Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,564.13 |
20,663.43 |
99.30 |
0.5% |
20,338.54 |
High |
20,624.05 |
20,757.64 |
133.59 |
0.6% |
20,639.87 |
Low |
20,532.61 |
20,663.37 |
130.76 |
0.6% |
20,322.95 |
Close |
20,624.05 |
20,743.00 |
118.95 |
0.6% |
20,624.05 |
Range |
91.44 |
94.27 |
2.83 |
3.1% |
316.92 |
ATR |
121.65 |
122.50 |
0.85 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,004.15 |
20,967.84 |
20,794.85 |
|
R3 |
20,909.88 |
20,873.57 |
20,768.92 |
|
R2 |
20,815.61 |
20,815.61 |
20,760.28 |
|
R1 |
20,779.30 |
20,779.30 |
20,751.64 |
20,797.46 |
PP |
20,721.34 |
20,721.34 |
20,721.34 |
20,730.41 |
S1 |
20,685.03 |
20,685.03 |
20,734.36 |
20,703.19 |
S2 |
20,627.07 |
20,627.07 |
20,725.72 |
|
S3 |
20,532.80 |
20,590.76 |
20,717.08 |
|
S4 |
20,438.53 |
20,496.49 |
20,691.15 |
|
|
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 |
20,757.64 |
20,374.02 |
383.62 |
1.8% |
104.71 |
0.5% |
96% |
True |
False |
|
10 |
20,757.64 |
20,015.33 |
742.31 |
3.6% |
101.98 |
0.5% |
98% |
True |
False |
|
20 |
20,757.64 |
19,784.77 |
972.87 |
4.7% |
104.28 |
0.5% |
98% |
True |
False |
|
40 |
20,757.64 |
19,677.94 |
1,079.70 |
5.2% |
106.04 |
0.5% |
99% |
True |
False |
|
60 |
20,757.64 |
19,000.38 |
1,757.26 |
8.5% |
106.08 |
0.5% |
99% |
True |
False |
|
80 |
20,757.64 |
17,883.56 |
2,874.08 |
13.9% |
115.98 |
0.6% |
99% |
True |
False |
|
100 |
20,757.64 |
17,883.56 |
2,874.08 |
13.9% |
120.62 |
0.6% |
99% |
True |
False |
|
120 |
20,757.64 |
17,883.56 |
2,874.08 |
13.9% |
126.74 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,158.29 |
2.618 |
21,004.44 |
1.618 |
20,910.17 |
1.000 |
20,851.91 |
0.618 |
20,815.90 |
HIGH |
20,757.64 |
0.618 |
20,721.63 |
0.500 |
20,710.51 |
0.382 |
20,699.38 |
LOW |
20,663.37 |
0.618 |
20,605.11 |
1.000 |
20,569.10 |
1.618 |
20,510.84 |
2.618 |
20,416.57 |
4.250 |
20,262.72 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,732.17 |
20,710.38 |
PP |
20,721.34 |
20,677.75 |
S1 |
20,710.51 |
20,645.13 |
|