Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,319.0 |
3,329.0 |
10.0 |
0.3% |
3,315.0 |
High |
3,325.0 |
3,399.0 |
74.0 |
2.2% |
3,354.0 |
Low |
3,300.0 |
3,327.0 |
27.0 |
0.8% |
3,279.0 |
Close |
3,324.0 |
3,387.0 |
63.0 |
1.9% |
3,307.0 |
Range |
25.0 |
72.0 |
47.0 |
188.0% |
75.0 |
ATR |
37.7 |
40.4 |
2.7 |
7.1% |
0.0 |
Volume |
1,388,496 |
964,680 |
-423,816 |
-30.5% |
4,230,107 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.0 |
3,559.0 |
3,426.6 |
|
R3 |
3,515.0 |
3,487.0 |
3,406.8 |
|
R2 |
3,443.0 |
3,443.0 |
3,400.2 |
|
R1 |
3,415.0 |
3,415.0 |
3,393.6 |
3,429.0 |
PP |
3,371.0 |
3,371.0 |
3,371.0 |
3,378.0 |
S1 |
3,343.0 |
3,343.0 |
3,380.4 |
3,357.0 |
S2 |
3,299.0 |
3,299.0 |
3,373.8 |
|
S3 |
3,227.0 |
3,271.0 |
3,367.2 |
|
S4 |
3,155.0 |
3,199.0 |
3,347.4 |
|
|
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 |
3,399.0 |
3,279.0 |
120.0 |
3.5% |
40.2 |
1.2% |
90% |
True |
False |
1,107,283 |
10 |
3,399.0 |
3,279.0 |
120.0 |
3.5% |
38.1 |
1.1% |
90% |
True |
False |
1,028,530 |
20 |
3,399.0 |
3,200.0 |
199.0 |
5.9% |
38.6 |
1.1% |
94% |
True |
False |
989,143 |
40 |
3,399.0 |
3,200.0 |
199.0 |
5.9% |
38.4 |
1.1% |
94% |
True |
False |
950,799 |
60 |
3,399.0 |
2,962.0 |
437.0 |
12.9% |
38.8 |
1.1% |
97% |
True |
False |
869,208 |
80 |
3,399.0 |
2,868.0 |
531.0 |
15.7% |
40.3 |
1.2% |
98% |
True |
False |
657,058 |
100 |
3,399.0 |
2,868.0 |
531.0 |
15.7% |
38.9 |
1.1% |
98% |
True |
False |
527,938 |
120 |
3,399.0 |
2,868.0 |
531.0 |
15.7% |
39.1 |
1.2% |
98% |
True |
False |
440,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,705.0 |
2.618 |
3,587.5 |
1.618 |
3,515.5 |
1.000 |
3,471.0 |
0.618 |
3,443.5 |
HIGH |
3,399.0 |
0.618 |
3,371.5 |
0.500 |
3,363.0 |
0.382 |
3,354.5 |
LOW |
3,327.0 |
0.618 |
3,282.5 |
1.000 |
3,255.0 |
1.618 |
3,210.5 |
2.618 |
3,138.5 |
4.250 |
3,021.0 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,379.0 |
3,374.5 |
PP |
3,371.0 |
3,362.0 |
S1 |
3,363.0 |
3,349.5 |
|