Trading Metrics calculated at close of trading on 20-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
20-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,758.0 |
5,761.0 |
3.0 |
0.1% |
5,683.0 |
High |
5,769.0 |
5,762.0 |
-7.0 |
-0.1% |
5,779.0 |
Low |
5,744.0 |
5,728.0 |
-16.0 |
-0.3% |
5,666.0 |
Close |
5,755.0 |
5,752.0 |
-3.0 |
-0.1% |
5,755.0 |
Range |
25.0 |
34.0 |
9.0 |
36.0% |
113.0 |
ATR |
48.7 |
47.7 |
-1.1 |
-2.2% |
0.0 |
Volume |
22,062 |
23,403 |
1,341 |
6.1% |
136,230 |
|
Daily Pivots for day following 20-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,849.3 |
5,834.7 |
5,770.7 |
|
R3 |
5,815.3 |
5,800.7 |
5,761.4 |
|
R2 |
5,781.3 |
5,781.3 |
5,758.2 |
|
R1 |
5,766.7 |
5,766.7 |
5,755.1 |
5,757.0 |
PP |
5,747.3 |
5,747.3 |
5,747.3 |
5,742.5 |
S1 |
5,732.7 |
5,732.7 |
5,748.9 |
5,723.0 |
S2 |
5,713.3 |
5,713.3 |
5,745.8 |
|
S3 |
5,679.3 |
5,698.7 |
5,742.7 |
|
S4 |
5,645.3 |
5,664.7 |
5,733.3 |
|
|
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 |
5,698.0 |
81.0 |
1.4% |
36.2 |
0.6% |
67% |
False |
False |
26,726 |
10 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
40.0 |
0.7% |
89% |
False |
False |
26,791 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
45.6 |
0.8% |
89% |
False |
False |
26,464 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
44.7 |
0.8% |
86% |
False |
False |
24,092 |
60 |
5,790.0 |
5,333.0 |
457.0 |
7.9% |
40.2 |
0.7% |
92% |
False |
False |
24,480 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
39.9 |
0.7% |
95% |
False |
False |
18,366 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
34.0 |
0.6% |
95% |
False |
False |
14,698 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
29.2 |
0.5% |
95% |
False |
False |
12,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,906.5 |
2.618 |
5,851.0 |
1.618 |
5,817.0 |
1.000 |
5,796.0 |
0.618 |
5,783.0 |
HIGH |
5,762.0 |
0.618 |
5,749.0 |
0.500 |
5,745.0 |
0.382 |
5,741.0 |
LOW |
5,728.0 |
0.618 |
5,707.0 |
1.000 |
5,694.0 |
1.618 |
5,673.0 |
2.618 |
5,639.0 |
4.250 |
5,583.5 |
|
|
Fisher Pivots for day following 20-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,749.7 |
5,753.5 |
PP |
5,747.3 |
5,753.0 |
S1 |
5,745.0 |
5,752.5 |
|