Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,228.6 |
1,234.3 |
5.7 |
0.5% |
1,221.9 |
High |
1,234.9 |
1,243.7 |
8.8 |
0.7% |
1,246.6 |
Low |
1,217.5 |
1,233.3 |
15.8 |
1.3% |
1,220.8 |
Close |
1,233.1 |
1,241.6 |
8.5 |
0.7% |
1,235.9 |
Range |
17.4 |
10.4 |
-7.0 |
-40.2% |
25.8 |
ATR |
15.8 |
15.4 |
-0.4 |
-2.3% |
0.0 |
Volume |
226,707 |
203,786 |
-22,921 |
-10.1% |
1,107,730 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.7 |
1,266.6 |
1,247.3 |
|
R3 |
1,260.3 |
1,256.2 |
1,244.5 |
|
R2 |
1,249.9 |
1,249.9 |
1,243.5 |
|
R1 |
1,245.8 |
1,245.8 |
1,242.6 |
1,247.9 |
PP |
1,239.5 |
1,239.5 |
1,239.5 |
1,240.6 |
S1 |
1,235.4 |
1,235.4 |
1,240.6 |
1,237.5 |
S2 |
1,229.1 |
1,229.1 |
1,239.7 |
|
S3 |
1,218.7 |
1,225.0 |
1,238.7 |
|
S4 |
1,208.3 |
1,214.6 |
1,235.9 |
|
|
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 |
1,243.7 |
1,217.5 |
26.2 |
2.1% |
14.3 |
1.2% |
92% |
True |
False |
216,183 |
10 |
1,246.6 |
1,208.3 |
38.3 |
3.1% |
14.7 |
1.2% |
87% |
False |
False |
215,932 |
20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
15.0 |
1.2% |
92% |
False |
False |
173,576 |
40 |
1,246.6 |
1,129.9 |
116.7 |
9.4% |
14.4 |
1.2% |
96% |
False |
False |
95,438 |
60 |
1,246.6 |
1,127.2 |
119.4 |
9.6% |
15.1 |
1.2% |
96% |
False |
False |
65,112 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
16.2 |
1.3% |
53% |
False |
False |
49,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.9 |
2.618 |
1,270.9 |
1.618 |
1,260.5 |
1.000 |
1,254.1 |
0.618 |
1,250.1 |
HIGH |
1,243.7 |
0.618 |
1,239.7 |
0.500 |
1,238.5 |
0.382 |
1,237.3 |
LOW |
1,233.3 |
0.618 |
1,226.9 |
1.000 |
1,222.9 |
1.618 |
1,216.5 |
2.618 |
1,206.1 |
4.250 |
1,189.1 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,240.6 |
1,237.9 |
PP |
1,239.5 |
1,234.3 |
S1 |
1,238.5 |
1,230.6 |
|