| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,380.13 |
2,394.75 |
14.62 |
0.6% |
2,354.91 |
| High |
2,400.98 |
2,394.75 |
-6.23 |
-0.3% |
2,368.26 |
| Low |
2,380.13 |
2,380.17 |
0.04 |
0.0% |
2,352.87 |
| Close |
2,395.96 |
2,381.92 |
-14.04 |
-0.6% |
2,367.34 |
| Range |
20.85 |
14.58 |
-6.27 |
-30.1% |
15.39 |
| ATR |
14.82 |
14.89 |
0.07 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.35 |
2,420.22 |
2,389.94 |
|
| R3 |
2,414.77 |
2,405.64 |
2,385.93 |
|
| R2 |
2,400.19 |
2,400.19 |
2,384.59 |
|
| R1 |
2,391.06 |
2,391.06 |
2,383.26 |
2,388.34 |
| PP |
2,385.61 |
2,385.61 |
2,385.61 |
2,384.25 |
| S1 |
2,376.48 |
2,376.48 |
2,380.58 |
2,373.76 |
| S2 |
2,371.03 |
2,371.03 |
2,379.25 |
|
| S3 |
2,356.45 |
2,361.90 |
2,377.91 |
|
| S4 |
2,341.87 |
2,347.32 |
2,373.90 |
|
|
| 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 |
2,400.98 |
2,352.87 |
48.11 |
2.0% |
13.68 |
0.6% |
60% |
False |
False |
|
| 10 |
2,400.98 |
2,338.87 |
62.11 |
2.6% |
12.39 |
0.5% |
69% |
False |
False |
|
| 20 |
2,400.98 |
2,271.65 |
129.33 |
5.4% |
11.93 |
0.5% |
85% |
False |
False |
|
| 40 |
2,400.98 |
2,254.25 |
146.73 |
6.2% |
12.22 |
0.5% |
87% |
False |
False |
|
| 60 |
2,400.98 |
2,199.97 |
201.01 |
8.4% |
12.74 |
0.5% |
91% |
False |
False |
|
| 80 |
2,400.98 |
2,083.79 |
317.19 |
13.3% |
13.55 |
0.6% |
94% |
False |
False |
|
| 100 |
2,400.98 |
2,083.79 |
317.19 |
13.3% |
14.00 |
0.6% |
94% |
False |
False |
|
| 120 |
2,400.98 |
2,083.79 |
317.19 |
13.3% |
15.06 |
0.6% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.72 |
|
2.618 |
2,432.92 |
|
1.618 |
2,418.34 |
|
1.000 |
2,409.33 |
|
0.618 |
2,403.76 |
|
HIGH |
2,394.75 |
|
0.618 |
2,389.18 |
|
0.500 |
2,387.46 |
|
0.382 |
2,385.74 |
|
LOW |
2,380.17 |
|
0.618 |
2,371.16 |
|
1.000 |
2,365.59 |
|
1.618 |
2,356.58 |
|
2.618 |
2,342.00 |
|
4.250 |
2,318.21 |
|
|