| 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 |
2,304.25 |
2,314.25 |
10.00 |
0.4% |
2,293.00 |
| High |
2,315.75 |
2,329.00 |
13.25 |
0.6% |
2,315.75 |
| Low |
2,303.00 |
2,313.25 |
10.25 |
0.4% |
2,281.00 |
| Close |
2,312.75 |
2,326.25 |
13.50 |
0.6% |
2,312.75 |
| Range |
12.75 |
15.75 |
3.00 |
23.5% |
34.75 |
| ATR |
15.73 |
15.77 |
0.04 |
0.2% |
0.00 |
| Volume |
1,177,521 |
1,210,205 |
32,684 |
2.8% |
6,182,602 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.00 |
2,364.00 |
2,335.00 |
|
| R3 |
2,354.25 |
2,348.25 |
2,330.50 |
|
| R2 |
2,338.50 |
2,338.50 |
2,329.25 |
|
| R1 |
2,332.50 |
2,332.50 |
2,327.75 |
2,335.50 |
| PP |
2,322.75 |
2,322.75 |
2,322.75 |
2,324.50 |
| S1 |
2,316.75 |
2,316.75 |
2,324.75 |
2,319.75 |
| S2 |
2,307.00 |
2,307.00 |
2,323.25 |
|
| S3 |
2,291.25 |
2,301.00 |
2,322.00 |
|
| S4 |
2,275.50 |
2,285.25 |
2,317.50 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.50 |
2,394.75 |
2,331.75 |
|
| R3 |
2,372.75 |
2,360.00 |
2,322.25 |
|
| R2 |
2,338.00 |
2,338.00 |
2,319.00 |
|
| R1 |
2,325.25 |
2,325.25 |
2,316.00 |
2,331.50 |
| PP |
2,303.25 |
2,303.25 |
2,303.25 |
2,306.25 |
| S1 |
2,290.50 |
2,290.50 |
2,309.50 |
2,297.00 |
| S2 |
2,268.50 |
2,268.50 |
2,306.50 |
|
| S3 |
2,233.75 |
2,255.75 |
2,303.25 |
|
| S4 |
2,199.00 |
2,221.00 |
2,293.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,329.00 |
2,281.00 |
48.00 |
2.1% |
14.00 |
0.6% |
94% |
True |
False |
1,245,578 |
| 10 |
2,329.00 |
2,262.25 |
66.75 |
2.9% |
15.25 |
0.7% |
96% |
True |
False |
1,340,656 |
| 20 |
2,329.00 |
2,251.75 |
77.25 |
3.3% |
15.25 |
0.7% |
96% |
True |
False |
1,363,988 |
| 40 |
2,329.00 |
2,228.00 |
101.00 |
4.3% |
15.00 |
0.6% |
97% |
True |
False |
1,278,006 |
| 60 |
2,329.00 |
2,163.75 |
165.25 |
7.1% |
15.75 |
0.7% |
98% |
True |
False |
1,012,174 |
| 80 |
2,329.00 |
2,023.00 |
306.00 |
13.2% |
18.25 |
0.8% |
99% |
True |
False |
760,366 |
| 100 |
2,329.00 |
2,023.00 |
306.00 |
13.2% |
19.00 |
0.8% |
99% |
True |
False |
608,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.00 |
|
2.618 |
2,370.25 |
|
1.618 |
2,354.50 |
|
1.000 |
2,344.75 |
|
0.618 |
2,338.75 |
|
HIGH |
2,329.00 |
|
0.618 |
2,323.00 |
|
0.500 |
2,321.00 |
|
0.382 |
2,319.25 |
|
LOW |
2,313.25 |
|
0.618 |
2,303.50 |
|
1.000 |
2,297.50 |
|
1.618 |
2,287.75 |
|
2.618 |
2,272.00 |
|
4.250 |
2,246.25 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.50 |
2,320.25 |
| PP |
2,322.75 |
2,314.25 |
| S1 |
2,321.00 |
2,308.50 |
|