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 |
1,241.3 |
1,253.7 |
12.4 |
1.0% |
1,240.6 |
High |
1,255.2 |
1,264.1 |
8.9 |
0.7% |
1,264.1 |
Low |
1,240.0 |
1,252.0 |
12.0 |
1.0% |
1,230.3 |
Close |
1,254.6 |
1,261.5 |
6.9 |
0.5% |
1,261.5 |
Range |
15.2 |
12.1 |
-3.1 |
-20.4% |
33.8 |
ATR |
14.4 |
14.2 |
-0.2 |
-1.1% |
0.0 |
Volume |
14,100 |
9,198 |
-4,902 |
-34.8% |
31,577 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.5 |
1,290.6 |
1,268.2 |
|
R3 |
1,283.4 |
1,278.5 |
1,264.8 |
|
R2 |
1,271.3 |
1,271.3 |
1,263.7 |
|
R1 |
1,266.4 |
1,266.4 |
1,262.6 |
1,268.9 |
PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,260.4 |
S1 |
1,254.3 |
1,254.3 |
1,260.4 |
1,256.8 |
S2 |
1,247.1 |
1,247.1 |
1,259.3 |
|
S3 |
1,235.0 |
1,242.2 |
1,258.2 |
|
S4 |
1,222.9 |
1,230.1 |
1,254.8 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.4 |
1,341.2 |
1,280.1 |
|
R3 |
1,319.6 |
1,307.4 |
1,270.8 |
|
R2 |
1,285.8 |
1,285.8 |
1,267.7 |
|
R1 |
1,273.6 |
1,273.6 |
1,264.6 |
1,279.7 |
PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,255.0 |
S1 |
1,239.8 |
1,239.8 |
1,258.4 |
1,245.9 |
S2 |
1,218.2 |
1,218.2 |
1,255.3 |
|
S3 |
1,184.4 |
1,206.0 |
1,252.2 |
|
S4 |
1,150.6 |
1,172.2 |
1,242.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.1 |
1,230.3 |
33.8 |
2.7% |
11.9 |
0.9% |
92% |
True |
False |
7,188 |
10 |
1,264.1 |
1,220.7 |
43.4 |
3.4% |
12.9 |
1.0% |
94% |
True |
False |
6,318 |
20 |
1,264.1 |
1,186.0 |
78.1 |
6.2% |
13.8 |
1.1% |
97% |
True |
False |
5,682 |
40 |
1,264.1 |
1,143.1 |
121.0 |
9.6% |
14.1 |
1.1% |
98% |
True |
False |
5,797 |
60 |
1,264.1 |
1,129.8 |
134.3 |
10.6% |
14.0 |
1.1% |
98% |
True |
False |
4,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.5 |
2.618 |
1,295.8 |
1.618 |
1,283.7 |
1.000 |
1,276.2 |
0.618 |
1,271.6 |
HIGH |
1,264.1 |
0.618 |
1,259.5 |
0.500 |
1,258.1 |
0.382 |
1,256.6 |
LOW |
1,252.0 |
0.618 |
1,244.5 |
1.000 |
1,239.9 |
1.618 |
1,232.4 |
2.618 |
1,220.3 |
4.250 |
1,200.6 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,260.4 |
1,257.5 |
PP |
1,259.2 |
1,253.4 |
S1 |
1,258.1 |
1,249.4 |
|