Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,234.2 |
1,226.1 |
-8.1 |
-0.7% |
1,221.9 |
High |
1,234.4 |
1,236.0 |
1.6 |
0.1% |
1,246.6 |
Low |
1,220.3 |
1,222.7 |
2.4 |
0.2% |
1,220.8 |
Close |
1,225.8 |
1,225.4 |
-0.4 |
0.0% |
1,235.9 |
Range |
14.1 |
13.3 |
-0.8 |
-5.7% |
25.8 |
ATR |
15.8 |
15.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
176,619 |
233,752 |
57,133 |
32.3% |
1,107,730 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.9 |
1,260.0 |
1,232.7 |
|
R3 |
1,254.6 |
1,246.7 |
1,229.1 |
|
R2 |
1,241.3 |
1,241.3 |
1,227.8 |
|
R1 |
1,233.4 |
1,233.4 |
1,226.6 |
1,230.7 |
PP |
1,228.0 |
1,228.0 |
1,228.0 |
1,226.7 |
S1 |
1,220.1 |
1,220.1 |
1,224.2 |
1,217.4 |
S2 |
1,214.7 |
1,214.7 |
1,223.0 |
|
S3 |
1,201.4 |
1,206.8 |
1,221.7 |
|
S4 |
1,188.1 |
1,193.5 |
1,218.1 |
|
|
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% |
15.8 |
1.3% |
19% |
False |
False |
223,694 |
10 |
1,246.6 |
1,199.7 |
46.9 |
3.8% |
15.2 |
1.2% |
55% |
False |
False |
217,797 |
20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.0 |
1.2% |
67% |
False |
False |
154,727 |
40 |
1,246.6 |
1,129.9 |
116.7 |
9.5% |
14.2 |
1.2% |
82% |
False |
False |
84,826 |
60 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
15.2 |
1.2% |
82% |
False |
False |
58,079 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
16.0 |
1.3% |
45% |
False |
False |
44,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.5 |
2.618 |
1,270.8 |
1.618 |
1,257.5 |
1.000 |
1,249.3 |
0.618 |
1,244.2 |
HIGH |
1,236.0 |
0.618 |
1,230.9 |
0.500 |
1,229.4 |
0.382 |
1,227.8 |
LOW |
1,222.7 |
0.618 |
1,214.5 |
1.000 |
1,209.4 |
1.618 |
1,201.2 |
2.618 |
1,187.9 |
4.250 |
1,166.2 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,229.4 |
1,229.6 |
PP |
1,228.0 |
1,228.2 |
S1 |
1,226.7 |
1,226.8 |
|