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 |
3,265.0 |
3,264.0 |
-1.0 |
0.0% |
3,197.0 |
High |
3,276.0 |
3,270.0 |
-6.0 |
-0.2% |
3,253.0 |
Low |
3,245.0 |
3,245.0 |
0.0 |
0.0% |
3,197.0 |
Close |
3,260.0 |
3,252.0 |
-8.0 |
-0.2% |
3,223.0 |
Range |
31.0 |
25.0 |
-6.0 |
-19.4% |
56.0 |
ATR |
32.3 |
31.8 |
-0.5 |
-1.6% |
0.0 |
Volume |
160,904 |
23,188 |
-137,716 |
-85.6% |
33,025 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,330.7 |
3,316.3 |
3,265.8 |
|
R3 |
3,305.7 |
3,291.3 |
3,258.9 |
|
R2 |
3,280.7 |
3,280.7 |
3,256.6 |
|
R1 |
3,266.3 |
3,266.3 |
3,254.3 |
3,261.0 |
PP |
3,255.7 |
3,255.7 |
3,255.7 |
3,253.0 |
S1 |
3,241.3 |
3,241.3 |
3,249.7 |
3,236.0 |
S2 |
3,230.7 |
3,230.7 |
3,247.4 |
|
S3 |
3,205.7 |
3,216.3 |
3,245.1 |
|
S4 |
3,180.7 |
3,191.3 |
3,238.3 |
|
|
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% |
32.2 |
1.0% |
67% |
False |
False |
43,299 |
10 |
3,276.0 |
3,186.0 |
90.0 |
2.8% |
29.1 |
0.9% |
73% |
False |
False |
24,765 |
20 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
31.2 |
1.0% |
83% |
False |
False |
17,088 |
40 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
28.9 |
0.9% |
83% |
False |
False |
12,108 |
60 |
3,276.0 |
2,915.0 |
361.0 |
11.1% |
27.1 |
0.8% |
93% |
False |
False |
9,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,376.3 |
2.618 |
3,335.5 |
1.618 |
3,310.5 |
1.000 |
3,295.0 |
0.618 |
3,285.5 |
HIGH |
3,270.0 |
0.618 |
3,260.5 |
0.500 |
3,257.5 |
0.382 |
3,254.6 |
LOW |
3,245.0 |
0.618 |
3,229.6 |
1.000 |
3,220.0 |
1.618 |
3,204.6 |
2.618 |
3,179.6 |
4.250 |
3,138.8 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,257.5 |
3,251.5 |
PP |
3,255.7 |
3,251.0 |
S1 |
3,253.8 |
3,250.5 |
|