| 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 |
20,133 |
20,233 |
100 |
0.5% |
19,992 |
| High |
20,248 |
20,396 |
148 |
0.7% |
20,248 |
| Low |
20,127 |
20,226 |
99 |
0.5% |
19,932 |
| Close |
20,223 |
20,383 |
160 |
0.8% |
20,223 |
| Range |
121 |
170 |
49 |
40.5% |
316 |
| ATR |
135 |
137 |
3 |
2.0% |
0 |
| Volume |
99,922 |
106,394 |
6,472 |
6.5% |
541,082 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,845 |
20,784 |
20,477 |
|
| R3 |
20,675 |
20,614 |
20,430 |
|
| R2 |
20,505 |
20,505 |
20,414 |
|
| R1 |
20,444 |
20,444 |
20,399 |
20,475 |
| PP |
20,335 |
20,335 |
20,335 |
20,350 |
| S1 |
20,274 |
20,274 |
20,368 |
20,305 |
| S2 |
20,165 |
20,165 |
20,352 |
|
| S3 |
19,995 |
20,104 |
20,336 |
|
| S4 |
19,825 |
19,934 |
20,290 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,082 |
20,969 |
20,397 |
|
| R3 |
20,766 |
20,653 |
20,310 |
|
| R2 |
20,450 |
20,450 |
20,281 |
|
| R1 |
20,337 |
20,337 |
20,252 |
20,394 |
| PP |
20,134 |
20,134 |
20,134 |
20,163 |
| S1 |
20,021 |
20,021 |
20,194 |
20,078 |
| S2 |
19,818 |
19,818 |
20,165 |
|
| S3 |
19,502 |
19,705 |
20,136 |
|
| S4 |
19,186 |
19,389 |
20,049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,396 |
19,957 |
439 |
2.2% |
137 |
0.7% |
97% |
True |
False |
107,810 |
| 10 |
20,396 |
19,713 |
683 |
3.4% |
141 |
0.7% |
98% |
True |
False |
119,371 |
| 20 |
20,396 |
19,607 |
789 |
3.9% |
136 |
0.7% |
98% |
True |
False |
121,850 |
| 40 |
20,396 |
19,607 |
789 |
3.9% |
125 |
0.6% |
98% |
True |
False |
114,185 |
| 60 |
20,396 |
18,738 |
1,658 |
8.1% |
125 |
0.6% |
99% |
True |
False |
87,858 |
| 80 |
20,396 |
17,360 |
3,036 |
14.9% |
144 |
0.7% |
100% |
True |
False |
65,995 |
| 100 |
20,396 |
17,360 |
3,036 |
14.9% |
151 |
0.7% |
100% |
True |
False |
52,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,119 |
|
2.618 |
20,841 |
|
1.618 |
20,671 |
|
1.000 |
20,566 |
|
0.618 |
20,501 |
|
HIGH |
20,396 |
|
0.618 |
20,331 |
|
0.500 |
20,311 |
|
0.382 |
20,291 |
|
LOW |
20,226 |
|
0.618 |
20,121 |
|
1.000 |
20,056 |
|
1.618 |
19,951 |
|
2.618 |
19,781 |
|
4.250 |
19,504 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,359 |
20,318 |
| PP |
20,335 |
20,254 |
| S1 |
20,311 |
20,189 |
|