Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,240.8 |
1,236.4 |
-4.4 |
-0.4% |
1,234.2 |
High |
1,245.1 |
1,240.2 |
-4.9 |
-0.4% |
1,245.1 |
Low |
1,235.3 |
1,226.8 |
-8.5 |
-0.7% |
1,217.5 |
Close |
1,239.1 |
1,238.9 |
-0.2 |
0.0% |
1,239.1 |
Range |
9.8 |
13.4 |
3.6 |
36.7% |
27.6 |
ATR |
15.0 |
14.9 |
-0.1 |
-0.8% |
0.0 |
Volume |
164,405 |
259,507 |
95,102 |
57.8% |
1,005,269 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.5 |
1,270.6 |
1,246.3 |
|
R3 |
1,262.1 |
1,257.2 |
1,242.6 |
|
R2 |
1,248.7 |
1,248.7 |
1,241.4 |
|
R1 |
1,243.8 |
1,243.8 |
1,240.1 |
1,246.3 |
PP |
1,235.3 |
1,235.3 |
1,235.3 |
1,236.5 |
S1 |
1,230.4 |
1,230.4 |
1,237.7 |
1,232.9 |
S2 |
1,221.9 |
1,221.9 |
1,236.4 |
|
S3 |
1,208.5 |
1,217.0 |
1,235.2 |
|
S4 |
1,195.1 |
1,203.6 |
1,231.5 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.7 |
1,305.5 |
1,254.3 |
|
R3 |
1,289.1 |
1,277.9 |
1,246.7 |
|
R2 |
1,261.5 |
1,261.5 |
1,244.2 |
|
R1 |
1,250.3 |
1,250.3 |
1,241.6 |
1,255.9 |
PP |
1,233.9 |
1,233.9 |
1,233.9 |
1,236.7 |
S1 |
1,222.7 |
1,222.7 |
1,236.6 |
1,228.3 |
S2 |
1,206.3 |
1,206.3 |
1,234.0 |
|
S3 |
1,178.7 |
1,195.1 |
1,231.5 |
|
S4 |
1,151.1 |
1,167.5 |
1,223.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.1 |
1,217.5 |
27.6 |
2.2% |
12.9 |
1.0% |
78% |
False |
False |
217,631 |
10 |
1,246.6 |
1,217.5 |
29.1 |
2.3% |
13.8 |
1.1% |
74% |
False |
False |
217,518 |
20 |
1,246.6 |
1,182.6 |
64.0 |
5.2% |
14.8 |
1.2% |
88% |
False |
False |
192,007 |
40 |
1,246.6 |
1,132.0 |
114.6 |
9.3% |
14.4 |
1.2% |
93% |
False |
False |
105,754 |
60 |
1,246.6 |
1,127.2 |
119.4 |
9.6% |
15.1 |
1.2% |
94% |
False |
False |
72,106 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
16.2 |
1.3% |
52% |
False |
False |
55,063 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.5% |
15.3 |
1.2% |
52% |
False |
False |
44,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.2 |
2.618 |
1,275.3 |
1.618 |
1,261.9 |
1.000 |
1,253.6 |
0.618 |
1,248.5 |
HIGH |
1,240.2 |
0.618 |
1,235.1 |
0.500 |
1,233.5 |
0.382 |
1,231.9 |
LOW |
1,226.8 |
0.618 |
1,218.5 |
1.000 |
1,213.4 |
1.618 |
1,205.1 |
2.618 |
1,191.7 |
4.250 |
1,169.9 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,237.1 |
1,237.9 |
PP |
1,235.3 |
1,236.9 |
S1 |
1,233.5 |
1,236.0 |
|