Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,761.0 |
5,758.0 |
-3.0 |
-0.1% |
5,683.0 |
High |
5,779.0 |
5,769.0 |
-10.0 |
-0.2% |
5,779.0 |
Low |
5,734.0 |
5,744.0 |
10.0 |
0.2% |
5,666.0 |
Close |
5,764.0 |
5,755.0 |
-9.0 |
-0.2% |
5,755.0 |
Range |
45.0 |
25.0 |
-20.0 |
-44.4% |
113.0 |
ATR |
50.5 |
48.7 |
-1.8 |
-3.6% |
0.0 |
Volume |
29,223 |
22,062 |
-7,161 |
-24.5% |
136,230 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,831.0 |
5,818.0 |
5,768.8 |
|
R3 |
5,806.0 |
5,793.0 |
5,761.9 |
|
R2 |
5,781.0 |
5,781.0 |
5,759.6 |
|
R1 |
5,768.0 |
5,768.0 |
5,757.3 |
5,762.0 |
PP |
5,756.0 |
5,756.0 |
5,756.0 |
5,753.0 |
S1 |
5,743.0 |
5,743.0 |
5,752.7 |
5,737.0 |
S2 |
5,731.0 |
5,731.0 |
5,750.4 |
|
S3 |
5,706.0 |
5,718.0 |
5,748.1 |
|
S4 |
5,681.0 |
5,693.0 |
5,741.3 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,072.3 |
6,026.7 |
5,817.2 |
|
R3 |
5,959.3 |
5,913.7 |
5,786.1 |
|
R2 |
5,846.3 |
5,846.3 |
5,775.7 |
|
R1 |
5,800.7 |
5,800.7 |
5,765.4 |
5,823.5 |
PP |
5,733.3 |
5,733.3 |
5,733.3 |
5,744.8 |
S1 |
5,687.7 |
5,687.7 |
5,744.6 |
5,710.5 |
S2 |
5,620.3 |
5,620.3 |
5,734.3 |
|
S3 |
5,507.3 |
5,574.7 |
5,723.9 |
|
S4 |
5,394.3 |
5,461.7 |
5,692.9 |
|
|
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 |
5,666.0 |
113.0 |
2.0% |
39.4 |
0.7% |
79% |
False |
False |
27,246 |
10 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.1 |
0.7% |
90% |
False |
False |
26,961 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
45.6 |
0.8% |
90% |
False |
False |
26,315 |
40 |
5,790.0 |
5,511.0 |
279.0 |
4.8% |
45.1 |
0.8% |
87% |
False |
False |
24,217 |
60 |
5,790.0 |
5,325.0 |
465.0 |
8.1% |
40.5 |
0.7% |
92% |
False |
False |
24,095 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
39.6 |
0.7% |
96% |
False |
False |
18,074 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
33.6 |
0.6% |
96% |
False |
False |
14,464 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
29.0 |
0.5% |
96% |
False |
False |
12,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,875.3 |
2.618 |
5,834.5 |
1.618 |
5,809.5 |
1.000 |
5,794.0 |
0.618 |
5,784.5 |
HIGH |
5,769.0 |
0.618 |
5,759.5 |
0.500 |
5,756.5 |
0.382 |
5,753.6 |
LOW |
5,744.0 |
0.618 |
5,728.6 |
1.000 |
5,719.0 |
1.618 |
5,703.6 |
2.618 |
5,678.6 |
4.250 |
5,637.8 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,756.5 |
5,755.5 |
PP |
5,756.0 |
5,755.3 |
S1 |
5,755.5 |
5,755.2 |
|