Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
20,627.31 |
20,564.13 |
-63.18 |
-0.3% |
20,338.54 |
High |
20,639.87 |
20,624.05 |
-15.82 |
-0.1% |
20,639.87 |
Low |
20,556.83 |
20,532.61 |
-24.22 |
-0.1% |
20,322.95 |
Close |
20,619.77 |
20,624.05 |
4.28 |
0.0% |
20,624.05 |
Range |
83.04 |
91.44 |
8.40 |
10.1% |
316.92 |
ATR |
123.97 |
121.65 |
-2.32 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,867.89 |
20,837.41 |
20,674.34 |
|
R3 |
20,776.45 |
20,745.97 |
20,649.20 |
|
R2 |
20,685.01 |
20,685.01 |
20,640.81 |
|
R1 |
20,654.53 |
20,654.53 |
20,632.43 |
20,669.77 |
PP |
20,593.57 |
20,593.57 |
20,593.57 |
20,601.19 |
S1 |
20,563.09 |
20,563.09 |
20,615.67 |
20,578.33 |
S2 |
20,502.13 |
20,502.13 |
20,607.29 |
|
S3 |
20,410.69 |
20,471.65 |
20,598.90 |
|
S4 |
20,319.25 |
20,380.21 |
20,573.76 |
|
|
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 |
20,639.87 |
20,322.95 |
316.92 |
1.5% |
109.56 |
0.5% |
95% |
False |
False |
|
10 |
20,639.87 |
20,002.81 |
637.06 |
3.1% |
101.77 |
0.5% |
98% |
False |
False |
|
20 |
20,639.87 |
19,732.36 |
907.51 |
4.4% |
104.65 |
0.5% |
98% |
False |
False |
|
40 |
20,639.87 |
19,677.94 |
961.93 |
4.7% |
104.80 |
0.5% |
98% |
False |
False |
|
60 |
20,639.87 |
18,962.82 |
1,677.05 |
8.1% |
105.86 |
0.5% |
99% |
False |
False |
|
80 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
115.92 |
0.6% |
99% |
False |
False |
|
100 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
121.53 |
0.6% |
99% |
False |
False |
|
120 |
20,639.87 |
17,883.56 |
2,756.31 |
13.4% |
126.81 |
0.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,012.67 |
2.618 |
20,863.44 |
1.618 |
20,772.00 |
1.000 |
20,715.49 |
0.618 |
20,680.56 |
HIGH |
20,624.05 |
0.618 |
20,589.12 |
0.500 |
20,578.33 |
0.382 |
20,567.54 |
LOW |
20,532.61 |
0.618 |
20,476.10 |
1.000 |
20,441.17 |
1.618 |
20,384.66 |
2.618 |
20,293.22 |
4.250 |
20,143.99 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,608.81 |
20,605.35 |
PP |
20,593.57 |
20,586.65 |
S1 |
20,578.33 |
20,567.95 |
|