Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,338.54 |
20,374.22 |
35.68 |
0.2% |
20,025.61 |
High |
20,441.48 |
20,504.41 |
62.93 |
0.3% |
20,298.21 |
Low |
20,322.95 |
20,374.02 |
51.07 |
0.3% |
20,002.81 |
Close |
20,412.16 |
20,504.41 |
92.25 |
0.5% |
20,269.37 |
Range |
118.53 |
130.39 |
11.86 |
10.0% |
295.40 |
ATR |
127.09 |
127.33 |
0.24 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,852.12 |
20,808.65 |
20,576.12 |
|
R3 |
20,721.73 |
20,678.26 |
20,540.27 |
|
R2 |
20,591.34 |
20,591.34 |
20,528.31 |
|
R1 |
20,547.87 |
20,547.87 |
20,516.36 |
20,569.61 |
PP |
20,460.95 |
20,460.95 |
20,460.95 |
20,471.81 |
S1 |
20,417.48 |
20,417.48 |
20,492.46 |
20,439.22 |
S2 |
20,330.56 |
20,330.56 |
20,480.51 |
|
S3 |
20,200.17 |
20,287.09 |
20,468.55 |
|
S4 |
20,069.78 |
20,156.70 |
20,432.70 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,076.33 |
20,968.25 |
20,431.84 |
|
R3 |
20,780.93 |
20,672.85 |
20,350.61 |
|
R2 |
20,485.53 |
20,485.53 |
20,323.53 |
|
R1 |
20,377.45 |
20,377.45 |
20,296.45 |
20,431.49 |
PP |
20,190.13 |
20,190.13 |
20,190.13 |
20,217.15 |
S1 |
20,082.05 |
20,082.05 |
20,242.29 |
20,136.09 |
S2 |
19,894.73 |
19,894.73 |
20,215.21 |
|
S3 |
19,599.33 |
19,786.65 |
20,188.14 |
|
S4 |
19,303.93 |
19,491.25 |
20,106.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,504.41 |
20,015.33 |
489.08 |
2.4% |
107.99 |
0.5% |
100% |
True |
False |
|
10 |
20,504.41 |
19,831.09 |
673.32 |
3.3% |
104.94 |
0.5% |
100% |
True |
False |
|
20 |
20,504.41 |
19,677.94 |
826.47 |
4.0% |
105.72 |
0.5% |
100% |
True |
False |
|
40 |
20,504.41 |
19,677.94 |
826.47 |
4.0% |
103.68 |
0.5% |
100% |
True |
False |
|
60 |
20,504.41 |
18,845.27 |
1,659.14 |
8.1% |
104.18 |
0.5% |
100% |
True |
False |
|
80 |
20,504.41 |
17,883.56 |
2,620.85 |
12.8% |
116.22 |
0.6% |
100% |
True |
False |
|
100 |
20,504.41 |
17,883.56 |
2,620.85 |
12.8% |
122.24 |
0.6% |
100% |
True |
False |
|
120 |
20,504.41 |
17,883.56 |
2,620.85 |
12.8% |
127.60 |
0.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,058.57 |
2.618 |
20,845.77 |
1.618 |
20,715.38 |
1.000 |
20,634.80 |
0.618 |
20,584.99 |
HIGH |
20,504.41 |
0.618 |
20,454.60 |
0.500 |
20,439.22 |
0.382 |
20,423.83 |
LOW |
20,374.02 |
0.618 |
20,293.44 |
1.000 |
20,243.63 |
1.618 |
20,163.05 |
2.618 |
20,032.66 |
4.250 |
19,819.86 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,482.68 |
20,454.47 |
PP |
20,460.95 |
20,404.53 |
S1 |
20,439.22 |
20,354.59 |
|