Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,738.0 |
5,761.0 |
23.0 |
0.4% |
5,596.0 |
High |
5,765.0 |
5,779.0 |
14.0 |
0.2% |
5,670.0 |
Low |
5,732.0 |
5,734.0 |
2.0 |
0.0% |
5,527.0 |
Close |
5,759.0 |
5,764.0 |
5.0 |
0.1% |
5,667.0 |
Range |
33.0 |
45.0 |
12.0 |
36.4% |
143.0 |
ATR |
51.0 |
50.5 |
-0.4 |
-0.8% |
0.0 |
Volume |
36,247 |
29,223 |
-7,024 |
-19.4% |
133,388 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,894.0 |
5,874.0 |
5,788.8 |
|
R3 |
5,849.0 |
5,829.0 |
5,776.4 |
|
R2 |
5,804.0 |
5,804.0 |
5,772.3 |
|
R1 |
5,784.0 |
5,784.0 |
5,768.1 |
5,794.0 |
PP |
5,759.0 |
5,759.0 |
5,759.0 |
5,764.0 |
S1 |
5,739.0 |
5,739.0 |
5,759.9 |
5,749.0 |
S2 |
5,714.0 |
5,714.0 |
5,755.8 |
|
S3 |
5,669.0 |
5,694.0 |
5,751.6 |
|
S4 |
5,624.0 |
5,649.0 |
5,739.3 |
|
|
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 |
5,779.0 |
5,629.0 |
150.0 |
2.6% |
42.6 |
0.7% |
90% |
True |
False |
28,567 |
10 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
44.6 |
0.8% |
94% |
True |
False |
27,234 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
46.7 |
0.8% |
94% |
True |
False |
26,571 |
40 |
5,790.0 |
5,483.0 |
307.0 |
5.3% |
45.8 |
0.8% |
92% |
False |
False |
24,295 |
60 |
5,790.0 |
5,302.0 |
488.0 |
8.5% |
40.1 |
0.7% |
95% |
False |
False |
23,727 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
39.6 |
0.7% |
97% |
False |
False |
17,801 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
33.4 |
0.6% |
97% |
False |
False |
14,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,970.3 |
2.618 |
5,896.8 |
1.618 |
5,851.8 |
1.000 |
5,824.0 |
0.618 |
5,806.8 |
HIGH |
5,779.0 |
0.618 |
5,761.8 |
0.500 |
5,756.5 |
0.382 |
5,751.2 |
LOW |
5,734.0 |
0.618 |
5,706.2 |
1.000 |
5,689.0 |
1.618 |
5,661.2 |
2.618 |
5,616.2 |
4.250 |
5,542.8 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,761.5 |
5,755.5 |
PP |
5,759.0 |
5,747.0 |
S1 |
5,756.5 |
5,738.5 |
|