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 |
20,836 |
21,074 |
238 |
1.1% |
20,583 |
High |
21,162 |
21,130 |
-32 |
-0.2% |
20,817 |
Low |
20,810 |
20,972 |
162 |
0.8% |
20,568 |
Close |
21,091 |
21,006 |
-85 |
-0.4% |
20,787 |
Range |
352 |
158 |
-194 |
-55.1% |
249 |
ATR |
138 |
140 |
1 |
1.0% |
0 |
Volume |
204,334 |
151,866 |
-52,468 |
-25.7% |
544,859 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,510 |
21,416 |
21,093 |
|
R3 |
21,352 |
21,258 |
21,050 |
|
R2 |
21,194 |
21,194 |
21,035 |
|
R1 |
21,100 |
21,100 |
21,021 |
21,068 |
PP |
21,036 |
21,036 |
21,036 |
21,020 |
S1 |
20,942 |
20,942 |
20,992 |
20,910 |
S2 |
20,878 |
20,878 |
20,977 |
|
S3 |
20,720 |
20,784 |
20,963 |
|
S4 |
20,562 |
20,626 |
20,919 |
|
|
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 |
21,162 |
20,695 |
467 |
2.2% |
153 |
0.7% |
67% |
False |
False |
146,065 |
10 |
21,162 |
20,506 |
656 |
3.1% |
132 |
0.6% |
76% |
False |
False |
139,712 |
20 |
21,162 |
19,735 |
1,427 |
6.8% |
137 |
0.7% |
89% |
False |
False |
128,056 |
40 |
21,162 |
19,607 |
1,555 |
7.4% |
136 |
0.6% |
90% |
False |
False |
126,412 |
60 |
21,162 |
19,001 |
2,161 |
10.3% |
135 |
0.6% |
93% |
False |
False |
115,256 |
80 |
21,162 |
17,360 |
3,802 |
18.1% |
145 |
0.7% |
96% |
False |
False |
86,605 |
100 |
21,162 |
17,360 |
3,802 |
18.1% |
145 |
0.7% |
96% |
False |
False |
69,312 |
120 |
21,162 |
17,360 |
3,802 |
18.1% |
151 |
0.7% |
96% |
False |
False |
57,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,802 |
2.618 |
21,544 |
1.618 |
21,386 |
1.000 |
21,288 |
0.618 |
21,228 |
HIGH |
21,130 |
0.618 |
21,070 |
0.500 |
21,051 |
0.382 |
21,032 |
LOW |
20,972 |
0.618 |
20,874 |
1.000 |
20,814 |
1.618 |
20,716 |
2.618 |
20,558 |
4.250 |
20,301 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
21,051 |
20,993 |
PP |
21,036 |
20,979 |
S1 |
21,021 |
20,966 |
|