Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,317.0 |
3,319.0 |
2.0 |
0.1% |
3,315.0 |
High |
3,325.0 |
3,325.0 |
0.0 |
0.0% |
3,354.0 |
Low |
3,300.0 |
3,300.0 |
0.0 |
0.0% |
3,279.0 |
Close |
3,311.0 |
3,324.0 |
13.0 |
0.4% |
3,307.0 |
Range |
25.0 |
25.0 |
0.0 |
0.0% |
75.0 |
ATR |
38.7 |
37.7 |
-1.0 |
-2.5% |
0.0 |
Volume |
1,003,323 |
1,388,496 |
385,173 |
38.4% |
4,230,107 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,391.3 |
3,382.7 |
3,337.8 |
|
R3 |
3,366.3 |
3,357.7 |
3,330.9 |
|
R2 |
3,341.3 |
3,341.3 |
3,328.6 |
|
R1 |
3,332.7 |
3,332.7 |
3,326.3 |
3,337.0 |
PP |
3,316.3 |
3,316.3 |
3,316.3 |
3,318.5 |
S1 |
3,307.7 |
3,307.7 |
3,321.7 |
3,312.0 |
S2 |
3,291.3 |
3,291.3 |
3,319.4 |
|
S3 |
3,266.3 |
3,282.7 |
3,317.1 |
|
S4 |
3,241.3 |
3,257.7 |
3,310.3 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.3 |
3,497.7 |
3,348.3 |
|
R3 |
3,463.3 |
3,422.7 |
3,327.6 |
|
R2 |
3,388.3 |
3,388.3 |
3,320.8 |
|
R1 |
3,347.7 |
3,347.7 |
3,313.9 |
3,330.5 |
PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,304.8 |
S1 |
3,272.7 |
3,272.7 |
3,300.1 |
3,255.5 |
S2 |
3,238.3 |
3,238.3 |
3,293.3 |
|
S3 |
3,163.3 |
3,197.7 |
3,286.4 |
|
S4 |
3,088.3 |
3,122.7 |
3,265.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,354.0 |
3,279.0 |
75.0 |
2.3% |
32.6 |
1.0% |
60% |
False |
False |
1,118,662 |
10 |
3,354.0 |
3,279.0 |
75.0 |
2.3% |
33.3 |
1.0% |
60% |
False |
False |
1,024,993 |
20 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
37.7 |
1.1% |
81% |
False |
False |
1,005,351 |
40 |
3,354.0 |
3,200.0 |
154.0 |
4.6% |
37.7 |
1.1% |
81% |
False |
False |
951,885 |
60 |
3,354.0 |
2,962.0 |
392.0 |
11.8% |
38.3 |
1.2% |
92% |
False |
False |
854,082 |
80 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
39.8 |
1.2% |
94% |
False |
False |
645,149 |
100 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
38.6 |
1.2% |
94% |
False |
False |
518,292 |
120 |
3,354.0 |
2,868.0 |
486.0 |
14.6% |
39.0 |
1.2% |
94% |
False |
False |
432,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,431.3 |
2.618 |
3,390.5 |
1.618 |
3,365.5 |
1.000 |
3,350.0 |
0.618 |
3,340.5 |
HIGH |
3,325.0 |
0.618 |
3,315.5 |
0.500 |
3,312.5 |
0.382 |
3,309.6 |
LOW |
3,300.0 |
0.618 |
3,284.6 |
1.000 |
3,275.0 |
1.618 |
3,259.6 |
2.618 |
3,234.6 |
4.250 |
3,193.8 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,320.2 |
3,317.8 |
PP |
3,316.3 |
3,311.7 |
S1 |
3,312.5 |
3,305.5 |
|