| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
2,355.73 |
2,365.23 |
9.50 |
0.4% |
2,354.91 |
| High |
2,367.34 |
2,371.54 |
4.20 |
0.2% |
2,368.26 |
| Low |
2,352.87 |
2,361.87 |
9.00 |
0.4% |
2,352.87 |
| Close |
2,367.34 |
2,369.75 |
2.41 |
0.1% |
2,367.34 |
| Range |
14.47 |
9.67 |
-4.80 |
-33.2% |
15.39 |
| ATR |
13.55 |
13.27 |
-0.28 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.73 |
2,392.91 |
2,375.07 |
|
| R3 |
2,387.06 |
2,383.24 |
2,372.41 |
|
| R2 |
2,377.39 |
2,377.39 |
2,371.52 |
|
| R1 |
2,373.57 |
2,373.57 |
2,370.64 |
2,375.48 |
| PP |
2,367.72 |
2,367.72 |
2,367.72 |
2,368.68 |
| S1 |
2,363.90 |
2,363.90 |
2,368.86 |
2,365.81 |
| S2 |
2,358.05 |
2,358.05 |
2,367.98 |
|
| S3 |
2,348.38 |
2,354.23 |
2,367.09 |
|
| S4 |
2,338.71 |
2,344.56 |
2,364.43 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.99 |
2,403.56 |
2,375.80 |
|
| R3 |
2,393.60 |
2,388.17 |
2,371.57 |
|
| R2 |
2,378.21 |
2,378.21 |
2,370.16 |
|
| R1 |
2,372.78 |
2,372.78 |
2,368.75 |
2,375.50 |
| PP |
2,362.82 |
2,362.82 |
2,362.82 |
2,364.18 |
| S1 |
2,357.39 |
2,357.39 |
2,365.93 |
2,360.11 |
| S2 |
2,347.43 |
2,347.43 |
2,364.52 |
|
| S3 |
2,332.04 |
2,342.00 |
2,363.11 |
|
| S4 |
2,316.65 |
2,326.61 |
2,358.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,371.54 |
2,352.87 |
18.67 |
0.8% |
11.12 |
0.5% |
90% |
True |
False |
|
| 10 |
2,371.54 |
2,321.42 |
50.12 |
2.1% |
12.17 |
0.5% |
96% |
True |
False |
|
| 20 |
2,371.54 |
2,267.21 |
104.33 |
4.4% |
12.05 |
0.5% |
98% |
True |
False |
|
| 40 |
2,371.54 |
2,233.62 |
137.92 |
5.8% |
12.33 |
0.5% |
99% |
True |
False |
|
| 60 |
2,371.54 |
2,187.44 |
184.10 |
7.8% |
12.67 |
0.5% |
99% |
True |
False |
|
| 80 |
2,371.54 |
2,083.79 |
287.75 |
12.1% |
13.86 |
0.6% |
99% |
True |
False |
|
| 100 |
2,371.54 |
2,083.79 |
287.75 |
12.1% |
13.99 |
0.6% |
99% |
True |
False |
|
| 120 |
2,371.54 |
2,083.79 |
287.75 |
12.1% |
14.92 |
0.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.64 |
|
2.618 |
2,396.86 |
|
1.618 |
2,387.19 |
|
1.000 |
2,381.21 |
|
0.618 |
2,377.52 |
|
HIGH |
2,371.54 |
|
0.618 |
2,367.85 |
|
0.500 |
2,366.71 |
|
0.382 |
2,365.56 |
|
LOW |
2,361.87 |
|
0.618 |
2,355.89 |
|
1.000 |
2,352.20 |
|
1.618 |
2,346.22 |
|
2.618 |
2,336.55 |
|
4.250 |
2,320.77 |
|
|