Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,345.00 |
5,334.50 |
-10.50 |
-0.2% |
5,323.50 |
High |
5,350.00 |
5,400.00 |
50.00 |
0.9% |
5,361.25 |
Low |
5,317.00 |
5,332.00 |
15.00 |
0.3% |
5,299.00 |
Close |
5,332.25 |
5,386.00 |
53.75 |
1.0% |
5,343.25 |
Range |
33.00 |
68.00 |
35.00 |
106.1% |
62.25 |
ATR |
38.02 |
40.16 |
2.14 |
5.6% |
0.00 |
Volume |
168,037 |
241,769 |
73,732 |
43.9% |
801,678 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.75 |
5,549.25 |
5,423.50 |
|
R3 |
5,508.75 |
5,481.25 |
5,404.75 |
|
R2 |
5,440.75 |
5,440.75 |
5,398.50 |
|
R1 |
5,413.25 |
5,413.25 |
5,392.25 |
5,427.00 |
PP |
5,372.75 |
5,372.75 |
5,372.75 |
5,379.50 |
S1 |
5,345.25 |
5,345.25 |
5,379.75 |
5,359.00 |
S2 |
5,304.75 |
5,304.75 |
5,373.50 |
|
S3 |
5,236.75 |
5,277.25 |
5,367.25 |
|
S4 |
5,168.75 |
5,209.25 |
5,348.50 |
|
|
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 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
45.25 |
0.8% |
86% |
True |
False |
203,184 |
10 |
5,400.00 |
5,265.25 |
134.75 |
2.5% |
39.75 |
0.7% |
90% |
True |
False |
191,426 |
20 |
5,400.00 |
5,119.50 |
280.50 |
5.2% |
36.75 |
0.7% |
95% |
True |
False |
181,757 |
40 |
5,400.00 |
4,876.75 |
523.25 |
9.7% |
39.00 |
0.7% |
97% |
True |
False |
181,420 |
60 |
5,400.00 |
4,700.50 |
699.50 |
13.0% |
43.25 |
0.8% |
98% |
True |
False |
163,955 |
80 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
52.00 |
1.0% |
98% |
True |
False |
123,119 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
98% |
True |
False |
98,575 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
52.75 |
1.0% |
98% |
True |
False |
82,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,689.00 |
2.618 |
5,578.00 |
1.618 |
5,510.00 |
1.000 |
5,468.00 |
0.618 |
5,442.00 |
HIGH |
5,400.00 |
0.618 |
5,374.00 |
0.500 |
5,366.00 |
0.382 |
5,358.00 |
LOW |
5,332.00 |
0.618 |
5,290.00 |
1.000 |
5,264.00 |
1.618 |
5,222.00 |
2.618 |
5,154.00 |
4.250 |
5,043.00 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,379.25 |
5,376.75 |
PP |
5,372.75 |
5,367.75 |
S1 |
5,366.00 |
5,358.50 |
|