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 |
20,663.43 |
20,715.41 |
51.98 |
0.3% |
20,338.54 |
High |
20,757.64 |
20,781.59 |
23.95 |
0.1% |
20,639.87 |
Low |
20,663.37 |
20,692.39 |
29.02 |
0.1% |
20,322.95 |
Close |
20,743.00 |
20,775.60 |
32.60 |
0.2% |
20,624.05 |
Range |
94.27 |
89.20 |
-5.07 |
-5.4% |
316.92 |
ATR |
122.50 |
120.12 |
-2.38 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,017.46 |
20,985.73 |
20,824.66 |
|
R3 |
20,928.26 |
20,896.53 |
20,800.13 |
|
R2 |
20,839.06 |
20,839.06 |
20,791.95 |
|
R1 |
20,807.33 |
20,807.33 |
20,783.78 |
20,823.20 |
PP |
20,749.86 |
20,749.86 |
20,749.86 |
20,757.79 |
S1 |
20,718.13 |
20,718.13 |
20,767.42 |
20,734.00 |
S2 |
20,660.66 |
20,660.66 |
20,759.25 |
|
S3 |
20,571.46 |
20,628.93 |
20,751.07 |
|
S4 |
20,482.26 |
20,539.73 |
20,726.54 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,479.72 |
21,368.80 |
20,798.36 |
|
R3 |
21,162.80 |
21,051.88 |
20,711.20 |
|
R2 |
20,845.88 |
20,845.88 |
20,682.15 |
|
R1 |
20,734.96 |
20,734.96 |
20,653.10 |
20,790.42 |
PP |
20,528.96 |
20,528.96 |
20,528.96 |
20,556.69 |
S1 |
20,418.04 |
20,418.04 |
20,595.00 |
20,473.50 |
S2 |
20,212.04 |
20,212.04 |
20,565.95 |
|
S3 |
19,895.12 |
20,101.12 |
20,536.90 |
|
S4 |
19,578.20 |
19,784.20 |
20,449.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,781.59 |
20,496.03 |
285.56 |
1.4% |
96.47 |
0.5% |
98% |
True |
False |
|
10 |
20,781.59 |
20,015.33 |
766.26 |
3.7% |
102.23 |
0.5% |
99% |
True |
False |
|
20 |
20,781.59 |
19,784.77 |
996.82 |
4.8% |
100.62 |
0.5% |
99% |
True |
False |
|
40 |
20,781.59 |
19,677.94 |
1,103.65 |
5.3% |
106.98 |
0.5% |
99% |
True |
False |
|
60 |
20,781.59 |
19,062.22 |
1,719.37 |
8.3% |
106.17 |
0.5% |
100% |
True |
False |
|
80 |
20,781.59 |
17,883.56 |
2,898.03 |
13.9% |
114.92 |
0.6% |
100% |
True |
False |
|
100 |
20,781.59 |
17,883.56 |
2,898.03 |
13.9% |
119.80 |
0.6% |
100% |
True |
False |
|
120 |
20,781.59 |
17,883.56 |
2,898.03 |
13.9% |
126.60 |
0.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,160.69 |
2.618 |
21,015.12 |
1.618 |
20,925.92 |
1.000 |
20,870.79 |
0.618 |
20,836.72 |
HIGH |
20,781.59 |
0.618 |
20,747.52 |
0.500 |
20,736.99 |
0.382 |
20,726.46 |
LOW |
20,692.39 |
0.618 |
20,637.26 |
1.000 |
20,603.19 |
1.618 |
20,548.06 |
2.618 |
20,458.86 |
4.250 |
20,313.29 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,762.73 |
20,736.10 |
PP |
20,749.86 |
20,696.60 |
S1 |
20,736.99 |
20,657.10 |
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