Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,761.0 |
5,752.0 |
-9.0 |
-0.2% |
5,683.0 |
High |
5,762.0 |
5,760.0 |
-2.0 |
0.0% |
5,779.0 |
Low |
5,728.0 |
5,727.0 |
-1.0 |
0.0% |
5,666.0 |
Close |
5,752.0 |
5,739.0 |
-13.0 |
-0.2% |
5,755.0 |
Range |
34.0 |
33.0 |
-1.0 |
-2.9% |
113.0 |
ATR |
47.7 |
46.6 |
-1.0 |
-2.2% |
0.0 |
Volume |
23,403 |
26,613 |
3,210 |
13.7% |
136,230 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,841.0 |
5,823.0 |
5,757.2 |
|
R3 |
5,808.0 |
5,790.0 |
5,748.1 |
|
R2 |
5,775.0 |
5,775.0 |
5,745.1 |
|
R1 |
5,757.0 |
5,757.0 |
5,742.0 |
5,749.5 |
PP |
5,742.0 |
5,742.0 |
5,742.0 |
5,738.3 |
S1 |
5,724.0 |
5,724.0 |
5,736.0 |
5,716.5 |
S2 |
5,709.0 |
5,709.0 |
5,733.0 |
|
S3 |
5,676.0 |
5,691.0 |
5,729.9 |
|
S4 |
5,643.0 |
5,658.0 |
5,720.9 |
|
|
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 |
5,727.0 |
52.0 |
0.9% |
34.0 |
0.6% |
23% |
False |
True |
27,509 |
10 |
5,779.0 |
5,559.0 |
220.0 |
3.8% |
38.6 |
0.7% |
82% |
False |
False |
26,530 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.8 |
0.7% |
84% |
False |
False |
26,287 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
44.6 |
0.8% |
81% |
False |
False |
24,259 |
60 |
5,790.0 |
5,333.0 |
457.0 |
8.0% |
39.4 |
0.7% |
89% |
False |
False |
24,920 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
40.2 |
0.7% |
93% |
False |
False |
18,699 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
34.3 |
0.6% |
93% |
False |
False |
14,964 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
29.5 |
0.5% |
93% |
False |
False |
12,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,900.3 |
2.618 |
5,846.4 |
1.618 |
5,813.4 |
1.000 |
5,793.0 |
0.618 |
5,780.4 |
HIGH |
5,760.0 |
0.618 |
5,747.4 |
0.500 |
5,743.5 |
0.382 |
5,739.6 |
LOW |
5,727.0 |
0.618 |
5,706.6 |
1.000 |
5,694.0 |
1.618 |
5,673.6 |
2.618 |
5,640.6 |
4.250 |
5,586.8 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,743.5 |
5,748.0 |
PP |
5,742.0 |
5,745.0 |
S1 |
5,740.5 |
5,742.0 |
|