Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,683.0 |
5,730.0 |
47.0 |
0.8% |
5,596.0 |
High |
5,716.0 |
5,742.0 |
26.0 |
0.5% |
5,670.0 |
Low |
5,666.0 |
5,698.0 |
32.0 |
0.6% |
5,527.0 |
Close |
5,713.0 |
5,702.0 |
-11.0 |
-0.2% |
5,667.0 |
Range |
50.0 |
44.0 |
-6.0 |
-12.0% |
143.0 |
ATR |
50.5 |
50.0 |
-0.5 |
-0.9% |
0.0 |
Volume |
25,999 |
22,699 |
-3,300 |
-12.7% |
133,388 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,846.0 |
5,818.0 |
5,726.2 |
|
R3 |
5,802.0 |
5,774.0 |
5,714.1 |
|
R2 |
5,758.0 |
5,758.0 |
5,710.1 |
|
R1 |
5,730.0 |
5,730.0 |
5,706.0 |
5,722.0 |
PP |
5,714.0 |
5,714.0 |
5,714.0 |
5,710.0 |
S1 |
5,686.0 |
5,686.0 |
5,698.0 |
5,678.0 |
S2 |
5,670.0 |
5,670.0 |
5,693.9 |
|
S3 |
5,626.0 |
5,642.0 |
5,689.9 |
|
S4 |
5,582.0 |
5,598.0 |
5,677.8 |
|
|
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 |
5,742.0 |
5,559.0 |
183.0 |
3.2% |
43.2 |
0.8% |
78% |
True |
False |
25,551 |
10 |
5,742.0 |
5,527.0 |
215.0 |
3.8% |
46.5 |
0.8% |
81% |
True |
False |
25,828 |
20 |
5,742.0 |
5,527.0 |
215.0 |
3.8% |
46.9 |
0.8% |
81% |
True |
False |
25,778 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.8% |
46.0 |
0.8% |
73% |
False |
False |
24,060 |
60 |
5,790.0 |
5,242.0 |
548.0 |
9.6% |
39.8 |
0.7% |
84% |
False |
False |
22,636 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
38.9 |
0.7% |
89% |
False |
False |
16,983 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
33.0 |
0.6% |
89% |
False |
False |
13,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,929.0 |
2.618 |
5,857.2 |
1.618 |
5,813.2 |
1.000 |
5,786.0 |
0.618 |
5,769.2 |
HIGH |
5,742.0 |
0.618 |
5,725.2 |
0.500 |
5,720.0 |
0.382 |
5,714.8 |
LOW |
5,698.0 |
0.618 |
5,670.8 |
1.000 |
5,654.0 |
1.618 |
5,626.8 |
2.618 |
5,582.8 |
4.250 |
5,511.0 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,720.0 |
5,696.5 |
PP |
5,714.0 |
5,691.0 |
S1 |
5,708.0 |
5,685.5 |
|