Trading Metrics calculated at close of trading on 24-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,761.0 |
5,752.0 |
-9.0 |
-0.2% |
5,761.0 |
High |
5,766.0 |
5,752.0 |
-14.0 |
-0.2% |
5,775.0 |
Low |
5,731.0 |
5,699.0 |
-32.0 |
-0.6% |
5,699.0 |
Close |
5,759.0 |
5,719.0 |
-40.0 |
-0.7% |
5,719.0 |
Range |
35.0 |
53.0 |
18.0 |
51.4% |
76.0 |
ATR |
45.4 |
46.4 |
1.0 |
2.3% |
0.0 |
Volume |
23,514 |
23,821 |
307 |
1.3% |
122,329 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.3 |
5,853.7 |
5,748.2 |
|
R3 |
5,829.3 |
5,800.7 |
5,733.6 |
|
R2 |
5,776.3 |
5,776.3 |
5,728.7 |
|
R1 |
5,747.7 |
5,747.7 |
5,723.9 |
5,735.5 |
PP |
5,723.3 |
5,723.3 |
5,723.3 |
5,717.3 |
S1 |
5,694.7 |
5,694.7 |
5,714.1 |
5,682.5 |
S2 |
5,670.3 |
5,670.3 |
5,709.3 |
|
S3 |
5,617.3 |
5,641.7 |
5,704.4 |
|
S4 |
5,564.3 |
5,588.7 |
5,689.9 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.0 |
5,915.0 |
5,760.8 |
|
R3 |
5,883.0 |
5,839.0 |
5,739.9 |
|
R2 |
5,807.0 |
5,807.0 |
5,732.9 |
|
R1 |
5,763.0 |
5,763.0 |
5,726.0 |
5,747.0 |
PP |
5,731.0 |
5,731.0 |
5,731.0 |
5,723.0 |
S1 |
5,687.0 |
5,687.0 |
5,712.0 |
5,671.0 |
S2 |
5,655.0 |
5,655.0 |
5,705.1 |
|
S3 |
5,579.0 |
5,611.0 |
5,698.1 |
|
S4 |
5,503.0 |
5,535.0 |
5,677.2 |
|
|
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 |
5,699.0 |
76.0 |
1.3% |
37.0 |
0.6% |
26% |
False |
True |
24,465 |
10 |
5,779.0 |
5,666.0 |
113.0 |
2.0% |
38.2 |
0.7% |
47% |
False |
False |
25,855 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
42.2 |
0.7% |
76% |
False |
False |
26,449 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
43.8 |
0.8% |
73% |
False |
False |
24,753 |
60 |
5,790.0 |
5,333.0 |
457.0 |
8.0% |
40.7 |
0.7% |
84% |
False |
False |
26,120 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
40.9 |
0.7% |
91% |
False |
False |
19,603 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
35.0 |
0.6% |
91% |
False |
False |
15,687 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
30.5 |
0.5% |
91% |
False |
False |
13,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,977.3 |
2.618 |
5,890.8 |
1.618 |
5,837.8 |
1.000 |
5,805.0 |
0.618 |
5,784.8 |
HIGH |
5,752.0 |
0.618 |
5,731.8 |
0.500 |
5,725.5 |
0.382 |
5,719.2 |
LOW |
5,699.0 |
0.618 |
5,666.2 |
1.000 |
5,646.0 |
1.618 |
5,613.2 |
2.618 |
5,560.2 |
4.250 |
5,473.8 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,725.5 |
5,737.0 |
PP |
5,723.3 |
5,731.0 |
S1 |
5,721.2 |
5,725.0 |
|