Trading Metrics calculated at close of trading on 15-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,374.22 |
20,504.27 |
130.05 |
0.6% |
20,025.61 |
High |
20,504.41 |
20,620.45 |
116.04 |
0.6% |
20,298.21 |
Low |
20,374.02 |
20,496.03 |
122.01 |
0.6% |
20,002.81 |
Close |
20,504.41 |
20,611.86 |
107.45 |
0.5% |
20,269.37 |
Range |
130.39 |
124.42 |
-5.97 |
-4.6% |
295.40 |
ATR |
127.33 |
127.12 |
-0.21 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,949.37 |
20,905.04 |
20,680.29 |
|
R3 |
20,824.95 |
20,780.62 |
20,646.08 |
|
R2 |
20,700.53 |
20,700.53 |
20,634.67 |
|
R1 |
20,656.20 |
20,656.20 |
20,623.27 |
20,678.37 |
PP |
20,576.11 |
20,576.11 |
20,576.11 |
20,587.20 |
S1 |
20,531.78 |
20,531.78 |
20,600.45 |
20,553.95 |
S2 |
20,451.69 |
20,451.69 |
20,589.05 |
|
S3 |
20,327.27 |
20,407.36 |
20,577.64 |
|
S4 |
20,202.85 |
20,282.94 |
20,543.43 |
|
|
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 |
20,620.45 |
20,061.73 |
558.72 |
2.7% |
122.28 |
0.6% |
98% |
True |
False |
|
10 |
20,620.45 |
19,831.09 |
789.36 |
3.8% |
105.21 |
0.5% |
99% |
True |
False |
|
20 |
20,620.45 |
19,677.94 |
942.51 |
4.6% |
107.48 |
0.5% |
99% |
True |
False |
|
40 |
20,620.45 |
19,677.94 |
942.51 |
4.6% |
104.24 |
0.5% |
99% |
True |
False |
|
60 |
20,620.45 |
18,853.83 |
1,766.62 |
8.6% |
105.27 |
0.5% |
100% |
True |
False |
|
80 |
20,620.45 |
17,883.56 |
2,736.89 |
13.3% |
116.28 |
0.6% |
100% |
True |
False |
|
100 |
20,620.45 |
17,883.56 |
2,736.89 |
13.3% |
122.42 |
0.6% |
100% |
True |
False |
|
120 |
20,620.45 |
17,883.56 |
2,736.89 |
13.3% |
127.88 |
0.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,149.24 |
2.618 |
20,946.18 |
1.618 |
20,821.76 |
1.000 |
20,744.87 |
0.618 |
20,697.34 |
HIGH |
20,620.45 |
0.618 |
20,572.92 |
0.500 |
20,558.24 |
0.382 |
20,543.56 |
LOW |
20,496.03 |
0.618 |
20,419.14 |
1.000 |
20,371.61 |
1.618 |
20,294.72 |
2.618 |
20,170.30 |
4.250 |
19,967.25 |
|
|
Fisher Pivots for day following 15-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,593.99 |
20,565.14 |
PP |
20,576.11 |
20,518.42 |
S1 |
20,558.24 |
20,471.70 |
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