| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,226.1 |
1,228.6 |
2.5 |
0.2% |
1,221.9 |
| High |
1,236.0 |
1,234.9 |
-1.1 |
-0.1% |
1,246.6 |
| Low |
1,222.7 |
1,217.5 |
-5.2 |
-0.4% |
1,220.8 |
| Close |
1,225.4 |
1,233.1 |
7.7 |
0.6% |
1,235.9 |
| Range |
13.3 |
17.4 |
4.1 |
30.8% |
25.8 |
| ATR |
15.6 |
15.8 |
0.1 |
0.8% |
0.0 |
| Volume |
233,752 |
226,707 |
-7,045 |
-3.0% |
1,107,730 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.7 |
1,274.3 |
1,242.7 |
|
| R3 |
1,263.3 |
1,256.9 |
1,237.9 |
|
| R2 |
1,245.9 |
1,245.9 |
1,236.3 |
|
| R1 |
1,239.5 |
1,239.5 |
1,234.7 |
1,242.7 |
| PP |
1,228.5 |
1,228.5 |
1,228.5 |
1,230.1 |
| S1 |
1,222.1 |
1,222.1 |
1,231.5 |
1,225.3 |
| S2 |
1,211.1 |
1,211.1 |
1,229.9 |
|
| S3 |
1,193.7 |
1,204.7 |
1,228.3 |
|
| S4 |
1,176.3 |
1,187.3 |
1,223.5 |
|
|
| 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 |
1,246.2 |
1,217.5 |
28.7 |
2.3% |
16.2 |
1.3% |
54% |
False |
True |
224,653 |
| 10 |
1,246.6 |
1,208.3 |
38.3 |
3.1% |
15.4 |
1.2% |
65% |
False |
False |
218,759 |
| 20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.0 |
1.2% |
79% |
False |
False |
164,728 |
| 40 |
1,246.6 |
1,129.9 |
116.7 |
9.5% |
14.3 |
1.2% |
88% |
False |
False |
90,393 |
| 60 |
1,246.6 |
1,127.2 |
119.4 |
9.7% |
15.1 |
1.2% |
89% |
False |
False |
61,788 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
16.1 |
1.3% |
49% |
False |
False |
47,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.9 |
|
2.618 |
1,280.5 |
|
1.618 |
1,263.1 |
|
1.000 |
1,252.3 |
|
0.618 |
1,245.7 |
|
HIGH |
1,234.9 |
|
0.618 |
1,228.3 |
|
0.500 |
1,226.2 |
|
0.382 |
1,224.1 |
|
LOW |
1,217.5 |
|
0.618 |
1,206.7 |
|
1.000 |
1,200.1 |
|
1.618 |
1,189.3 |
|
2.618 |
1,171.9 |
|
4.250 |
1,143.6 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,230.8 |
1,231.0 |
| PP |
1,228.5 |
1,228.9 |
| S1 |
1,226.2 |
1,226.8 |
|