Trading Metrics calculated at close of trading on 24-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1,238.3 |
1,250.6 |
12.3 |
1.0% |
1,236.4 |
High |
1,252.2 |
1,261.2 |
9.0 |
0.7% |
1,261.2 |
Low |
1,236.4 |
1,248.8 |
12.4 |
1.0% |
1,226.8 |
Close |
1,251.4 |
1,258.3 |
6.9 |
0.6% |
1,258.3 |
Range |
15.8 |
12.4 |
-3.4 |
-21.5% |
34.4 |
ATR |
14.9 |
14.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
264,971 |
220,127 |
-44,844 |
-16.9% |
945,946 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.3 |
1,288.2 |
1,265.1 |
|
R3 |
1,280.9 |
1,275.8 |
1,261.7 |
|
R2 |
1,268.5 |
1,268.5 |
1,260.6 |
|
R1 |
1,263.4 |
1,263.4 |
1,259.4 |
1,266.0 |
PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,257.4 |
S1 |
1,251.0 |
1,251.0 |
1,257.2 |
1,253.6 |
S2 |
1,243.7 |
1,243.7 |
1,256.0 |
|
S3 |
1,231.3 |
1,238.6 |
1,254.9 |
|
S4 |
1,218.9 |
1,226.2 |
1,251.5 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.0 |
1,339.5 |
1,277.2 |
|
R3 |
1,317.6 |
1,305.1 |
1,267.8 |
|
R2 |
1,283.2 |
1,283.2 |
1,264.6 |
|
R1 |
1,270.7 |
1,270.7 |
1,261.5 |
1,277.0 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,251.9 |
S1 |
1,236.3 |
1,236.3 |
1,255.1 |
1,242.6 |
S2 |
1,214.4 |
1,214.4 |
1,252.0 |
|
S3 |
1,180.0 |
1,201.9 |
1,248.8 |
|
S4 |
1,145.6 |
1,167.5 |
1,239.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.2 |
1,226.8 |
34.4 |
2.7% |
12.4 |
1.0% |
92% |
True |
False |
222,070 |
10 |
1,261.2 |
1,217.5 |
43.7 |
3.5% |
13.3 |
1.1% |
93% |
True |
False |
219,126 |
20 |
1,261.2 |
1,182.6 |
78.6 |
6.2% |
14.3 |
1.1% |
96% |
True |
False |
215,054 |
40 |
1,261.2 |
1,139.8 |
121.4 |
9.6% |
14.6 |
1.2% |
98% |
True |
False |
122,664 |
60 |
1,261.2 |
1,127.2 |
134.0 |
10.6% |
14.6 |
1.2% |
98% |
True |
False |
83,218 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.2% |
16.2 |
1.3% |
60% |
False |
False |
63,600 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.2% |
15.4 |
1.2% |
60% |
False |
False |
51,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.9 |
2.618 |
1,293.7 |
1.618 |
1,281.3 |
1.000 |
1,273.6 |
0.618 |
1,268.9 |
HIGH |
1,261.2 |
0.618 |
1,256.5 |
0.500 |
1,255.0 |
0.382 |
1,253.5 |
LOW |
1,248.8 |
0.618 |
1,241.1 |
1.000 |
1,236.4 |
1.618 |
1,228.7 |
2.618 |
1,216.3 |
4.250 |
1,196.1 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.2 |
1,254.3 |
PP |
1,256.1 |
1,250.3 |
S1 |
1,255.0 |
1,246.4 |
|