Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,637.0 |
5,683.0 |
46.0 |
0.8% |
5,596.0 |
High |
5,670.0 |
5,716.0 |
46.0 |
0.8% |
5,670.0 |
Low |
5,629.0 |
5,666.0 |
37.0 |
0.7% |
5,527.0 |
Close |
5,667.0 |
5,713.0 |
46.0 |
0.8% |
5,667.0 |
Range |
41.0 |
50.0 |
9.0 |
22.0% |
143.0 |
ATR |
50.5 |
50.5 |
0.0 |
-0.1% |
0.0 |
Volume |
28,671 |
25,999 |
-2,672 |
-9.3% |
133,388 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,848.3 |
5,830.7 |
5,740.5 |
|
R3 |
5,798.3 |
5,780.7 |
5,726.8 |
|
R2 |
5,748.3 |
5,748.3 |
5,722.2 |
|
R1 |
5,730.7 |
5,730.7 |
5,717.6 |
5,739.5 |
PP |
5,698.3 |
5,698.3 |
5,698.3 |
5,702.8 |
S1 |
5,680.7 |
5,680.7 |
5,708.4 |
5,689.5 |
S2 |
5,648.3 |
5,648.3 |
5,703.8 |
|
S3 |
5,598.3 |
5,630.7 |
5,699.3 |
|
S4 |
5,548.3 |
5,580.7 |
5,685.5 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,050.3 |
6,001.7 |
5,745.7 |
|
R3 |
5,907.3 |
5,858.7 |
5,706.3 |
|
R2 |
5,764.3 |
5,764.3 |
5,693.2 |
|
R1 |
5,715.7 |
5,715.7 |
5,680.1 |
5,740.0 |
PP |
5,621.3 |
5,621.3 |
5,621.3 |
5,633.5 |
S1 |
5,572.7 |
5,572.7 |
5,653.9 |
5,597.0 |
S2 |
5,478.3 |
5,478.3 |
5,640.8 |
|
S3 |
5,335.3 |
5,429.7 |
5,627.7 |
|
S4 |
5,192.3 |
5,286.7 |
5,588.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,716.0 |
5,527.0 |
189.0 |
3.3% |
43.8 |
0.8% |
98% |
True |
False |
26,855 |
10 |
5,716.0 |
5,527.0 |
189.0 |
3.3% |
46.2 |
0.8% |
98% |
True |
False |
27,024 |
20 |
5,719.0 |
5,527.0 |
192.0 |
3.4% |
45.9 |
0.8% |
97% |
False |
False |
25,747 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
45.9 |
0.8% |
77% |
False |
False |
26,482 |
60 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
39.0 |
0.7% |
86% |
False |
False |
22,259 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
38.4 |
0.7% |
90% |
False |
False |
16,699 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
32.6 |
0.6% |
90% |
False |
False |
13,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,928.5 |
2.618 |
5,846.9 |
1.618 |
5,796.9 |
1.000 |
5,766.0 |
0.618 |
5,746.9 |
HIGH |
5,716.0 |
0.618 |
5,696.9 |
0.500 |
5,691.0 |
0.382 |
5,685.1 |
LOW |
5,666.0 |
0.618 |
5,635.1 |
1.000 |
5,616.0 |
1.618 |
5,585.1 |
2.618 |
5,535.1 |
4.250 |
5,453.5 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,705.7 |
5,691.0 |
PP |
5,698.3 |
5,669.0 |
S1 |
5,691.0 |
5,647.0 |
|