| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
11,810.0 |
11,781.0 |
-29.0 |
-0.2% |
11,647.0 |
| High |
11,846.0 |
11,811.5 |
-34.5 |
-0.3% |
11,717.5 |
| Low |
11,718.0 |
11,723.5 |
5.5 |
0.0% |
11,460.0 |
| Close |
11,797.0 |
11,743.0 |
-54.0 |
-0.5% |
11,660.0 |
| Range |
128.0 |
88.0 |
-40.0 |
-31.3% |
257.5 |
| ATR |
118.5 |
116.3 |
-2.2 |
-1.8% |
0.0 |
| Volume |
68,294 |
80,363 |
12,069 |
17.7% |
402,151 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,023.3 |
11,971.2 |
11,791.4 |
|
| R3 |
11,935.3 |
11,883.2 |
11,767.2 |
|
| R2 |
11,847.3 |
11,847.3 |
11,759.1 |
|
| R1 |
11,795.2 |
11,795.2 |
11,751.1 |
11,777.3 |
| PP |
11,759.3 |
11,759.3 |
11,759.3 |
11,750.4 |
| S1 |
11,707.2 |
11,707.2 |
11,734.9 |
11,689.3 |
| S2 |
11,671.3 |
11,671.3 |
11,726.9 |
|
| S3 |
11,583.3 |
11,619.2 |
11,718.8 |
|
| S4 |
11,495.3 |
11,531.2 |
11,694.6 |
|
|
| 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 |
11,639.5 |
206.5 |
1.8% |
98.5 |
0.8% |
50% |
False |
False |
71,211 |
| 10 |
11,846.0 |
11,460.0 |
386.0 |
3.3% |
114.9 |
1.0% |
73% |
False |
False |
75,627 |
| 20 |
11,895.0 |
11,460.0 |
435.0 |
3.7% |
114.6 |
1.0% |
65% |
False |
False |
77,570 |
| 40 |
11,895.0 |
11,402.5 |
492.5 |
4.2% |
104.4 |
0.9% |
69% |
False |
False |
67,971 |
| 60 |
11,895.0 |
10,398.0 |
1,497.0 |
12.7% |
111.9 |
1.0% |
90% |
False |
False |
53,486 |
| 80 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
121.5 |
1.0% |
92% |
False |
False |
40,182 |
| 100 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
124.4 |
1.1% |
92% |
False |
False |
32,178 |
| 120 |
11,895.0 |
10,021.5 |
1,873.5 |
16.0% |
117.7 |
1.0% |
92% |
False |
False |
26,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,185.5 |
|
2.618 |
12,041.9 |
|
1.618 |
11,953.9 |
|
1.000 |
11,899.5 |
|
0.618 |
11,865.9 |
|
HIGH |
11,811.5 |
|
0.618 |
11,777.9 |
|
0.500 |
11,767.5 |
|
0.382 |
11,757.1 |
|
LOW |
11,723.5 |
|
0.618 |
11,669.1 |
|
1.000 |
11,635.5 |
|
1.618 |
11,581.1 |
|
2.618 |
11,493.1 |
|
4.250 |
11,349.5 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,767.5 |
11,782.0 |
| PP |
11,759.3 |
11,769.0 |
| S1 |
11,751.2 |
11,756.0 |
|