Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,730.0 |
5,738.0 |
8.0 |
0.1% |
5,596.0 |
High |
5,742.0 |
5,765.0 |
23.0 |
0.4% |
5,670.0 |
Low |
5,698.0 |
5,732.0 |
34.0 |
0.6% |
5,527.0 |
Close |
5,702.0 |
5,759.0 |
57.0 |
1.0% |
5,667.0 |
Range |
44.0 |
33.0 |
-11.0 |
-25.0% |
143.0 |
ATR |
50.0 |
51.0 |
0.9 |
1.8% |
0.0 |
Volume |
22,699 |
36,247 |
13,548 |
59.7% |
133,388 |
|
Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.0 |
5,838.0 |
5,777.2 |
|
R3 |
5,818.0 |
5,805.0 |
5,768.1 |
|
R2 |
5,785.0 |
5,785.0 |
5,765.1 |
|
R1 |
5,772.0 |
5,772.0 |
5,762.0 |
5,778.5 |
PP |
5,752.0 |
5,752.0 |
5,752.0 |
5,755.3 |
S1 |
5,739.0 |
5,739.0 |
5,756.0 |
5,745.5 |
S2 |
5,719.0 |
5,719.0 |
5,753.0 |
|
S3 |
5,686.0 |
5,706.0 |
5,749.9 |
|
S4 |
5,653.0 |
5,673.0 |
5,740.9 |
|
|
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 |
5,765.0 |
5,578.0 |
187.0 |
3.2% |
41.2 |
0.7% |
97% |
True |
False |
27,123 |
10 |
5,765.0 |
5,527.0 |
238.0 |
4.1% |
44.9 |
0.8% |
97% |
True |
False |
27,157 |
20 |
5,765.0 |
5,527.0 |
238.0 |
4.1% |
46.0 |
0.8% |
97% |
True |
False |
26,576 |
40 |
5,790.0 |
5,462.0 |
328.0 |
5.7% |
45.6 |
0.8% |
91% |
False |
False |
24,195 |
60 |
5,790.0 |
5,302.0 |
488.0 |
8.5% |
39.5 |
0.7% |
94% |
False |
False |
23,240 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
39.3 |
0.7% |
96% |
False |
False |
17,436 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
33.3 |
0.6% |
96% |
False |
False |
13,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,905.3 |
2.618 |
5,851.4 |
1.618 |
5,818.4 |
1.000 |
5,798.0 |
0.618 |
5,785.4 |
HIGH |
5,765.0 |
0.618 |
5,752.4 |
0.500 |
5,748.5 |
0.382 |
5,744.6 |
LOW |
5,732.0 |
0.618 |
5,711.6 |
1.000 |
5,699.0 |
1.618 |
5,678.6 |
2.618 |
5,645.6 |
4.250 |
5,591.8 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,755.5 |
5,744.5 |
PP |
5,752.0 |
5,730.0 |
S1 |
5,748.5 |
5,715.5 |
|