| 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 |
232.56 |
233.45 |
0.89 |
0.4% |
228.87 |
| High |
233.71 |
235.14 |
1.43 |
0.6% |
231.77 |
| Low |
232.16 |
233.39 |
1.23 |
0.5% |
228.31 |
| Close |
233.70 |
234.92 |
1.22 |
0.5% |
231.51 |
| Range |
1.55 |
1.75 |
0.20 |
12.9% |
3.46 |
| ATR |
1.42 |
1.44 |
0.02 |
1.7% |
0.00 |
| Volume |
71,108,896 |
86,785,800 |
15,676,904 |
22.0% |
299,258,400 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
239.73 |
239.08 |
235.88 |
|
| R3 |
237.98 |
237.33 |
235.40 |
|
| R2 |
236.23 |
236.23 |
235.24 |
|
| R1 |
235.58 |
235.58 |
235.08 |
235.91 |
| PP |
234.48 |
234.48 |
234.48 |
234.65 |
| S1 |
233.83 |
233.83 |
234.76 |
234.16 |
| S2 |
232.73 |
232.73 |
234.60 |
|
| S3 |
230.98 |
232.08 |
234.44 |
|
| S4 |
229.23 |
230.33 |
233.96 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
240.91 |
239.67 |
233.41 |
|
| R3 |
237.45 |
236.21 |
232.46 |
|
| R2 |
233.99 |
233.99 |
232.14 |
|
| R1 |
232.75 |
232.75 |
231.83 |
233.37 |
| PP |
230.53 |
230.53 |
230.53 |
230.84 |
| S1 |
229.29 |
229.29 |
231.19 |
229.91 |
| S2 |
227.07 |
227.07 |
230.88 |
|
| S3 |
223.61 |
225.83 |
230.56 |
|
| S4 |
220.15 |
222.37 |
229.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
235.14 |
229.52 |
5.62 |
2.4% |
1.38 |
0.6% |
96% |
True |
False |
69,009,539 |
| 10 |
235.14 |
226.82 |
8.32 |
3.5% |
1.21 |
0.5% |
97% |
True |
False |
66,255,570 |
| 20 |
235.14 |
225.27 |
9.87 |
4.2% |
1.28 |
0.5% |
98% |
True |
False |
73,390,245 |
| 40 |
235.14 |
222.73 |
12.41 |
5.3% |
1.24 |
0.5% |
98% |
True |
False |
70,738,715 |
| 60 |
235.14 |
218.29 |
16.85 |
7.2% |
1.29 |
0.5% |
99% |
True |
False |
77,105,513 |
| 80 |
235.14 |
208.38 |
26.76 |
11.4% |
1.42 |
0.6% |
99% |
True |
False |
83,630,157 |
| 100 |
235.14 |
208.38 |
26.76 |
11.4% |
1.46 |
0.6% |
99% |
True |
False |
84,199,098 |
| 120 |
235.14 |
208.38 |
26.76 |
11.4% |
1.53 |
0.6% |
99% |
True |
False |
87,952,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
242.58 |
|
2.618 |
239.72 |
|
1.618 |
237.97 |
|
1.000 |
236.89 |
|
0.618 |
236.22 |
|
HIGH |
235.14 |
|
0.618 |
234.47 |
|
0.500 |
234.27 |
|
0.382 |
234.06 |
|
LOW |
233.39 |
|
0.618 |
232.31 |
|
1.000 |
231.64 |
|
1.618 |
230.56 |
|
2.618 |
228.81 |
|
4.250 |
225.95 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
234.70 |
234.48 |
| PP |
234.48 |
234.04 |
| S1 |
234.27 |
233.60 |
|