| 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 |
11,932.5 |
11,835.0 |
-97.5 |
-0.8% |
11,825.5 |
| High |
11,935.0 |
11,864.0 |
-71.0 |
-0.6% |
12,030.0 |
| Low |
11,719.0 |
11,790.5 |
71.5 |
0.6% |
11,719.0 |
| Close |
11,811.5 |
11,827.5 |
16.0 |
0.1% |
11,811.5 |
| Range |
216.0 |
73.5 |
-142.5 |
-66.0% |
311.0 |
| ATR |
126.9 |
123.1 |
-3.8 |
-3.0% |
0.0 |
| Volume |
62,341 |
64,998 |
2,657 |
4.3% |
307,191 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,047.8 |
12,011.2 |
11,867.9 |
|
| R3 |
11,974.3 |
11,937.7 |
11,847.7 |
|
| R2 |
11,900.8 |
11,900.8 |
11,841.0 |
|
| R1 |
11,864.2 |
11,864.2 |
11,834.2 |
11,845.8 |
| PP |
11,827.3 |
11,827.3 |
11,827.3 |
11,818.1 |
| S1 |
11,790.7 |
11,790.7 |
11,820.8 |
11,772.3 |
| S2 |
11,753.8 |
11,753.8 |
11,814.0 |
|
| S3 |
11,680.3 |
11,717.2 |
11,807.3 |
|
| S4 |
11,606.8 |
11,643.7 |
11,787.1 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,786.5 |
12,610.0 |
11,982.6 |
|
| R3 |
12,475.5 |
12,299.0 |
11,897.0 |
|
| R2 |
12,164.5 |
12,164.5 |
11,868.5 |
|
| R1 |
11,988.0 |
11,988.0 |
11,840.0 |
11,920.8 |
| PP |
11,853.5 |
11,853.5 |
11,853.5 |
11,819.9 |
| S1 |
11,677.0 |
11,677.0 |
11,783.0 |
11,609.8 |
| S2 |
11,542.5 |
11,542.5 |
11,754.5 |
|
| S3 |
11,231.5 |
11,366.0 |
11,726.0 |
|
| S4 |
10,920.5 |
11,055.0 |
11,640.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,030.0 |
11,719.0 |
311.0 |
2.6% |
129.3 |
1.1% |
35% |
False |
False |
74,437 |
| 10 |
12,030.0 |
11,664.0 |
366.0 |
3.1% |
116.9 |
1.0% |
45% |
False |
False |
70,317 |
| 20 |
12,030.0 |
11,460.0 |
570.0 |
4.8% |
121.5 |
1.0% |
64% |
False |
False |
76,072 |
| 40 |
12,030.0 |
11,402.5 |
627.5 |
5.3% |
115.0 |
1.0% |
68% |
False |
False |
72,842 |
| 60 |
12,030.0 |
10,398.0 |
1,632.0 |
13.8% |
115.5 |
1.0% |
88% |
False |
False |
60,415 |
| 80 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
120.8 |
1.0% |
90% |
False |
False |
45,399 |
| 100 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
120.0 |
1.0% |
90% |
False |
False |
36,350 |
| 120 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
122.7 |
1.0% |
90% |
False |
False |
30,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,176.4 |
|
2.618 |
12,056.4 |
|
1.618 |
11,982.9 |
|
1.000 |
11,937.5 |
|
0.618 |
11,909.4 |
|
HIGH |
11,864.0 |
|
0.618 |
11,835.9 |
|
0.500 |
11,827.3 |
|
0.382 |
11,818.6 |
|
LOW |
11,790.5 |
|
0.618 |
11,745.1 |
|
1.000 |
11,717.0 |
|
1.618 |
11,671.6 |
|
2.618 |
11,598.1 |
|
4.250 |
11,478.1 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,827.4 |
11,866.8 |
| PP |
11,827.3 |
11,853.7 |
| S1 |
11,827.3 |
11,840.6 |
|