| 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 |
2,362.75 |
2,365.75 |
3.00 |
0.1% |
2,346.50 |
| High |
2,370.75 |
2,368.75 |
-2.00 |
-0.1% |
2,367.50 |
| Low |
2,361.00 |
2,357.50 |
-3.50 |
-0.1% |
2,346.00 |
| Close |
2,368.25 |
2,362.75 |
-5.50 |
-0.2% |
2,365.00 |
| Range |
9.75 |
11.25 |
1.50 |
15.4% |
21.50 |
| ATR |
15.07 |
14.80 |
-0.27 |
-1.8% |
0.00 |
| Volume |
1,156,575 |
1,610,710 |
454,135 |
39.3% |
6,063,373 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.75 |
2,391.00 |
2,369.00 |
|
| R3 |
2,385.50 |
2,379.75 |
2,365.75 |
|
| R2 |
2,374.25 |
2,374.25 |
2,364.75 |
|
| R1 |
2,368.50 |
2,368.50 |
2,363.75 |
2,365.75 |
| PP |
2,363.00 |
2,363.00 |
2,363.00 |
2,361.50 |
| S1 |
2,357.25 |
2,357.25 |
2,361.75 |
2,354.50 |
| S2 |
2,351.75 |
2,351.75 |
2,360.75 |
|
| S3 |
2,340.50 |
2,346.00 |
2,359.75 |
|
| S4 |
2,329.25 |
2,334.75 |
2,356.50 |
|
|
| 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 |
2,349.50 |
21.25 |
0.9% |
12.00 |
0.5% |
62% |
False |
False |
1,435,421 |
| 10 |
2,370.75 |
2,319.75 |
51.00 |
2.2% |
14.50 |
0.6% |
84% |
False |
False |
1,488,983 |
| 20 |
2,370.75 |
2,262.25 |
108.50 |
4.6% |
14.75 |
0.6% |
93% |
False |
False |
1,414,820 |
| 40 |
2,370.75 |
2,228.00 |
142.75 |
6.0% |
15.50 |
0.7% |
94% |
False |
False |
1,413,773 |
| 60 |
2,370.75 |
2,174.25 |
196.50 |
8.3% |
16.00 |
0.7% |
96% |
False |
False |
1,258,588 |
| 80 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
17.75 |
0.8% |
98% |
False |
False |
946,128 |
| 100 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
18.00 |
0.8% |
98% |
False |
False |
757,414 |
| 120 |
2,370.75 |
2,023.00 |
347.75 |
14.7% |
19.25 |
0.8% |
98% |
False |
False |
631,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.50 |
|
2.618 |
2,398.25 |
|
1.618 |
2,387.00 |
|
1.000 |
2,380.00 |
|
0.618 |
2,375.75 |
|
HIGH |
2,368.75 |
|
0.618 |
2,364.50 |
|
0.500 |
2,363.00 |
|
0.382 |
2,361.75 |
|
LOW |
2,357.50 |
|
0.618 |
2,350.50 |
|
1.000 |
2,346.25 |
|
1.618 |
2,339.25 |
|
2.618 |
2,328.00 |
|
4.250 |
2,309.75 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.00 |
2,362.00 |
| PP |
2,363.00 |
2,361.00 |
| S1 |
2,363.00 |
2,360.00 |
|