| 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 |
20,211.23 |
20,338.54 |
127.31 |
0.6% |
20,025.61 |
| High |
20,298.21 |
20,441.48 |
143.27 |
0.7% |
20,298.21 |
| Low |
20,204.76 |
20,322.95 |
118.19 |
0.6% |
20,002.81 |
| Close |
20,269.37 |
20,412.16 |
142.79 |
0.7% |
20,269.37 |
| Range |
93.45 |
118.53 |
25.08 |
26.8% |
295.40 |
| ATR |
123.63 |
127.09 |
3.46 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,747.79 |
20,698.50 |
20,477.35 |
|
| R3 |
20,629.26 |
20,579.97 |
20,444.76 |
|
| R2 |
20,510.73 |
20,510.73 |
20,433.89 |
|
| R1 |
20,461.44 |
20,461.44 |
20,423.03 |
20,486.09 |
| PP |
20,392.20 |
20,392.20 |
20,392.20 |
20,404.52 |
| S1 |
20,342.91 |
20,342.91 |
20,401.29 |
20,367.56 |
| S2 |
20,273.67 |
20,273.67 |
20,390.43 |
|
| S3 |
20,155.14 |
20,224.38 |
20,379.56 |
|
| S4 |
20,036.61 |
20,105.85 |
20,346.97 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,076.33 |
20,968.25 |
20,431.84 |
|
| R3 |
20,780.93 |
20,672.85 |
20,350.61 |
|
| R2 |
20,485.53 |
20,485.53 |
20,323.53 |
|
| R1 |
20,377.45 |
20,377.45 |
20,296.45 |
20,431.49 |
| PP |
20,190.13 |
20,190.13 |
20,190.13 |
20,217.15 |
| S1 |
20,082.05 |
20,082.05 |
20,242.29 |
20,136.09 |
| S2 |
19,894.73 |
19,894.73 |
20,215.21 |
|
| S3 |
19,599.33 |
19,786.65 |
20,188.14 |
|
| S4 |
19,303.93 |
19,491.25 |
20,106.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,441.48 |
20,015.33 |
426.15 |
2.1% |
99.25 |
0.5% |
93% |
True |
False |
|
| 10 |
20,441.48 |
19,784.77 |
656.71 |
3.2% |
105.24 |
0.5% |
96% |
True |
False |
|
| 20 |
20,441.48 |
19,677.94 |
763.54 |
3.7% |
104.58 |
0.5% |
96% |
True |
False |
|
| 40 |
20,441.48 |
19,677.94 |
763.54 |
3.7% |
103.92 |
0.5% |
96% |
True |
False |
|
| 60 |
20,441.48 |
18,825.89 |
1,615.59 |
7.9% |
103.41 |
0.5% |
98% |
True |
False |
|
| 80 |
20,441.48 |
17,883.56 |
2,557.92 |
12.5% |
115.63 |
0.6% |
99% |
True |
False |
|
| 100 |
20,441.48 |
17,883.56 |
2,557.92 |
12.5% |
122.79 |
0.6% |
99% |
True |
False |
|
| 120 |
20,441.48 |
17,883.56 |
2,557.92 |
12.5% |
127.23 |
0.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,945.23 |
|
2.618 |
20,751.79 |
|
1.618 |
20,633.26 |
|
1.000 |
20,560.01 |
|
0.618 |
20,514.73 |
|
HIGH |
20,441.48 |
|
0.618 |
20,396.20 |
|
0.500 |
20,382.22 |
|
0.382 |
20,368.23 |
|
LOW |
20,322.95 |
|
0.618 |
20,249.70 |
|
1.000 |
20,204.42 |
|
1.618 |
20,131.17 |
|
2.618 |
20,012.64 |
|
4.250 |
19,819.20 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,402.18 |
20,358.64 |
| PP |
20,392.20 |
20,305.12 |
| S1 |
20,382.22 |
20,251.61 |
|