| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
19,195 |
19,390 |
195 |
1.0% |
19,065 |
| High |
19,485 |
19,555 |
70 |
0.4% |
19,485 |
| Low |
19,190 |
19,390 |
200 |
1.0% |
18,825 |
| Close |
19,360 |
19,540 |
180 |
0.9% |
19,360 |
| Range |
295 |
165 |
-130 |
-44.1% |
660 |
| ATR |
299 |
291 |
-7 |
-2.5% |
0 |
| Volume |
17,538 |
11,601 |
-5,937 |
-33.9% |
64,569 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,990 |
19,930 |
19,631 |
|
| R3 |
19,825 |
19,765 |
19,586 |
|
| R2 |
19,660 |
19,660 |
19,570 |
|
| R1 |
19,600 |
19,600 |
19,555 |
19,630 |
| PP |
19,495 |
19,495 |
19,495 |
19,510 |
| S1 |
19,435 |
19,435 |
19,525 |
19,465 |
| S2 |
19,330 |
19,330 |
19,510 |
|
| S3 |
19,165 |
19,270 |
19,495 |
|
| S4 |
19,000 |
19,105 |
19,449 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,203 |
20,942 |
19,723 |
|
| R3 |
20,543 |
20,282 |
19,542 |
|
| R2 |
19,883 |
19,883 |
19,481 |
|
| R1 |
19,622 |
19,622 |
19,421 |
19,753 |
| PP |
19,223 |
19,223 |
19,223 |
19,289 |
| S1 |
18,962 |
18,962 |
19,300 |
19,093 |
| S2 |
18,563 |
18,563 |
19,239 |
|
| S3 |
17,903 |
18,302 |
19,179 |
|
| S4 |
17,243 |
17,642 |
18,997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,555 |
18,825 |
730 |
3.7% |
232 |
1.2% |
98% |
True |
False |
12,920 |
| 10 |
19,555 |
18,825 |
730 |
3.7% |
283 |
1.4% |
98% |
True |
False |
14,741 |
| 20 |
19,600 |
18,680 |
920 |
4.7% |
307 |
1.6% |
93% |
False |
False |
14,863 |
| 40 |
19,745 |
18,680 |
1,065 |
5.5% |
286 |
1.5% |
81% |
False |
False |
12,454 |
| 60 |
19,745 |
17,810 |
1,935 |
9.9% |
276 |
1.4% |
89% |
False |
False |
10,277 |
| 80 |
19,745 |
16,190 |
3,555 |
18.2% |
273 |
1.4% |
94% |
False |
False |
7,711 |
| 100 |
19,745 |
16,190 |
3,555 |
18.2% |
249 |
1.3% |
94% |
False |
False |
6,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,256 |
|
2.618 |
19,987 |
|
1.618 |
19,822 |
|
1.000 |
19,720 |
|
0.618 |
19,657 |
|
HIGH |
19,555 |
|
0.618 |
19,492 |
|
0.500 |
19,473 |
|
0.382 |
19,453 |
|
LOW |
19,390 |
|
0.618 |
19,288 |
|
1.000 |
19,225 |
|
1.618 |
19,123 |
|
2.618 |
18,958 |
|
4.250 |
18,689 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,518 |
19,435 |
| PP |
19,495 |
19,330 |
| S1 |
19,473 |
19,225 |
|