Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
5,382.75 |
5,358.75 |
-24.00 |
-0.4% |
5,340.00 |
High |
5,393.75 |
5,373.50 |
-20.25 |
-0.4% |
5,400.00 |
Low |
5,356.25 |
5,344.25 |
-12.00 |
-0.2% |
5,317.00 |
Close |
5,364.75 |
5,372.00 |
7.25 |
0.1% |
5,372.00 |
Range |
37.50 |
29.25 |
-8.25 |
-22.0% |
83.00 |
ATR |
39.97 |
39.21 |
-0.77 |
-1.9% |
0.00 |
Volume |
206,020 |
176,727 |
-29,293 |
-14.2% |
946,332 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,451.00 |
5,440.75 |
5,388.00 |
|
R3 |
5,421.75 |
5,411.50 |
5,380.00 |
|
R2 |
5,392.50 |
5,392.50 |
5,377.25 |
|
R1 |
5,382.25 |
5,382.25 |
5,374.75 |
5,387.50 |
PP |
5,363.25 |
5,363.25 |
5,363.25 |
5,365.75 |
S1 |
5,353.00 |
5,353.00 |
5,369.25 |
5,358.00 |
S2 |
5,334.00 |
5,334.00 |
5,366.75 |
|
S3 |
5,304.75 |
5,323.75 |
5,364.00 |
|
S4 |
5,275.50 |
5,294.50 |
5,356.00 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.00 |
5,575.00 |
5,417.75 |
|
R3 |
5,529.00 |
5,492.00 |
5,394.75 |
|
R2 |
5,446.00 |
5,446.00 |
5,387.25 |
|
R1 |
5,409.00 |
5,409.00 |
5,379.50 |
5,427.50 |
PP |
5,363.00 |
5,363.00 |
5,363.00 |
5,372.25 |
S1 |
5,326.00 |
5,326.00 |
5,364.50 |
5,344.50 |
S2 |
5,280.00 |
5,280.00 |
5,356.75 |
|
S3 |
5,197.00 |
5,243.00 |
5,349.25 |
|
S4 |
5,114.00 |
5,160.00 |
5,326.25 |
|
|
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 |
5,317.00 |
83.00 |
1.5% |
39.50 |
0.7% |
66% |
False |
False |
189,266 |
10 |
5,400.00 |
5,286.75 |
113.25 |
2.1% |
38.75 |
0.7% |
75% |
False |
False |
191,881 |
20 |
5,400.00 |
5,119.75 |
280.25 |
5.2% |
36.50 |
0.7% |
90% |
False |
False |
178,532 |
40 |
5,400.00 |
4,920.50 |
479.50 |
8.9% |
38.50 |
0.7% |
94% |
False |
False |
181,290 |
60 |
5,400.00 |
4,762.50 |
637.50 |
11.9% |
42.00 |
0.8% |
96% |
False |
False |
170,254 |
80 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.50 |
1.0% |
97% |
False |
False |
127,895 |
100 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
97% |
False |
False |
102,398 |
120 |
5,400.00 |
4,557.00 |
843.00 |
15.7% |
51.75 |
1.0% |
97% |
False |
False |
85,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.75 |
2.618 |
5,450.00 |
1.618 |
5,420.75 |
1.000 |
5,402.75 |
0.618 |
5,391.50 |
HIGH |
5,373.50 |
0.618 |
5,362.25 |
0.500 |
5,359.00 |
0.382 |
5,355.50 |
LOW |
5,344.25 |
0.618 |
5,326.25 |
1.000 |
5,315.00 |
1.618 |
5,297.00 |
2.618 |
5,267.75 |
4.250 |
5,220.00 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,367.50 |
5,370.00 |
PP |
5,363.25 |
5,368.00 |
S1 |
5,359.00 |
5,366.00 |
|