| 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 |
2,350.25 |
2,345.00 |
-5.25 |
-0.2% |
2,314.25 |
| High |
2,350.75 |
2,348.75 |
-2.00 |
-0.1% |
2,351.50 |
| Low |
2,336.75 |
2,336.50 |
-0.25 |
0.0% |
2,313.25 |
| Close |
2,345.50 |
2,348.00 |
2.50 |
0.1% |
2,348.00 |
| Range |
14.00 |
12.25 |
-1.75 |
-12.5% |
38.25 |
| ATR |
16.07 |
15.80 |
-0.27 |
-1.7% |
0.00 |
| Volume |
1,737,007 |
1,399,520 |
-337,487 |
-19.4% |
7,269,381 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.25 |
2,376.75 |
2,354.75 |
|
| R3 |
2,369.00 |
2,364.50 |
2,351.25 |
|
| R2 |
2,356.75 |
2,356.75 |
2,350.25 |
|
| R1 |
2,352.25 |
2,352.25 |
2,349.00 |
2,354.50 |
| PP |
2,344.50 |
2,344.50 |
2,344.50 |
2,345.50 |
| S1 |
2,340.00 |
2,340.00 |
2,347.00 |
2,342.25 |
| S2 |
2,332.25 |
2,332.25 |
2,345.75 |
|
| S3 |
2,320.00 |
2,327.75 |
2,344.75 |
|
| S4 |
2,307.75 |
2,315.50 |
2,341.25 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.25 |
2,438.50 |
2,369.00 |
|
| R3 |
2,414.00 |
2,400.25 |
2,358.50 |
|
| R2 |
2,375.75 |
2,375.75 |
2,355.00 |
|
| R1 |
2,362.00 |
2,362.00 |
2,351.50 |
2,369.00 |
| PP |
2,337.50 |
2,337.50 |
2,337.50 |
2,341.00 |
| S1 |
2,323.75 |
2,323.75 |
2,344.50 |
2,330.50 |
| S2 |
2,299.25 |
2,299.25 |
2,341.00 |
|
| S3 |
2,261.00 |
2,285.50 |
2,337.50 |
|
| S4 |
2,222.75 |
2,247.25 |
2,327.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,351.50 |
2,313.25 |
38.25 |
1.6% |
16.00 |
0.7% |
91% |
False |
False |
1,453,876 |
| 10 |
2,351.50 |
2,281.00 |
70.50 |
3.0% |
14.50 |
0.6% |
95% |
False |
False |
1,345,198 |
| 20 |
2,351.50 |
2,251.75 |
99.75 |
4.2% |
15.75 |
0.7% |
96% |
False |
False |
1,378,165 |
| 40 |
2,351.50 |
2,228.00 |
123.50 |
5.3% |
15.25 |
0.6% |
97% |
False |
False |
1,301,117 |
| 60 |
2,351.50 |
2,174.25 |
177.25 |
7.5% |
15.75 |
0.7% |
98% |
False |
False |
1,112,652 |
| 80 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.50 |
0.8% |
99% |
False |
False |
835,999 |
| 100 |
2,351.50 |
2,023.00 |
328.50 |
14.0% |
18.75 |
0.8% |
99% |
False |
False |
669,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,400.75 |
|
2.618 |
2,380.75 |
|
1.618 |
2,368.50 |
|
1.000 |
2,361.00 |
|
0.618 |
2,356.25 |
|
HIGH |
2,348.75 |
|
0.618 |
2,344.00 |
|
0.500 |
2,342.50 |
|
0.382 |
2,341.25 |
|
LOW |
2,336.50 |
|
0.618 |
2,329.00 |
|
1.000 |
2,324.25 |
|
1.618 |
2,316.75 |
|
2.618 |
2,304.50 |
|
4.250 |
2,284.50 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,346.25 |
2,345.75 |
| PP |
2,344.50 |
2,343.50 |
| S1 |
2,342.50 |
2,341.50 |
|