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 |
5,329.25 |
5,340.00 |
10.75 |
0.2% |
5,323.50 |
High |
5,344.50 |
5,352.50 |
8.00 |
0.1% |
5,361.25 |
Low |
5,299.00 |
5,323.25 |
24.25 |
0.5% |
5,299.00 |
Close |
5,343.25 |
5,347.50 |
4.25 |
0.1% |
5,343.25 |
Range |
45.50 |
29.25 |
-16.25 |
-35.7% |
62.25 |
ATR |
39.11 |
38.41 |
-0.70 |
-1.8% |
0.00 |
Volume |
211,944 |
153,779 |
-58,165 |
-27.4% |
801,678 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,428.75 |
5,417.50 |
5,363.50 |
|
R3 |
5,399.50 |
5,388.25 |
5,355.50 |
|
R2 |
5,370.25 |
5,370.25 |
5,352.75 |
|
R1 |
5,359.00 |
5,359.00 |
5,350.25 |
5,364.50 |
PP |
5,341.00 |
5,341.00 |
5,341.00 |
5,344.00 |
S1 |
5,329.75 |
5,329.75 |
5,344.75 |
5,335.50 |
S2 |
5,311.75 |
5,311.75 |
5,342.25 |
|
S3 |
5,282.50 |
5,300.50 |
5,339.50 |
|
S4 |
5,253.25 |
5,271.25 |
5,331.50 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,521.25 |
5,494.50 |
5,377.50 |
|
R3 |
5,459.00 |
5,432.25 |
5,360.25 |
|
R2 |
5,396.75 |
5,396.75 |
5,354.75 |
|
R1 |
5,370.00 |
5,370.00 |
5,349.00 |
5,383.50 |
PP |
5,334.50 |
5,334.50 |
5,334.50 |
5,341.25 |
S1 |
5,307.75 |
5,307.75 |
5,337.50 |
5,321.00 |
S2 |
5,272.25 |
5,272.25 |
5,331.75 |
|
S3 |
5,210.00 |
5,245.50 |
5,326.25 |
|
S4 |
5,147.75 |
5,183.25 |
5,309.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,361.25 |
5,299.00 |
62.25 |
1.2% |
35.50 |
0.7% |
78% |
False |
False |
191,091 |
10 |
5,361.25 |
5,226.75 |
134.50 |
2.5% |
37.00 |
0.7% |
90% |
False |
False |
181,587 |
20 |
5,361.25 |
5,083.25 |
278.00 |
5.2% |
37.25 |
0.7% |
95% |
False |
False |
184,468 |
40 |
5,361.25 |
4,850.00 |
511.25 |
9.6% |
39.50 |
0.7% |
97% |
False |
False |
179,155 |
60 |
5,361.25 |
4,700.50 |
660.75 |
12.4% |
44.50 |
0.8% |
98% |
False |
False |
157,166 |
80 |
5,361.25 |
4,557.00 |
804.25 |
15.0% |
52.75 |
1.0% |
98% |
False |
False |
118,010 |
100 |
5,361.25 |
4,557.00 |
804.25 |
15.0% |
51.75 |
1.0% |
98% |
False |
False |
94,479 |
120 |
5,361.25 |
4,557.00 |
804.25 |
15.0% |
52.00 |
1.0% |
98% |
False |
False |
78,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,476.75 |
2.618 |
5,429.00 |
1.618 |
5,399.75 |
1.000 |
5,381.75 |
0.618 |
5,370.50 |
HIGH |
5,352.50 |
0.618 |
5,341.25 |
0.500 |
5,338.00 |
0.382 |
5,334.50 |
LOW |
5,323.25 |
0.618 |
5,305.25 |
1.000 |
5,294.00 |
1.618 |
5,276.00 |
2.618 |
5,246.75 |
4.250 |
5,199.00 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,344.25 |
5,341.75 |
PP |
5,341.00 |
5,336.00 |
S1 |
5,338.00 |
5,330.00 |
|