Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
19,285 |
19,170 |
-115 |
-0.6% |
19,140 |
High |
19,430 |
19,235 |
-195 |
-1.0% |
19,495 |
Low |
19,095 |
19,005 |
-90 |
-0.5% |
19,095 |
Close |
19,170 |
19,205 |
35 |
0.2% |
19,170 |
Range |
335 |
230 |
-105 |
-31.3% |
400 |
ATR |
279 |
275 |
-3 |
-1.2% |
0 |
Volume |
12,123 |
12,503 |
380 |
3.1% |
49,355 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,838 |
19,752 |
19,332 |
|
R3 |
19,608 |
19,522 |
19,268 |
|
R2 |
19,378 |
19,378 |
19,247 |
|
R1 |
19,292 |
19,292 |
19,226 |
19,335 |
PP |
19,148 |
19,148 |
19,148 |
19,170 |
S1 |
19,062 |
19,062 |
19,184 |
19,105 |
S2 |
18,918 |
18,918 |
19,163 |
|
S3 |
18,688 |
18,832 |
19,142 |
|
S4 |
18,458 |
18,602 |
19,079 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,453 |
20,212 |
19,390 |
|
R3 |
20,053 |
19,812 |
19,280 |
|
R2 |
19,653 |
19,653 |
19,243 |
|
R1 |
19,412 |
19,412 |
19,207 |
19,533 |
PP |
19,253 |
19,253 |
19,253 |
19,314 |
S1 |
19,012 |
19,012 |
19,133 |
19,133 |
S2 |
18,853 |
18,853 |
19,097 |
|
S3 |
18,453 |
18,612 |
19,060 |
|
S4 |
18,053 |
18,212 |
18,950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,495 |
19,005 |
490 |
2.6% |
257 |
1.3% |
41% |
False |
True |
12,371 |
10 |
19,555 |
19,005 |
550 |
2.9% |
250 |
1.3% |
36% |
False |
True |
12,844 |
20 |
19,555 |
18,825 |
730 |
3.8% |
277 |
1.4% |
52% |
False |
False |
14,019 |
40 |
19,745 |
18,680 |
1,065 |
5.5% |
299 |
1.6% |
49% |
False |
False |
13,678 |
60 |
19,745 |
18,275 |
1,470 |
7.7% |
284 |
1.5% |
63% |
False |
False |
12,207 |
80 |
19,745 |
16,190 |
3,555 |
18.5% |
286 |
1.5% |
85% |
False |
False |
9,171 |
100 |
19,745 |
16,190 |
3,555 |
18.5% |
255 |
1.3% |
85% |
False |
False |
7,338 |
120 |
19,745 |
16,190 |
3,555 |
18.5% |
238 |
1.2% |
85% |
False |
False |
6,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,213 |
2.618 |
19,837 |
1.618 |
19,607 |
1.000 |
19,465 |
0.618 |
19,377 |
HIGH |
19,235 |
0.618 |
19,147 |
0.500 |
19,120 |
0.382 |
19,093 |
LOW |
19,005 |
0.618 |
18,863 |
1.000 |
18,775 |
1.618 |
18,633 |
2.618 |
18,403 |
4.250 |
18,028 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
19,177 |
19,218 |
PP |
19,148 |
19,213 |
S1 |
19,120 |
19,209 |
|