| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,768.0 |
11,810.0 |
42.0 |
0.4% |
11,647.0 |
| High |
11,801.0 |
11,846.0 |
45.0 |
0.4% |
11,717.5 |
| Low |
11,747.5 |
11,718.0 |
-29.5 |
-0.3% |
11,460.0 |
| Close |
11,771.0 |
11,797.0 |
26.0 |
0.2% |
11,660.0 |
| Range |
53.5 |
128.0 |
74.5 |
139.3% |
257.5 |
| ATR |
117.7 |
118.5 |
0.7 |
0.6% |
0.0 |
| Volume |
73,403 |
68,294 |
-5,109 |
-7.0% |
402,151 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,171.0 |
12,112.0 |
11,867.4 |
|
| R3 |
12,043.0 |
11,984.0 |
11,832.2 |
|
| R2 |
11,915.0 |
11,915.0 |
11,820.5 |
|
| R1 |
11,856.0 |
11,856.0 |
11,808.7 |
11,821.5 |
| PP |
11,787.0 |
11,787.0 |
11,787.0 |
11,769.8 |
| S1 |
11,728.0 |
11,728.0 |
11,785.3 |
11,693.5 |
| S2 |
11,659.0 |
11,659.0 |
11,773.5 |
|
| S3 |
11,531.0 |
11,600.0 |
11,761.8 |
|
| S4 |
11,403.0 |
11,472.0 |
11,726.6 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,385.0 |
12,280.0 |
11,801.6 |
|
| R3 |
12,127.5 |
12,022.5 |
11,730.8 |
|
| R2 |
11,870.0 |
11,870.0 |
11,707.2 |
|
| R1 |
11,765.0 |
11,765.0 |
11,683.6 |
11,817.5 |
| PP |
11,612.5 |
11,612.5 |
11,612.5 |
11,638.8 |
| S1 |
11,507.5 |
11,507.5 |
11,636.4 |
11,560.0 |
| S2 |
11,355.0 |
11,355.0 |
11,612.8 |
|
| S3 |
11,097.5 |
11,250.0 |
11,589.2 |
|
| S4 |
10,840.0 |
10,992.5 |
11,518.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,846.0 |
11,541.5 |
304.5 |
2.6% |
104.2 |
0.9% |
84% |
True |
False |
69,489 |
| 10 |
11,846.0 |
11,460.0 |
386.0 |
3.3% |
114.0 |
1.0% |
87% |
True |
False |
74,504 |
| 20 |
11,895.0 |
11,460.0 |
435.0 |
3.7% |
114.5 |
1.0% |
77% |
False |
False |
77,351 |
| 40 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
103.9 |
0.9% |
80% |
False |
False |
67,091 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.7% |
111.7 |
0.9% |
93% |
False |
False |
52,153 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
121.4 |
1.0% |
95% |
False |
False |
39,178 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
15.9% |
124.8 |
1.1% |
95% |
False |
False |
31,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,390.0 |
|
2.618 |
12,181.1 |
|
1.618 |
12,053.1 |
|
1.000 |
11,974.0 |
|
0.618 |
11,925.1 |
|
HIGH |
11,846.0 |
|
0.618 |
11,797.1 |
|
0.500 |
11,782.0 |
|
0.382 |
11,766.9 |
|
LOW |
11,718.0 |
|
0.618 |
11,638.9 |
|
1.000 |
11,590.0 |
|
1.618 |
11,510.9 |
|
2.618 |
11,382.9 |
|
4.250 |
11,174.0 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,792.0 |
11,783.0 |
| PP |
11,787.0 |
11,769.0 |
| S1 |
11,782.0 |
11,755.0 |
|