| 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 |
2,361.50 |
2,362.75 |
1.25 |
0.1% |
2,346.50 |
| High |
2,365.75 |
2,370.75 |
5.00 |
0.2% |
2,367.50 |
| Low |
2,349.50 |
2,361.00 |
11.50 |
0.5% |
2,346.00 |
| Close |
2,365.00 |
2,368.25 |
3.25 |
0.1% |
2,365.00 |
| Range |
16.25 |
9.75 |
-6.50 |
-40.0% |
21.50 |
| ATR |
15.48 |
15.07 |
-0.41 |
-2.6% |
0.00 |
| Volume |
1,551,959 |
1,156,575 |
-395,384 |
-25.5% |
6,063,373 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.00 |
2,391.75 |
2,373.50 |
|
| R3 |
2,386.25 |
2,382.00 |
2,371.00 |
|
| R2 |
2,376.50 |
2,376.50 |
2,370.00 |
|
| R1 |
2,372.25 |
2,372.25 |
2,369.25 |
2,374.50 |
| PP |
2,366.75 |
2,366.75 |
2,366.75 |
2,367.75 |
| S1 |
2,362.50 |
2,362.50 |
2,367.25 |
2,364.50 |
| S2 |
2,357.00 |
2,357.00 |
2,366.50 |
|
| S3 |
2,347.25 |
2,352.75 |
2,365.50 |
|
| S4 |
2,337.50 |
2,343.00 |
2,363.00 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.00 |
2,416.00 |
2,376.75 |
|
| R3 |
2,402.50 |
2,394.50 |
2,371.00 |
|
| R2 |
2,381.00 |
2,381.00 |
2,369.00 |
|
| R1 |
2,373.00 |
2,373.00 |
2,367.00 |
2,377.00 |
| PP |
2,359.50 |
2,359.50 |
2,359.50 |
2,361.50 |
| S1 |
2,351.50 |
2,351.50 |
2,363.00 |
2,355.50 |
| S2 |
2,338.00 |
2,338.00 |
2,361.00 |
|
| S3 |
2,316.50 |
2,330.00 |
2,359.00 |
|
| S4 |
2,295.00 |
2,308.50 |
2,353.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,370.75 |
2,346.00 |
24.75 |
1.0% |
13.50 |
0.6% |
90% |
True |
False |
1,443,989 |
| 10 |
2,370.75 |
2,313.25 |
57.50 |
2.4% |
14.75 |
0.6% |
96% |
True |
False |
1,448,932 |
| 20 |
2,370.75 |
2,262.25 |
108.50 |
4.6% |
15.50 |
0.6% |
98% |
True |
False |
1,426,834 |
| 40 |
2,370.75 |
2,228.00 |
142.75 |
6.0% |
15.50 |
0.7% |
98% |
True |
False |
1,396,335 |
| 60 |
2,370.75 |
2,174.25 |
196.50 |
8.3% |
16.00 |
0.7% |
99% |
True |
False |
1,232,006 |
| 80 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
18.25 |
0.8% |
99% |
True |
False |
926,046 |
| 100 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
18.25 |
0.8% |
99% |
True |
False |
741,353 |
| 120 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
19.25 |
0.8% |
99% |
True |
False |
618,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.25 |
|
2.618 |
2,396.25 |
|
1.618 |
2,386.50 |
|
1.000 |
2,380.50 |
|
0.618 |
2,376.75 |
|
HIGH |
2,370.75 |
|
0.618 |
2,367.00 |
|
0.500 |
2,366.00 |
|
0.382 |
2,364.75 |
|
LOW |
2,361.00 |
|
0.618 |
2,355.00 |
|
1.000 |
2,351.25 |
|
1.618 |
2,345.25 |
|
2.618 |
2,335.50 |
|
4.250 |
2,319.50 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,367.50 |
2,365.50 |
| PP |
2,366.75 |
2,362.75 |
| S1 |
2,366.00 |
2,360.00 |
|