Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
19,200 |
19,605 |
405 |
2.1% |
19,140 |
High |
19,635 |
19,685 |
50 |
0.3% |
19,495 |
Low |
19,175 |
19,550 |
375 |
2.0% |
19,095 |
Close |
19,575 |
19,565 |
-10 |
-0.1% |
19,170 |
Range |
460 |
135 |
-325 |
-70.7% |
400 |
ATR |
286 |
276 |
-11 |
-3.8% |
0 |
Volume |
22,680 |
11,550 |
-11,130 |
-49.1% |
49,355 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,005 |
19,920 |
19,639 |
|
R3 |
19,870 |
19,785 |
19,602 |
|
R2 |
19,735 |
19,735 |
19,590 |
|
R1 |
19,650 |
19,650 |
19,578 |
19,625 |
PP |
19,600 |
19,600 |
19,600 |
19,588 |
S1 |
19,515 |
19,515 |
19,553 |
19,490 |
S2 |
19,465 |
19,465 |
19,540 |
|
S3 |
19,330 |
19,380 |
19,528 |
|
S4 |
19,195 |
19,245 |
19,491 |
|
|
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 |
19,685 |
19,005 |
680 |
3.5% |
281 |
1.4% |
82% |
True |
False |
14,115 |
10 |
19,685 |
19,005 |
680 |
3.5% |
273 |
1.4% |
82% |
True |
False |
13,684 |
20 |
19,685 |
18,825 |
860 |
4.4% |
263 |
1.3% |
86% |
True |
False |
13,585 |
40 |
19,745 |
18,680 |
1,065 |
5.4% |
297 |
1.5% |
83% |
False |
False |
14,083 |
60 |
19,745 |
18,275 |
1,470 |
7.5% |
282 |
1.4% |
88% |
False |
False |
12,945 |
80 |
19,745 |
16,190 |
3,555 |
18.2% |
286 |
1.5% |
95% |
False |
False |
9,746 |
100 |
19,745 |
16,190 |
3,555 |
18.2% |
260 |
1.3% |
95% |
False |
False |
7,797 |
120 |
19,745 |
16,190 |
3,555 |
18.2% |
245 |
1.3% |
95% |
False |
False |
6,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,259 |
2.618 |
20,039 |
1.618 |
19,904 |
1.000 |
19,820 |
0.618 |
19,769 |
HIGH |
19,685 |
0.618 |
19,634 |
0.500 |
19,618 |
0.382 |
19,602 |
LOW |
19,550 |
0.618 |
19,467 |
1.000 |
19,415 |
1.618 |
19,332 |
2.618 |
19,197 |
4.250 |
18,976 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
19,618 |
19,497 |
PP |
19,600 |
19,428 |
S1 |
19,583 |
19,360 |
|