| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,825.5 |
11,992.5 |
167.0 |
1.4% |
11,665.5 |
| High |
11,996.0 |
12,030.0 |
34.0 |
0.3% |
11,846.0 |
| Low |
11,795.0 |
11,964.5 |
169.5 |
1.4% |
11,664.0 |
| Close |
11,960.0 |
11,999.0 |
39.0 |
0.3% |
11,735.5 |
| Range |
201.0 |
65.5 |
-135.5 |
-67.4% |
182.0 |
| ATR |
126.0 |
122.0 |
-4.0 |
-3.2% |
0.0 |
| Volume |
73,916 |
64,547 |
-9,369 |
-12.7% |
330,990 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,194.3 |
12,162.2 |
12,035.0 |
|
| R3 |
12,128.8 |
12,096.7 |
12,017.0 |
|
| R2 |
12,063.3 |
12,063.3 |
12,011.0 |
|
| R1 |
12,031.2 |
12,031.2 |
12,005.0 |
12,047.3 |
| PP |
11,997.8 |
11,997.8 |
11,997.8 |
12,005.9 |
| S1 |
11,965.7 |
11,965.7 |
11,993.0 |
11,981.8 |
| S2 |
11,932.3 |
11,932.3 |
11,987.0 |
|
| S3 |
11,866.8 |
11,900.2 |
11,981.0 |
|
| S4 |
11,801.3 |
11,834.7 |
11,963.0 |
|
|
| 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 |
12,030.0 |
11,688.0 |
342.0 |
2.9% |
118.1 |
1.0% |
91% |
True |
False |
66,570 |
| 10 |
12,030.0 |
11,475.0 |
555.0 |
4.6% |
109.7 |
0.9% |
94% |
True |
False |
69,789 |
| 20 |
12,030.0 |
11,460.0 |
570.0 |
4.8% |
118.6 |
1.0% |
95% |
True |
False |
74,568 |
| 40 |
12,030.0 |
11,402.5 |
627.5 |
5.2% |
109.5 |
0.9% |
95% |
True |
False |
69,961 |
| 60 |
12,030.0 |
10,398.0 |
1,632.0 |
13.6% |
114.0 |
1.0% |
98% |
True |
False |
56,549 |
| 80 |
12,030.0 |
10,021.5 |
2,008.5 |
16.7% |
121.3 |
1.0% |
98% |
True |
False |
42,482 |
| 100 |
12,030.0 |
10,021.5 |
2,008.5 |
16.7% |
122.0 |
1.0% |
98% |
True |
False |
34,016 |
| 120 |
12,030.0 |
10,021.5 |
2,008.5 |
16.7% |
120.2 |
1.0% |
98% |
True |
False |
28,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,308.4 |
|
2.618 |
12,201.5 |
|
1.618 |
12,136.0 |
|
1.000 |
12,095.5 |
|
0.618 |
12,070.5 |
|
HIGH |
12,030.0 |
|
0.618 |
12,005.0 |
|
0.500 |
11,997.3 |
|
0.382 |
11,989.5 |
|
LOW |
11,964.5 |
|
0.618 |
11,924.0 |
|
1.000 |
11,899.0 |
|
1.618 |
11,858.5 |
|
2.618 |
11,793.0 |
|
4.250 |
11,686.1 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,998.4 |
11,952.3 |
| PP |
11,997.8 |
11,905.7 |
| S1 |
11,997.3 |
11,859.0 |
|