| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,992.5 |
12,002.5 |
10.0 |
0.1% |
11,665.5 |
| High |
12,030.0 |
12,014.5 |
-15.5 |
-0.1% |
11,846.0 |
| Low |
11,964.5 |
11,924.0 |
-40.5 |
-0.3% |
11,664.0 |
| Close |
11,999.0 |
11,939.0 |
-60.0 |
-0.5% |
11,735.5 |
| Range |
65.5 |
90.5 |
25.0 |
38.2% |
182.0 |
| ATR |
122.0 |
119.8 |
-2.3 |
-1.8% |
0.0 |
| Volume |
64,547 |
106,387 |
41,840 |
64.8% |
330,990 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,230.7 |
12,175.3 |
11,988.8 |
|
| R3 |
12,140.2 |
12,084.8 |
11,963.9 |
|
| R2 |
12,049.7 |
12,049.7 |
11,955.6 |
|
| R1 |
11,994.3 |
11,994.3 |
11,947.3 |
11,976.8 |
| PP |
11,959.2 |
11,959.2 |
11,959.2 |
11,950.4 |
| S1 |
11,903.8 |
11,903.8 |
11,930.7 |
11,886.3 |
| S2 |
11,868.7 |
11,868.7 |
11,922.4 |
|
| S3 |
11,778.2 |
11,813.3 |
11,914.1 |
|
| S4 |
11,687.7 |
11,722.8 |
11,889.2 |
|
|
| 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% |
110.6 |
0.9% |
73% |
False |
False |
74,189 |
| 10 |
12,030.0 |
11,541.5 |
488.5 |
4.1% |
107.4 |
0.9% |
81% |
False |
False |
71,839 |
| 20 |
12,030.0 |
11,460.0 |
570.0 |
4.8% |
113.4 |
1.0% |
84% |
False |
False |
76,422 |
| 40 |
12,030.0 |
11,402.5 |
627.5 |
5.3% |
110.3 |
0.9% |
85% |
False |
False |
71,810 |
| 60 |
12,030.0 |
10,398.0 |
1,632.0 |
13.7% |
113.4 |
0.9% |
94% |
False |
False |
58,312 |
| 80 |
12,030.0 |
10,021.5 |
2,008.5 |
16.8% |
122.0 |
1.0% |
95% |
False |
False |
43,811 |
| 100 |
12,030.0 |
10,021.5 |
2,008.5 |
16.8% |
119.5 |
1.0% |
95% |
False |
False |
35,078 |
| 120 |
12,030.0 |
10,021.5 |
2,008.5 |
16.8% |
120.9 |
1.0% |
95% |
False |
False |
29,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,399.1 |
|
2.618 |
12,251.4 |
|
1.618 |
12,160.9 |
|
1.000 |
12,105.0 |
|
0.618 |
12,070.4 |
|
HIGH |
12,014.5 |
|
0.618 |
11,979.9 |
|
0.500 |
11,969.3 |
|
0.382 |
11,958.6 |
|
LOW |
11,924.0 |
|
0.618 |
11,868.1 |
|
1.000 |
11,833.5 |
|
1.618 |
11,777.6 |
|
2.618 |
11,687.1 |
|
4.250 |
11,539.4 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,969.3 |
11,930.2 |
| PP |
11,959.2 |
11,921.3 |
| S1 |
11,949.1 |
11,912.5 |
|