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 |
5,334.50 |
5,382.75 |
48.25 |
0.9% |
5,323.50 |
High |
5,400.00 |
5,393.75 |
-6.25 |
-0.1% |
5,361.25 |
Low |
5,332.00 |
5,356.25 |
24.25 |
0.5% |
5,299.00 |
Close |
5,386.00 |
5,364.75 |
-21.25 |
-0.4% |
5,343.25 |
Range |
68.00 |
37.50 |
-30.50 |
-44.9% |
62.25 |
ATR |
40.16 |
39.97 |
-0.19 |
-0.5% |
0.00 |
Volume |
241,769 |
206,020 |
-35,749 |
-14.8% |
801,678 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,484.00 |
5,462.00 |
5,385.50 |
|
R3 |
5,446.50 |
5,424.50 |
5,375.00 |
|
R2 |
5,409.00 |
5,409.00 |
5,371.50 |
|
R1 |
5,387.00 |
5,387.00 |
5,368.25 |
5,379.25 |
PP |
5,371.50 |
5,371.50 |
5,371.50 |
5,367.75 |
S1 |
5,349.50 |
5,349.50 |
5,361.25 |
5,341.75 |
S2 |
5,334.00 |
5,334.00 |
5,358.00 |
|
S3 |
5,296.50 |
5,312.00 |
5,354.50 |
|
S4 |
5,259.00 |
5,274.50 |
5,344.00 |
|
|
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 |
5,400.00 |
5,299.00 |
101.00 |
1.9% |
42.75 |
0.8% |
65% |
False |
False |
196,309 |
10 |
5,400.00 |
5,286.75 |
113.25 |
2.1% |
38.75 |
0.7% |
69% |
False |
False |
195,201 |
20 |
5,400.00 |
5,119.50 |
280.50 |
5.2% |
37.00 |
0.7% |
87% |
False |
False |
180,190 |
40 |
5,400.00 |
4,903.00 |
497.00 |
9.3% |
38.75 |
0.7% |
93% |
False |
False |
181,170 |
60 |
5,400.00 |
4,700.50 |
699.50 |
13.0% |
43.00 |
0.8% |
95% |
False |
False |
167,348 |
80 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
96% |
False |
False |
125,689 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
96% |
False |
False |
100,634 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
52.50 |
1.0% |
96% |
False |
False |
83,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,553.00 |
2.618 |
5,492.00 |
1.618 |
5,454.50 |
1.000 |
5,431.25 |
0.618 |
5,417.00 |
HIGH |
5,393.75 |
0.618 |
5,379.50 |
0.500 |
5,375.00 |
0.382 |
5,370.50 |
LOW |
5,356.25 |
0.618 |
5,333.00 |
1.000 |
5,318.75 |
1.618 |
5,295.50 |
2.618 |
5,258.00 |
4.250 |
5,197.00 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,375.00 |
5,362.75 |
PP |
5,371.50 |
5,360.50 |
S1 |
5,368.25 |
5,358.50 |
|