Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,229.6 |
1,234.2 |
4.6 |
0.4% |
1,221.9 |
High |
1,238.9 |
1,234.4 |
-4.5 |
-0.4% |
1,246.6 |
Low |
1,222.6 |
1,220.3 |
-2.3 |
-0.2% |
1,220.8 |
Close |
1,235.9 |
1,225.8 |
-10.1 |
-0.8% |
1,235.9 |
Range |
16.3 |
14.1 |
-2.2 |
-13.5% |
25.8 |
ATR |
15.8 |
15.8 |
0.0 |
-0.1% |
0.0 |
Volume |
240,052 |
176,619 |
-63,433 |
-26.4% |
1,107,730 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.1 |
1,261.6 |
1,233.6 |
|
R3 |
1,255.0 |
1,247.5 |
1,229.7 |
|
R2 |
1,240.9 |
1,240.9 |
1,228.4 |
|
R1 |
1,233.4 |
1,233.4 |
1,227.1 |
1,230.1 |
PP |
1,226.8 |
1,226.8 |
1,226.8 |
1,225.2 |
S1 |
1,219.3 |
1,219.3 |
1,224.5 |
1,216.0 |
S2 |
1,212.7 |
1,212.7 |
1,223.2 |
|
S3 |
1,198.6 |
1,205.2 |
1,221.9 |
|
S4 |
1,184.5 |
1,191.1 |
1,218.0 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.8 |
1,299.7 |
1,250.1 |
|
R3 |
1,286.0 |
1,273.9 |
1,243.0 |
|
R2 |
1,260.2 |
1,260.2 |
1,240.6 |
|
R1 |
1,248.1 |
1,248.1 |
1,238.3 |
1,254.2 |
PP |
1,234.4 |
1,234.4 |
1,234.4 |
1,237.5 |
S1 |
1,222.3 |
1,222.3 |
1,233.5 |
1,228.4 |
S2 |
1,208.6 |
1,208.6 |
1,231.2 |
|
S3 |
1,182.8 |
1,196.5 |
1,228.8 |
|
S4 |
1,157.0 |
1,170.7 |
1,221.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,246.6 |
1,220.3 |
26.3 |
2.1% |
14.8 |
1.2% |
21% |
False |
True |
217,405 |
10 |
1,246.6 |
1,195.6 |
51.0 |
4.2% |
16.0 |
1.3% |
59% |
False |
False |
219,112 |
20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.3 |
1.2% |
68% |
False |
False |
144,784 |
40 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
14.4 |
1.2% |
83% |
False |
False |
79,298 |
60 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
15.1 |
1.2% |
83% |
False |
False |
54,384 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
16.0 |
1.3% |
46% |
False |
False |
41,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.3 |
2.618 |
1,271.3 |
1.618 |
1,257.2 |
1.000 |
1,248.5 |
0.618 |
1,243.1 |
HIGH |
1,234.4 |
0.618 |
1,229.0 |
0.500 |
1,227.4 |
0.382 |
1,225.7 |
LOW |
1,220.3 |
0.618 |
1,211.6 |
1.000 |
1,206.2 |
1.618 |
1,197.5 |
2.618 |
1,183.4 |
4.250 |
1,160.4 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,227.4 |
1,233.3 |
PP |
1,226.8 |
1,230.8 |
S1 |
1,226.3 |
1,228.3 |
|