| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
11,848.0 |
11,864.5 |
16.5 |
0.1% |
11,825.5 |
| High |
11,852.5 |
12,099.5 |
247.0 |
2.1% |
12,030.0 |
| Low |
11,776.5 |
11,857.0 |
80.5 |
0.7% |
11,719.0 |
| Close |
11,847.0 |
12,062.0 |
215.0 |
1.8% |
11,811.5 |
| Range |
76.0 |
242.5 |
166.5 |
219.1% |
311.0 |
| ATR |
119.8 |
129.2 |
9.5 |
7.9% |
0.0 |
| Volume |
95,778 |
55,426 |
-40,352 |
-42.1% |
307,191 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,733.7 |
12,640.3 |
12,195.4 |
|
| R3 |
12,491.2 |
12,397.8 |
12,128.7 |
|
| R2 |
12,248.7 |
12,248.7 |
12,106.5 |
|
| R1 |
12,155.3 |
12,155.3 |
12,084.2 |
12,202.0 |
| PP |
12,006.2 |
12,006.2 |
12,006.2 |
12,029.5 |
| S1 |
11,912.8 |
11,912.8 |
12,039.8 |
11,959.5 |
| S2 |
11,763.7 |
11,763.7 |
12,017.5 |
|
| S3 |
11,521.2 |
11,670.3 |
11,995.3 |
|
| S4 |
11,278.7 |
11,427.8 |
11,928.6 |
|
|
| 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 |
12,099.5 |
11,719.0 |
380.5 |
3.2% |
139.7 |
1.2% |
90% |
True |
False |
76,986 |
| 10 |
12,099.5 |
11,688.0 |
411.5 |
3.4% |
128.9 |
1.1% |
91% |
True |
False |
71,778 |
| 20 |
12,099.5 |
11,460.0 |
639.5 |
5.3% |
120.7 |
1.0% |
94% |
True |
False |
73,494 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
115.4 |
1.0% |
94% |
True |
False |
73,821 |
| 60 |
12,099.5 |
10,424.5 |
1,675.0 |
13.9% |
116.1 |
1.0% |
98% |
True |
False |
62,916 |
| 80 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
122.2 |
1.0% |
98% |
True |
False |
47,287 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
121.2 |
1.0% |
98% |
True |
False |
37,860 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
123.3 |
1.0% |
98% |
True |
False |
31,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,130.1 |
|
2.618 |
12,734.4 |
|
1.618 |
12,491.9 |
|
1.000 |
12,342.0 |
|
0.618 |
12,249.4 |
|
HIGH |
12,099.5 |
|
0.618 |
12,006.9 |
|
0.500 |
11,978.3 |
|
0.382 |
11,949.6 |
|
LOW |
11,857.0 |
|
0.618 |
11,707.1 |
|
1.000 |
11,614.5 |
|
1.618 |
11,464.6 |
|
2.618 |
11,222.1 |
|
4.250 |
10,826.4 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,034.1 |
12,020.7 |
| PP |
12,006.2 |
11,979.3 |
| S1 |
11,978.3 |
11,938.0 |
|