Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,767.0 |
5,761.0 |
-6.0 |
-0.1% |
5,683.0 |
High |
5,775.0 |
5,766.0 |
-9.0 |
-0.2% |
5,779.0 |
Low |
5,745.0 |
5,731.0 |
-14.0 |
-0.2% |
5,666.0 |
Close |
5,770.0 |
5,759.0 |
-11.0 |
-0.2% |
5,755.0 |
Range |
30.0 |
35.0 |
5.0 |
16.7% |
113.0 |
ATR |
45.9 |
45.4 |
-0.5 |
-1.1% |
0.0 |
Volume |
24,978 |
23,514 |
-1,464 |
-5.9% |
136,230 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,857.0 |
5,843.0 |
5,778.3 |
|
R3 |
5,822.0 |
5,808.0 |
5,768.6 |
|
R2 |
5,787.0 |
5,787.0 |
5,765.4 |
|
R1 |
5,773.0 |
5,773.0 |
5,762.2 |
5,762.5 |
PP |
5,752.0 |
5,752.0 |
5,752.0 |
5,746.8 |
S1 |
5,738.0 |
5,738.0 |
5,755.8 |
5,727.5 |
S2 |
5,717.0 |
5,717.0 |
5,752.6 |
|
S3 |
5,682.0 |
5,703.0 |
5,749.4 |
|
S4 |
5,647.0 |
5,668.0 |
5,739.8 |
|
|
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 |
5,775.0 |
5,727.0 |
48.0 |
0.8% |
31.4 |
0.5% |
67% |
False |
False |
24,114 |
10 |
5,779.0 |
5,629.0 |
150.0 |
2.6% |
37.0 |
0.6% |
87% |
False |
False |
26,340 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
41.6 |
0.7% |
92% |
False |
False |
26,325 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
44.0 |
0.8% |
88% |
False |
False |
24,653 |
60 |
5,790.0 |
5,333.0 |
457.0 |
7.9% |
39.8 |
0.7% |
93% |
False |
False |
25,723 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
40.4 |
0.7% |
96% |
False |
False |
19,305 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
34.5 |
0.6% |
96% |
False |
False |
15,449 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
30.1 |
0.5% |
96% |
False |
False |
12,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,914.8 |
2.618 |
5,857.6 |
1.618 |
5,822.6 |
1.000 |
5,801.0 |
0.618 |
5,787.6 |
HIGH |
5,766.0 |
0.618 |
5,752.6 |
0.500 |
5,748.5 |
0.382 |
5,744.4 |
LOW |
5,731.0 |
0.618 |
5,709.4 |
1.000 |
5,696.0 |
1.618 |
5,674.4 |
2.618 |
5,639.4 |
4.250 |
5,582.3 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,755.5 |
5,756.3 |
PP |
5,752.0 |
5,753.7 |
S1 |
5,748.5 |
5,751.0 |
|