| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1,236.9 |
1,238.3 |
1.4 |
0.1% |
1,234.2 |
| High |
1,241.9 |
1,252.2 |
10.3 |
0.8% |
1,245.1 |
| Low |
1,231.5 |
1,236.4 |
4.9 |
0.4% |
1,217.5 |
| Close |
1,233.3 |
1,251.4 |
18.1 |
1.5% |
1,239.1 |
| Range |
10.4 |
15.8 |
5.4 |
51.9% |
27.6 |
| ATR |
14.6 |
14.9 |
0.3 |
2.1% |
0.0 |
| Volume |
201,341 |
264,971 |
63,630 |
31.6% |
1,005,269 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.1 |
1,288.5 |
1,260.1 |
|
| R3 |
1,278.3 |
1,272.7 |
1,255.7 |
|
| R2 |
1,262.5 |
1,262.5 |
1,254.3 |
|
| R1 |
1,256.9 |
1,256.9 |
1,252.8 |
1,259.7 |
| PP |
1,246.7 |
1,246.7 |
1,246.7 |
1,248.1 |
| S1 |
1,241.1 |
1,241.1 |
1,250.0 |
1,243.9 |
| S2 |
1,230.9 |
1,230.9 |
1,248.5 |
|
| S3 |
1,215.1 |
1,225.3 |
1,247.1 |
|
| S4 |
1,199.3 |
1,209.5 |
1,242.7 |
|
|
| 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 |
1,252.2 |
1,226.8 |
25.4 |
2.0% |
12.0 |
1.0% |
97% |
True |
False |
218,802 |
| 10 |
1,252.2 |
1,217.5 |
34.7 |
2.8% |
14.1 |
1.1% |
98% |
True |
False |
221,727 |
| 20 |
1,252.2 |
1,182.6 |
69.6 |
5.6% |
14.6 |
1.2% |
99% |
True |
False |
208,801 |
| 40 |
1,252.2 |
1,135.6 |
116.6 |
9.3% |
14.8 |
1.2% |
99% |
True |
False |
117,238 |
| 60 |
1,252.2 |
1,127.2 |
125.0 |
10.0% |
14.6 |
1.2% |
99% |
True |
False |
79,646 |
| 80 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
16.3 |
1.3% |
57% |
False |
False |
60,864 |
| 100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.4 |
1.2% |
57% |
False |
False |
49,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.4 |
|
2.618 |
1,293.6 |
|
1.618 |
1,277.8 |
|
1.000 |
1,268.0 |
|
0.618 |
1,262.0 |
|
HIGH |
1,252.2 |
|
0.618 |
1,246.2 |
|
0.500 |
1,244.3 |
|
0.382 |
1,242.4 |
|
LOW |
1,236.4 |
|
0.618 |
1,226.6 |
|
1.000 |
1,220.6 |
|
1.618 |
1,210.8 |
|
2.618 |
1,195.0 |
|
4.250 |
1,169.3 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.0 |
1,247.4 |
| PP |
1,246.7 |
1,243.5 |
| S1 |
1,244.3 |
1,239.5 |
|