Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3,392.0 |
3,376.0 |
-16.0 |
-0.5% |
3,317.0 |
High |
3,400.0 |
3,415.0 |
15.0 |
0.4% |
3,415.0 |
Low |
3,375.0 |
3,369.0 |
-6.0 |
-0.2% |
3,300.0 |
Close |
3,386.0 |
3,404.0 |
18.0 |
0.5% |
3,404.0 |
Range |
25.0 |
46.0 |
21.0 |
84.0% |
115.0 |
ATR |
39.3 |
39.8 |
0.5 |
1.2% |
0.0 |
Volume |
1,224,534 |
860,551 |
-363,983 |
-29.7% |
5,441,584 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,534.0 |
3,515.0 |
3,429.3 |
|
R3 |
3,488.0 |
3,469.0 |
3,416.7 |
|
R2 |
3,442.0 |
3,442.0 |
3,412.4 |
|
R1 |
3,423.0 |
3,423.0 |
3,408.2 |
3,432.5 |
PP |
3,396.0 |
3,396.0 |
3,396.0 |
3,400.8 |
S1 |
3,377.0 |
3,377.0 |
3,399.8 |
3,386.5 |
S2 |
3,350.0 |
3,350.0 |
3,395.6 |
|
S3 |
3,304.0 |
3,331.0 |
3,391.4 |
|
S4 |
3,258.0 |
3,285.0 |
3,378.7 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,718.0 |
3,676.0 |
3,467.3 |
|
R3 |
3,603.0 |
3,561.0 |
3,435.6 |
|
R2 |
3,488.0 |
3,488.0 |
3,425.1 |
|
R1 |
3,446.0 |
3,446.0 |
3,414.5 |
3,467.0 |
PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,383.5 |
S1 |
3,331.0 |
3,331.0 |
3,393.5 |
3,352.0 |
S2 |
3,258.0 |
3,258.0 |
3,382.9 |
|
S3 |
3,143.0 |
3,216.0 |
3,372.4 |
|
S4 |
3,028.0 |
3,101.0 |
3,340.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,415.0 |
3,300.0 |
115.0 |
3.4% |
38.6 |
1.1% |
90% |
True |
False |
1,088,316 |
10 |
3,415.0 |
3,279.0 |
136.0 |
4.0% |
39.2 |
1.2% |
92% |
True |
False |
1,017,951 |
20 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
39.8 |
1.2% |
95% |
True |
False |
1,008,565 |
40 |
3,415.0 |
3,200.0 |
215.0 |
6.3% |
38.8 |
1.1% |
95% |
True |
False |
961,150 |
60 |
3,415.0 |
3,108.0 |
307.0 |
9.0% |
37.2 |
1.1% |
96% |
True |
False |
899,631 |
80 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
40.4 |
1.2% |
98% |
True |
False |
682,675 |
100 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.7 |
1.1% |
98% |
True |
False |
548,688 |
120 |
3,415.0 |
2,868.0 |
547.0 |
16.1% |
38.9 |
1.1% |
98% |
True |
False |
457,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.5 |
2.618 |
3,535.4 |
1.618 |
3,489.4 |
1.000 |
3,461.0 |
0.618 |
3,443.4 |
HIGH |
3,415.0 |
0.618 |
3,397.4 |
0.500 |
3,392.0 |
0.382 |
3,386.6 |
LOW |
3,369.0 |
0.618 |
3,340.6 |
1.000 |
3,323.0 |
1.618 |
3,294.6 |
2.618 |
3,248.6 |
4.250 |
3,173.5 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,400.0 |
3,393.0 |
PP |
3,396.0 |
3,382.0 |
S1 |
3,392.0 |
3,371.0 |
|