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 |
20,715.41 |
20,817.21 |
101.80 |
0.5% |
20,338.54 |
High |
20,781.59 |
20,840.70 |
59.11 |
0.3% |
20,639.87 |
Low |
20,692.39 |
20,746.41 |
54.02 |
0.3% |
20,322.95 |
Close |
20,775.60 |
20,810.32 |
34.72 |
0.2% |
20,624.05 |
Range |
89.20 |
94.29 |
5.09 |
5.7% |
316.92 |
ATR |
120.12 |
118.28 |
-1.85 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,082.01 |
21,040.46 |
20,862.18 |
|
R3 |
20,987.72 |
20,946.17 |
20,836.25 |
|
R2 |
20,893.43 |
20,893.43 |
20,827.61 |
|
R1 |
20,851.88 |
20,851.88 |
20,818.96 |
20,825.51 |
PP |
20,799.14 |
20,799.14 |
20,799.14 |
20,785.96 |
S1 |
20,757.59 |
20,757.59 |
20,801.68 |
20,731.22 |
S2 |
20,704.85 |
20,704.85 |
20,793.03 |
|
S3 |
20,610.56 |
20,663.30 |
20,784.39 |
|
S4 |
20,516.27 |
20,569.01 |
20,758.46 |
|
|
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 |
20,840.70 |
20,532.61 |
308.09 |
1.5% |
90.45 |
0.4% |
90% |
True |
False |
|
10 |
20,840.70 |
20,061.73 |
778.97 |
3.7% |
106.37 |
0.5% |
96% |
True |
False |
|
20 |
20,840.70 |
19,784.77 |
1,055.93 |
5.1% |
100.96 |
0.5% |
97% |
True |
False |
|
40 |
20,840.70 |
19,677.94 |
1,162.76 |
5.6% |
108.46 |
0.5% |
97% |
True |
False |
|
60 |
20,840.70 |
19,062.22 |
1,778.48 |
8.5% |
106.77 |
0.5% |
98% |
True |
False |
|
80 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
114.80 |
0.6% |
99% |
True |
False |
|
100 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
118.00 |
0.6% |
99% |
True |
False |
|
120 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
126.50 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,241.43 |
2.618 |
21,087.55 |
1.618 |
20,993.26 |
1.000 |
20,934.99 |
0.618 |
20,898.97 |
HIGH |
20,840.70 |
0.618 |
20,804.68 |
0.500 |
20,793.56 |
0.382 |
20,782.43 |
LOW |
20,746.41 |
0.618 |
20,688.14 |
1.000 |
20,652.12 |
1.618 |
20,593.85 |
2.618 |
20,499.56 |
4.250 |
20,345.68 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,804.73 |
20,790.89 |
PP |
20,799.14 |
20,771.46 |
S1 |
20,793.56 |
20,752.04 |
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