.618 |
11,513.3 |
|
2.618 |
11,405.3 |
|
4.250 |
11,229.0 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,742.0 |
11,767.0 |
| PP |
11,739.8 |
11,756.5 |
| S1 |
11,737.7 |
11,746.0 |
|