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 |
20,784 |
20,777 |
-7 |
0.0% |
20,583 |
High |
20,799 |
20,834 |
35 |
0.2% |
20,817 |
Low |
20,695 |
20,748 |
53 |
0.3% |
20,568 |
Close |
20,787 |
20,813 |
26 |
0.1% |
20,787 |
Range |
104 |
86 |
-18 |
-17.3% |
249 |
ATR |
129 |
126 |
-3 |
-2.4% |
0 |
Volume |
138,230 |
122,654 |
-15,576 |
-11.3% |
544,859 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,056 |
21,021 |
20,860 |
|
R3 |
20,970 |
20,935 |
20,837 |
|
R2 |
20,884 |
20,884 |
20,829 |
|
R1 |
20,849 |
20,849 |
20,821 |
20,867 |
PP |
20,798 |
20,798 |
20,798 |
20,807 |
S1 |
20,763 |
20,763 |
20,805 |
20,781 |
S2 |
20,712 |
20,712 |
20,797 |
|
S3 |
20,626 |
20,677 |
20,789 |
|
S4 |
20,540 |
20,591 |
20,766 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,471 |
21,378 |
20,924 |
|
R3 |
21,222 |
21,129 |
20,856 |
|
R2 |
20,973 |
20,973 |
20,833 |
|
R1 |
20,880 |
20,880 |
20,810 |
20,927 |
PP |
20,724 |
20,724 |
20,724 |
20,747 |
S1 |
20,631 |
20,631 |
20,764 |
20,678 |
S2 |
20,475 |
20,475 |
20,741 |
|
S3 |
20,226 |
20,382 |
20,719 |
|
S4 |
19,977 |
20,133 |
20,650 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,834 |
20,568 |
266 |
1.3% |
111 |
0.5% |
92% |
True |
False |
133,502 |
10 |
20,834 |
20,226 |
608 |
2.9% |
123 |
0.6% |
97% |
True |
False |
128,773 |
20 |
20,834 |
19,713 |
1,121 |
5.4% |
133 |
0.6% |
98% |
True |
False |
126,169 |
40 |
20,834 |
19,607 |
1,227 |
5.9% |
132 |
0.6% |
98% |
True |
False |
123,369 |
60 |
20,834 |
19,001 |
1,833 |
8.8% |
130 |
0.6% |
99% |
True |
False |
107,461 |
80 |
20,834 |
17,360 |
3,474 |
16.7% |
143 |
0.7% |
99% |
True |
False |
80,745 |
100 |
20,834 |
17,360 |
3,474 |
16.7% |
144 |
0.7% |
99% |
True |
False |
64,620 |
120 |
20,834 |
17,360 |
3,474 |
16.7% |
147 |
0.7% |
99% |
True |
False |
53,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,200 |
2.618 |
21,059 |
1.618 |
20,973 |
1.000 |
20,920 |
0.618 |
20,887 |
HIGH |
20,834 |
0.618 |
20,801 |
0.500 |
20,791 |
0.382 |
20,781 |
LOW |
20,748 |
0.618 |
20,695 |
1.000 |
20,662 |
1.618 |
20,609 |
2.618 |
20,523 |
4.250 |
20,383 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
20,806 |
20,797 |
PP |
20,798 |
20,781 |
S1 |
20,791 |
20,765 |
|