Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
5,340.00 |
5,345.00 |
5.00 |
0.1% |
5,323.50 |
High |
5,352.50 |
5,350.00 |
-2.50 |
0.0% |
5,361.25 |
Low |
5,323.25 |
5,317.00 |
-6.25 |
-0.1% |
5,299.00 |
Close |
5,347.50 |
5,332.25 |
-15.25 |
-0.3% |
5,343.25 |
Range |
29.25 |
33.00 |
3.75 |
12.8% |
62.25 |
ATR |
38.41 |
38.02 |
-0.39 |
-1.0% |
0.00 |
Volume |
153,779 |
168,037 |
14,258 |
9.3% |
801,678 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,432.00 |
5,415.25 |
5,350.50 |
|
R3 |
5,399.00 |
5,382.25 |
5,341.25 |
|
R2 |
5,366.00 |
5,366.00 |
5,338.25 |
|
R1 |
5,349.25 |
5,349.25 |
5,335.25 |
5,341.00 |
PP |
5,333.00 |
5,333.00 |
5,333.00 |
5,329.00 |
S1 |
5,316.25 |
5,316.25 |
5,329.25 |
5,308.00 |
S2 |
5,300.00 |
5,300.00 |
5,326.25 |
|
S3 |
5,267.00 |
5,283.25 |
5,323.25 |
|
S4 |
5,234.00 |
5,250.25 |
5,314.00 |
|
|
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% |
53% |
False |
False |
186,147 |
10 |
5,361.25 |
5,239.75 |
121.50 |
2.3% |
36.75 |
0.7% |
76% |
False |
False |
183,939 |
20 |
5,361.25 |
5,083.25 |
278.00 |
5.2% |
36.00 |
0.7% |
90% |
False |
False |
180,403 |
40 |
5,361.25 |
4,850.00 |
511.25 |
9.6% |
39.50 |
0.7% |
94% |
False |
False |
180,317 |
60 |
5,361.25 |
4,700.50 |
660.75 |
12.4% |
44.00 |
0.8% |
96% |
False |
False |
159,954 |
80 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
52.00 |
1.0% |
96% |
False |
False |
120,099 |
100 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
51.50 |
1.0% |
96% |
False |
False |
96,158 |
120 |
5,361.25 |
4,557.00 |
804.25 |
15.1% |
52.00 |
1.0% |
96% |
False |
False |
80,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,490.25 |
2.618 |
5,436.50 |
1.618 |
5,403.50 |
1.000 |
5,383.00 |
0.618 |
5,370.50 |
HIGH |
5,350.00 |
0.618 |
5,337.50 |
0.500 |
5,333.50 |
0.382 |
5,329.50 |
LOW |
5,317.00 |
0.618 |
5,296.50 |
1.000 |
5,284.00 |
1.618 |
5,263.50 |
2.618 |
5,230.50 |
4.250 |
5,176.75 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,333.50 |
5,330.00 |
PP |
5,333.00 |
5,328.00 |
S1 |
5,332.75 |
5,325.75 |
|