| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,748.5 |
11,825.5 |
77.0 |
0.7% |
11,665.5 |
| High |
11,796.0 |
11,996.0 |
200.0 |
1.7% |
11,846.0 |
| Low |
11,688.0 |
11,795.0 |
107.0 |
0.9% |
11,664.0 |
| Close |
11,735.5 |
11,960.0 |
224.5 |
1.9% |
11,735.5 |
| Range |
108.0 |
201.0 |
93.0 |
86.1% |
182.0 |
| ATR |
115.7 |
126.0 |
10.3 |
8.9% |
0.0 |
| Volume |
45,734 |
73,916 |
28,182 |
61.6% |
330,990 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,520.0 |
12,441.0 |
12,070.6 |
|
| R3 |
12,319.0 |
12,240.0 |
12,015.3 |
|
| R2 |
12,118.0 |
12,118.0 |
11,996.9 |
|
| R1 |
12,039.0 |
12,039.0 |
11,978.4 |
12,078.5 |
| PP |
11,917.0 |
11,917.0 |
11,917.0 |
11,936.8 |
| S1 |
11,838.0 |
11,838.0 |
11,941.6 |
11,877.5 |
| S2 |
11,716.0 |
11,716.0 |
11,923.2 |
|
| S3 |
11,515.0 |
11,637.0 |
11,904.7 |
|
| S4 |
11,314.0 |
11,436.0 |
11,849.5 |
|
|
| 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 |
11,996.0 |
11,688.0 |
308.0 |
2.6% |
115.7 |
1.0% |
88% |
True |
False |
68,342 |
| 10 |
11,996.0 |
11,460.0 |
536.0 |
4.5% |
117.5 |
1.0% |
93% |
True |
False |
72,342 |
| 20 |
11,996.0 |
11,460.0 |
536.0 |
4.5% |
120.6 |
1.0% |
93% |
True |
False |
75,818 |
| 40 |
11,996.0 |
11,402.5 |
593.5 |
5.0% |
109.8 |
0.9% |
94% |
True |
False |
68,939 |
| 60 |
11,996.0 |
10,398.0 |
1,598.0 |
13.4% |
113.9 |
1.0% |
98% |
True |
False |
55,474 |
| 80 |
11,996.0 |
10,021.5 |
1,974.5 |
16.5% |
122.0 |
1.0% |
98% |
True |
False |
41,676 |
| 100 |
11,996.0 |
10,021.5 |
1,974.5 |
16.5% |
124.2 |
1.0% |
98% |
True |
False |
33,372 |
| 120 |
11,996.0 |
10,021.5 |
1,974.5 |
16.5% |
120.0 |
1.0% |
98% |
True |
False |
27,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,850.3 |
|
2.618 |
12,522.2 |
|
1.618 |
12,321.2 |
|
1.000 |
12,197.0 |
|
0.618 |
12,120.2 |
|
HIGH |
11,996.0 |
|
0.618 |
11,919.2 |
|
0.500 |
11,895.5 |
|
0.382 |
11,871.8 |
|
LOW |
11,795.0 |
|
0.618 |
11,670.8 |
|
1.000 |
11,594.0 |
|
1.618 |
11,469.8 |
|
2.618 |
11,268.8 |
|
4.250 |
10,940.8 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,938.5 |
11,920.7 |
| PP |
11,917.0 |
11,881.3 |
| S1 |
11,895.5 |
11,842.0 |
|