| 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 |
11,864.5 |
12,072.5 |
208.0 |
1.8% |
11,825.5 |
| High |
12,099.5 |
12,089.0 |
-10.5 |
-0.1% |
12,030.0 |
| Low |
11,857.0 |
12,038.0 |
181.0 |
1.5% |
11,719.0 |
| Close |
12,062.0 |
12,058.5 |
-3.5 |
0.0% |
11,811.5 |
| Range |
242.5 |
51.0 |
-191.5 |
-79.0% |
311.0 |
| ATR |
129.2 |
123.7 |
-5.6 |
-4.3% |
0.0 |
| Volume |
55,426 |
72,728 |
17,302 |
31.2% |
307,191 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,214.8 |
12,187.7 |
12,086.6 |
|
| R3 |
12,163.8 |
12,136.7 |
12,072.5 |
|
| R2 |
12,112.8 |
12,112.8 |
12,067.9 |
|
| R1 |
12,085.7 |
12,085.7 |
12,063.2 |
12,073.8 |
| PP |
12,061.8 |
12,061.8 |
12,061.8 |
12,055.9 |
| S1 |
12,034.7 |
12,034.7 |
12,053.8 |
12,022.8 |
| S2 |
12,010.8 |
12,010.8 |
12,049.2 |
|
| S3 |
11,959.8 |
11,983.7 |
12,044.5 |
|
| S4 |
11,908.8 |
11,932.7 |
12,030.5 |
|
|
| 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% |
131.8 |
1.1% |
89% |
False |
False |
70,254 |
| 10 |
12,099.5 |
11,688.0 |
411.5 |
3.4% |
121.2 |
1.0% |
90% |
False |
False |
72,221 |
| 20 |
12,099.5 |
11,460.0 |
639.5 |
5.3% |
117.6 |
1.0% |
94% |
False |
False |
73,363 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
114.2 |
0.9% |
94% |
False |
False |
74,009 |
| 60 |
12,099.5 |
10,664.5 |
1,435.0 |
11.9% |
111.9 |
0.9% |
97% |
False |
False |
64,100 |
| 80 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
121.8 |
1.0% |
98% |
False |
False |
48,192 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
120.0 |
1.0% |
98% |
False |
False |
38,584 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.2% |
122.5 |
1.0% |
98% |
False |
False |
32,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,305.8 |
|
2.618 |
12,222.5 |
|
1.618 |
12,171.5 |
|
1.000 |
12,140.0 |
|
0.618 |
12,120.5 |
|
HIGH |
12,089.0 |
|
0.618 |
12,069.5 |
|
0.500 |
12,063.5 |
|
0.382 |
12,057.5 |
|
LOW |
12,038.0 |
|
0.618 |
12,006.5 |
|
1.000 |
11,987.0 |
|
1.618 |
11,955.5 |
|
2.618 |
11,904.5 |
|
4.250 |
11,821.3 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,063.5 |
12,018.3 |
| PP |
12,061.8 |
11,978.2 |
| S1 |
12,060.2 |
11,938.0 |
|