Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,752.0 |
5,767.0 |
15.0 |
0.3% |
5,683.0 |
High |
5,760.0 |
5,775.0 |
15.0 |
0.3% |
5,779.0 |
Low |
5,727.0 |
5,745.0 |
18.0 |
0.3% |
5,666.0 |
Close |
5,739.0 |
5,770.0 |
31.0 |
0.5% |
5,755.0 |
Range |
33.0 |
30.0 |
-3.0 |
-9.1% |
113.0 |
ATR |
46.6 |
45.9 |
-0.8 |
-1.6% |
0.0 |
Volume |
26,613 |
24,978 |
-1,635 |
-6.1% |
136,230 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,853.3 |
5,841.7 |
5,786.5 |
|
R3 |
5,823.3 |
5,811.7 |
5,778.3 |
|
R2 |
5,793.3 |
5,793.3 |
5,775.5 |
|
R1 |
5,781.7 |
5,781.7 |
5,772.8 |
5,787.5 |
PP |
5,763.3 |
5,763.3 |
5,763.3 |
5,766.3 |
S1 |
5,751.7 |
5,751.7 |
5,767.3 |
5,757.5 |
S2 |
5,733.3 |
5,733.3 |
5,764.5 |
|
S3 |
5,703.3 |
5,721.7 |
5,761.8 |
|
S4 |
5,673.3 |
5,691.7 |
5,753.5 |
|
|
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% |
33.4 |
0.6% |
83% |
False |
False |
25,255 |
10 |
5,779.0 |
5,578.0 |
201.0 |
3.5% |
37.3 |
0.6% |
96% |
False |
False |
26,189 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.1 |
0.7% |
96% |
False |
False |
26,423 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
44.0 |
0.8% |
92% |
False |
False |
24,349 |
60 |
5,790.0 |
5,333.0 |
457.0 |
7.9% |
39.7 |
0.7% |
96% |
False |
False |
25,334 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
40.2 |
0.7% |
97% |
False |
False |
19,011 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
34.4 |
0.6% |
97% |
False |
False |
15,214 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.5% |
29.8 |
0.5% |
97% |
False |
False |
12,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,902.5 |
2.618 |
5,853.5 |
1.618 |
5,823.5 |
1.000 |
5,805.0 |
0.618 |
5,793.5 |
HIGH |
5,775.0 |
0.618 |
5,763.5 |
0.500 |
5,760.0 |
0.382 |
5,756.5 |
LOW |
5,745.0 |
0.618 |
5,726.5 |
1.000 |
5,715.0 |
1.618 |
5,696.5 |
2.618 |
5,666.5 |
4.250 |
5,617.5 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,766.7 |
5,763.7 |
PP |
5,763.3 |
5,757.3 |
S1 |
5,760.0 |
5,751.0 |
|