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 |
20,817.21 |
20,751.91 |
-65.30 |
-0.3% |
20,663.43 |
High |
20,840.70 |
20,821.76 |
-18.94 |
-0.1% |
20,840.70 |
Low |
20,746.41 |
20,733.95 |
-12.46 |
-0.1% |
20,663.37 |
Close |
20,810.32 |
20,821.76 |
11.44 |
0.1% |
20,821.76 |
Range |
94.29 |
87.81 |
-6.48 |
-6.9% |
177.33 |
ATR |
118.28 |
116.10 |
-2.18 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,055.92 |
21,026.65 |
20,870.06 |
|
R3 |
20,968.11 |
20,938.84 |
20,845.91 |
|
R2 |
20,880.30 |
20,880.30 |
20,837.86 |
|
R1 |
20,851.03 |
20,851.03 |
20,829.81 |
20,865.67 |
PP |
20,792.49 |
20,792.49 |
20,792.49 |
20,799.81 |
S1 |
20,763.22 |
20,763.22 |
20,813.71 |
20,777.86 |
S2 |
20,704.68 |
20,704.68 |
20,805.66 |
|
S3 |
20,616.87 |
20,675.41 |
20,797.61 |
|
S4 |
20,529.06 |
20,587.60 |
20,773.46 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,307.27 |
21,241.84 |
20,919.29 |
|
R3 |
21,129.94 |
21,064.51 |
20,870.53 |
|
R2 |
20,952.61 |
20,952.61 |
20,854.27 |
|
R1 |
20,887.18 |
20,887.18 |
20,838.02 |
20,919.90 |
PP |
20,775.28 |
20,775.28 |
20,775.28 |
20,791.63 |
S1 |
20,709.85 |
20,709.85 |
20,805.50 |
20,742.57 |
S2 |
20,597.95 |
20,597.95 |
20,789.25 |
|
S3 |
20,420.62 |
20,532.52 |
20,772.99 |
|
S4 |
20,243.29 |
20,355.19 |
20,724.23 |
|
|
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% |
91.40 |
0.4% |
94% |
False |
False |
|
10 |
20,840.70 |
20,204.76 |
635.94 |
3.1% |
100.68 |
0.5% |
97% |
False |
False |
|
20 |
20,840.70 |
19,784.77 |
1,055.93 |
5.1% |
102.44 |
0.5% |
98% |
False |
False |
|
40 |
20,840.70 |
19,677.94 |
1,162.76 |
5.6% |
109.64 |
0.5% |
98% |
False |
False |
|
60 |
20,840.70 |
19,062.22 |
1,778.48 |
8.5% |
107.13 |
0.5% |
99% |
False |
False |
|
80 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
113.87 |
0.5% |
99% |
False |
False |
|
100 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
117.00 |
0.6% |
99% |
False |
False |
|
120 |
20,840.70 |
17,883.56 |
2,957.14 |
14.2% |
126.11 |
0.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,194.95 |
2.618 |
21,051.65 |
1.618 |
20,963.84 |
1.000 |
20,909.57 |
0.618 |
20,876.03 |
HIGH |
20,821.76 |
0.618 |
20,788.22 |
0.500 |
20,777.86 |
0.382 |
20,767.49 |
LOW |
20,733.95 |
0.618 |
20,679.68 |
1.000 |
20,646.14 |
1.618 |
20,591.87 |
2.618 |
20,504.06 |
4.250 |
20,360.76 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,807.13 |
20,803.36 |
PP |
20,792.49 |
20,784.95 |
S1 |
20,777.86 |
20,766.55 |
|