| 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 |
11,835.0 |
11,848.0 |
13.0 |
0.1% |
11,825.5 |
| High |
11,864.0 |
11,852.5 |
-11.5 |
-0.1% |
12,030.0 |
| Low |
11,790.5 |
11,776.5 |
-14.0 |
-0.1% |
11,719.0 |
| Close |
11,827.5 |
11,847.0 |
19.5 |
0.2% |
11,811.5 |
| Range |
73.5 |
76.0 |
2.5 |
3.4% |
311.0 |
| ATR |
123.1 |
119.8 |
-3.4 |
-2.7% |
0.0 |
| Volume |
64,998 |
95,778 |
30,780 |
47.4% |
307,191 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,053.3 |
12,026.2 |
11,888.8 |
|
| R3 |
11,977.3 |
11,950.2 |
11,867.9 |
|
| R2 |
11,901.3 |
11,901.3 |
11,860.9 |
|
| R1 |
11,874.2 |
11,874.2 |
11,854.0 |
11,849.8 |
| PP |
11,825.3 |
11,825.3 |
11,825.3 |
11,813.1 |
| S1 |
11,798.2 |
11,798.2 |
11,840.0 |
11,773.8 |
| S2 |
11,749.3 |
11,749.3 |
11,833.1 |
|
| S3 |
11,673.3 |
11,722.2 |
11,826.1 |
|
| S4 |
11,597.3 |
11,646.2 |
11,805.2 |
|
|
| 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% |
104.3 |
0.9% |
41% |
False |
False |
78,810 |
| 10 |
12,030.0 |
11,688.0 |
342.0 |
2.9% |
110.0 |
0.9% |
46% |
False |
False |
73,576 |
| 20 |
12,030.0 |
11,460.0 |
570.0 |
4.8% |
118.6 |
1.0% |
68% |
False |
False |
75,792 |
| 40 |
12,030.0 |
11,402.5 |
627.5 |
5.3% |
114.8 |
1.0% |
71% |
False |
False |
74,445 |
| 60 |
12,030.0 |
10,398.0 |
1,632.0 |
13.8% |
114.4 |
1.0% |
89% |
False |
False |
62,004 |
| 80 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
120.5 |
1.0% |
91% |
False |
False |
46,595 |
| 100 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
119.9 |
1.0% |
91% |
False |
False |
37,307 |
| 120 |
12,030.0 |
10,021.5 |
2,008.5 |
17.0% |
122.7 |
1.0% |
91% |
False |
False |
31,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,175.5 |
|
2.618 |
12,051.5 |
|
1.618 |
11,975.5 |
|
1.000 |
11,928.5 |
|
0.618 |
11,899.5 |
|
HIGH |
11,852.5 |
|
0.618 |
11,823.5 |
|
0.500 |
11,814.5 |
|
0.382 |
11,805.5 |
|
LOW |
11,776.5 |
|
0.618 |
11,729.5 |
|
1.000 |
11,700.5 |
|
1.618 |
11,653.5 |
|
2.618 |
11,577.5 |
|
4.250 |
11,453.5 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,836.2 |
11,840.3 |
| PP |
11,825.3 |
11,833.7 |
| S1 |
11,814.5 |
11,827.0 |
|