Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,504.27 |
20,627.31 |
123.04 |
0.6% |
20,025.61 |
High |
20,620.45 |
20,639.87 |
19.42 |
0.1% |
20,298.21 |
Low |
20,496.03 |
20,556.83 |
60.80 |
0.3% |
20,002.81 |
Close |
20,611.86 |
20,619.77 |
7.91 |
0.0% |
20,269.37 |
Range |
124.42 |
83.04 |
-41.38 |
-33.3% |
295.40 |
ATR |
127.12 |
123.97 |
-3.15 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,854.61 |
20,820.23 |
20,665.44 |
|
R3 |
20,771.57 |
20,737.19 |
20,642.61 |
|
R2 |
20,688.53 |
20,688.53 |
20,634.99 |
|
R1 |
20,654.15 |
20,654.15 |
20,627.38 |
20,629.82 |
PP |
20,605.49 |
20,605.49 |
20,605.49 |
20,593.33 |
S1 |
20,571.11 |
20,571.11 |
20,612.16 |
20,546.78 |
S2 |
20,522.45 |
20,522.45 |
20,604.55 |
|
S3 |
20,439.41 |
20,488.07 |
20,596.93 |
|
S4 |
20,356.37 |
20,405.03 |
20,574.10 |
|
|
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 |
20,639.87 |
20,204.76 |
435.11 |
2.1% |
109.97 |
0.5% |
95% |
True |
False |
|
10 |
20,639.87 |
19,964.21 |
675.66 |
3.3% |
104.35 |
0.5% |
97% |
True |
False |
|
20 |
20,639.87 |
19,732.36 |
907.51 |
4.4% |
104.32 |
0.5% |
98% |
True |
False |
|
40 |
20,639.87 |
19,677.94 |
961.93 |
4.7% |
104.19 |
0.5% |
98% |
True |
False |
|
60 |
20,639.87 |
18,883.10 |
1,756.77 |
8.5% |
105.63 |
0.5% |
99% |
True |
False |
|
80 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
115.83 |
0.6% |
99% |
True |
False |
|
100 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
121.96 |
0.6% |
99% |
True |
False |
|
120 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
128.02 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,992.79 |
2.618 |
20,857.27 |
1.618 |
20,774.23 |
1.000 |
20,722.91 |
0.618 |
20,691.19 |
HIGH |
20,639.87 |
0.618 |
20,608.15 |
0.500 |
20,598.35 |
0.382 |
20,588.55 |
LOW |
20,556.83 |
0.618 |
20,505.51 |
1.000 |
20,473.79 |
1.618 |
20,422.47 |
2.618 |
20,339.43 |
4.250 |
20,203.91 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,612.63 |
20,582.16 |
PP |
20,605.49 |
20,544.55 |
S1 |
20,598.35 |
20,506.95 |
|