Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,237.0 |
3,265.0 |
28.0 |
0.9% |
3,197.0 |
High |
3,267.0 |
3,276.0 |
9.0 |
0.3% |
3,253.0 |
Low |
3,225.0 |
3,245.0 |
20.0 |
0.6% |
3,197.0 |
Close |
3,259.0 |
3,260.0 |
1.0 |
0.0% |
3,223.0 |
Range |
42.0 |
31.0 |
-11.0 |
-26.2% |
56.0 |
ATR |
32.4 |
32.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,439 |
160,904 |
159,465 |
11,081.7% |
33,025 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.3 |
3,337.7 |
3,277.1 |
|
R3 |
3,322.3 |
3,306.7 |
3,268.5 |
|
R2 |
3,291.3 |
3,291.3 |
3,265.7 |
|
R1 |
3,275.7 |
3,275.7 |
3,262.8 |
3,268.0 |
PP |
3,260.3 |
3,260.3 |
3,260.3 |
3,256.5 |
S1 |
3,244.7 |
3,244.7 |
3,257.2 |
3,237.0 |
S2 |
3,229.3 |
3,229.3 |
3,254.3 |
|
S3 |
3,198.3 |
3,213.7 |
3,251.5 |
|
S4 |
3,167.3 |
3,182.7 |
3,243.0 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,392.3 |
3,363.7 |
3,253.8 |
|
R3 |
3,336.3 |
3,307.7 |
3,238.4 |
|
R2 |
3,280.3 |
3,280.3 |
3,233.3 |
|
R1 |
3,251.7 |
3,251.7 |
3,228.1 |
3,266.0 |
PP |
3,224.3 |
3,224.3 |
3,224.3 |
3,231.5 |
S1 |
3,195.7 |
3,195.7 |
3,217.9 |
3,210.0 |
S2 |
3,168.3 |
3,168.3 |
3,212.7 |
|
S3 |
3,112.3 |
3,139.7 |
3,207.6 |
|
S4 |
3,056.3 |
3,083.7 |
3,192.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,276.0 |
3,204.0 |
72.0 |
2.2% |
31.4 |
1.0% |
78% |
True |
False |
39,899 |
10 |
3,276.0 |
3,165.0 |
111.0 |
3.4% |
30.2 |
0.9% |
86% |
True |
False |
25,186 |
20 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
31.6 |
1.0% |
89% |
True |
False |
16,659 |
40 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
28.6 |
0.9% |
89% |
True |
False |
11,594 |
60 |
3,276.0 |
2,915.0 |
361.0 |
11.1% |
26.8 |
0.8% |
96% |
True |
False |
9,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,407.8 |
2.618 |
3,357.2 |
1.618 |
3,326.2 |
1.000 |
3,307.0 |
0.618 |
3,295.2 |
HIGH |
3,276.0 |
0.618 |
3,264.2 |
0.500 |
3,260.5 |
0.382 |
3,256.8 |
LOW |
3,245.0 |
0.618 |
3,225.8 |
1.000 |
3,214.0 |
1.618 |
3,194.8 |
2.618 |
3,163.8 |
4.250 |
3,113.3 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,260.5 |
3,256.8 |
PP |
3,260.3 |
3,253.7 |
S1 |
3,260.2 |
3,250.5 |
|