| 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 |
2,364.50 |
2,392.25 |
27.75 |
1.2% |
2,346.50 |
| High |
2,401.00 |
2,394.25 |
-6.75 |
-0.3% |
2,367.50 |
| Low |
2,363.25 |
2,378.00 |
14.75 |
0.6% |
2,346.00 |
| Close |
2,393.50 |
2,382.00 |
-11.50 |
-0.5% |
2,365.00 |
| Range |
37.75 |
16.25 |
-21.50 |
-57.0% |
21.50 |
| ATR |
16.47 |
16.46 |
-0.02 |
-0.1% |
0.00 |
| Volume |
2,171,551 |
1,744,834 |
-426,717 |
-19.7% |
6,063,373 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.50 |
2,424.00 |
2,391.00 |
|
| R3 |
2,417.25 |
2,407.75 |
2,386.50 |
|
| R2 |
2,401.00 |
2,401.00 |
2,385.00 |
|
| R1 |
2,391.50 |
2,391.50 |
2,383.50 |
2,388.00 |
| PP |
2,384.75 |
2,384.75 |
2,384.75 |
2,383.00 |
| S1 |
2,375.25 |
2,375.25 |
2,380.50 |
2,372.00 |
| S2 |
2,368.50 |
2,368.50 |
2,379.00 |
|
| S3 |
2,352.25 |
2,359.00 |
2,377.50 |
|
| S4 |
2,336.00 |
2,342.75 |
2,373.00 |
|
|
| 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 |
2,401.00 |
2,349.50 |
51.50 |
2.2% |
18.25 |
0.8% |
63% |
False |
False |
1,647,125 |
| 10 |
2,401.00 |
2,336.50 |
64.50 |
2.7% |
16.00 |
0.7% |
71% |
False |
False |
1,588,357 |
| 20 |
2,401.00 |
2,264.50 |
136.50 |
5.7% |
16.00 |
0.7% |
86% |
False |
False |
1,450,948 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.75 |
0.7% |
88% |
False |
False |
1,434,374 |
| 60 |
2,401.00 |
2,174.25 |
226.75 |
9.5% |
16.25 |
0.7% |
92% |
False |
False |
1,323,104 |
| 80 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.00 |
0.8% |
95% |
False |
False |
994,957 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
18.25 |
0.8% |
95% |
False |
False |
796,539 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
15.9% |
19.50 |
0.8% |
95% |
False |
False |
664,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.25 |
|
2.618 |
2,436.75 |
|
1.618 |
2,420.50 |
|
1.000 |
2,410.50 |
|
0.618 |
2,404.25 |
|
HIGH |
2,394.25 |
|
0.618 |
2,388.00 |
|
0.500 |
2,386.00 |
|
0.382 |
2,384.25 |
|
LOW |
2,378.00 |
|
0.618 |
2,368.00 |
|
1.000 |
2,361.75 |
|
1.618 |
2,351.75 |
|
2.618 |
2,335.50 |
|
4.250 |
2,309.00 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,386.00 |
2,381.00 |
| PP |
2,384.75 |
2,380.25 |
| S1 |
2,383.50 |
2,379.25 |
|