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 |
3,264.0 |
3,253.0 |
-11.0 |
-0.3% |
3,248.0 |
High |
3,270.0 |
3,253.0 |
-17.0 |
-0.5% |
3,276.0 |
Low |
3,245.0 |
3,200.0 |
-45.0 |
-1.4% |
3,200.0 |
Close |
3,252.0 |
3,229.0 |
-23.0 |
-0.7% |
3,229.0 |
Range |
25.0 |
53.0 |
28.0 |
112.0% |
76.0 |
ATR |
31.8 |
33.3 |
1.5 |
4.8% |
0.0 |
Volume |
23,188 |
6,899 |
-16,289 |
-70.2% |
220,867 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,386.3 |
3,360.7 |
3,258.2 |
|
R3 |
3,333.3 |
3,307.7 |
3,243.6 |
|
R2 |
3,280.3 |
3,280.3 |
3,238.7 |
|
R1 |
3,254.7 |
3,254.7 |
3,233.9 |
3,241.0 |
PP |
3,227.3 |
3,227.3 |
3,227.3 |
3,220.5 |
S1 |
3,201.7 |
3,201.7 |
3,224.1 |
3,188.0 |
S2 |
3,174.3 |
3,174.3 |
3,219.3 |
|
S3 |
3,121.3 |
3,148.7 |
3,214.4 |
|
S4 |
3,068.3 |
3,095.7 |
3,199.9 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.0 |
3,422.0 |
3,270.8 |
|
R3 |
3,387.0 |
3,346.0 |
3,249.9 |
|
R2 |
3,311.0 |
3,311.0 |
3,242.9 |
|
R1 |
3,270.0 |
3,270.0 |
3,236.0 |
3,252.5 |
PP |
3,235.0 |
3,235.0 |
3,235.0 |
3,226.3 |
S1 |
3,194.0 |
3,194.0 |
3,222.0 |
3,176.5 |
S2 |
3,159.0 |
3,159.0 |
3,215.1 |
|
S3 |
3,083.0 |
3,118.0 |
3,208.1 |
|
S4 |
3,007.0 |
3,042.0 |
3,187.2 |
|
|
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 |
3,200.0 |
76.0 |
2.4% |
35.6 |
1.1% |
38% |
False |
True |
44,173 |
10 |
3,276.0 |
3,197.0 |
79.0 |
2.4% |
31.8 |
1.0% |
41% |
False |
False |
25,389 |
20 |
3,276.0 |
3,135.0 |
141.0 |
4.4% |
32.6 |
1.0% |
67% |
False |
False |
17,407 |
40 |
3,276.0 |
3,135.0 |
141.0 |
4.4% |
29.5 |
0.9% |
67% |
False |
False |
12,273 |
60 |
3,276.0 |
2,915.0 |
361.0 |
11.2% |
27.7 |
0.9% |
87% |
False |
False |
9,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,478.3 |
2.618 |
3,391.8 |
1.618 |
3,338.8 |
1.000 |
3,306.0 |
0.618 |
3,285.8 |
HIGH |
3,253.0 |
0.618 |
3,232.8 |
0.500 |
3,226.5 |
0.382 |
3,220.2 |
LOW |
3,200.0 |
0.618 |
3,167.2 |
1.000 |
3,147.0 |
1.618 |
3,114.2 |
2.618 |
3,061.2 |
4.250 |
2,974.8 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,228.2 |
3,238.0 |
PP |
3,227.3 |
3,235.0 |
S1 |
3,226.5 |
3,232.0 |
|