| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
12,002.5 |
11,932.5 |
-70.0 |
-0.6% |
11,825.5 |
| High |
12,014.5 |
11,935.0 |
-79.5 |
-0.7% |
12,030.0 |
| Low |
11,924.0 |
11,719.0 |
-205.0 |
-1.7% |
11,719.0 |
| Close |
11,939.0 |
11,811.5 |
-127.5 |
-1.1% |
11,811.5 |
| Range |
90.5 |
216.0 |
125.5 |
138.7% |
311.0 |
| ATR |
119.8 |
126.9 |
7.2 |
6.0% |
0.0 |
| Volume |
106,387 |
62,341 |
-44,046 |
-41.4% |
307,191 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,469.8 |
12,356.7 |
11,930.3 |
|
| R3 |
12,253.8 |
12,140.7 |
11,870.9 |
|
| R2 |
12,037.8 |
12,037.8 |
11,851.1 |
|
| R1 |
11,924.7 |
11,924.7 |
11,831.3 |
11,873.3 |
| PP |
11,821.8 |
11,821.8 |
11,821.8 |
11,796.1 |
| S1 |
11,708.7 |
11,708.7 |
11,791.7 |
11,657.3 |
| S2 |
11,605.8 |
11,605.8 |
11,771.9 |
|
| S3 |
11,389.8 |
11,492.7 |
11,752.1 |
|
| S4 |
11,173.8 |
11,276.7 |
11,692.7 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,786.5 |
12,610.0 |
11,982.6 |
|
| R3 |
12,475.5 |
12,299.0 |
11,897.0 |
|
| R2 |
12,164.5 |
12,164.5 |
11,868.5 |
|
| R1 |
11,988.0 |
11,988.0 |
11,840.0 |
11,920.8 |
| PP |
11,853.5 |
11,853.5 |
11,853.5 |
11,819.9 |
| S1 |
11,677.0 |
11,677.0 |
11,783.0 |
11,609.8 |
| S2 |
11,542.5 |
11,542.5 |
11,754.5 |
|
| S3 |
11,231.5 |
11,366.0 |
11,726.0 |
|
| S4 |
10,920.5 |
11,055.0 |
11,640.5 |
|
|
| 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% |
136.2 |
1.2% |
36% |
False |
False |
70,585 |
| 10 |
12,030.0 |
11,639.5 |
390.5 |
3.3% |
117.4 |
1.0% |
44% |
False |
False |
70,898 |
| 20 |
12,030.0 |
11,460.0 |
570.0 |
4.8% |
120.5 |
1.0% |
62% |
False |
False |
76,756 |
| 40 |
12,030.0 |
11,402.5 |
627.5 |
5.3% |
114.5 |
1.0% |
65% |
False |
False |
72,374 |
| 60 |
12,030.0 |
10,398.0 |
1,632.0 |
13.8% |
115.4 |
1.0% |
87% |
False |
False |
59,350 |
| 80 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
121.1 |
1.0% |
89% |
False |
False |
44,588 |
| 100 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
120.2 |
1.0% |
89% |
False |
False |
35,701 |
| 120 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
122.3 |
1.0% |
89% |
False |
False |
29,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,853.0 |
|
2.618 |
12,500.5 |
|
1.618 |
12,284.5 |
|
1.000 |
12,151.0 |
|
0.618 |
12,068.5 |
|
HIGH |
11,935.0 |
|
0.618 |
11,852.5 |
|
0.500 |
11,827.0 |
|
0.382 |
11,801.5 |
|
LOW |
11,719.0 |
|
0.618 |
11,585.5 |
|
1.000 |
11,503.0 |
|
1.618 |
11,369.5 |
|
2.618 |
11,153.5 |
|
4.250 |
10,801.0 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,827.0 |
11,874.5 |
| PP |
11,821.8 |
11,853.5 |
| S1 |
11,816.7 |
11,832.5 |
|