| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
12,072.5 |
12,008.5 |
-64.0 |
-0.5% |
11,835.0 |
| High |
12,089.0 |
12,060.0 |
-29.0 |
-0.2% |
12,099.5 |
| Low |
12,038.0 |
11,987.5 |
-50.5 |
-0.4% |
11,776.5 |
| Close |
12,058.5 |
12,020.5 |
-38.0 |
-0.3% |
12,020.5 |
| Range |
51.0 |
72.5 |
21.5 |
42.2% |
323.0 |
| ATR |
123.7 |
120.0 |
-3.7 |
-3.0% |
0.0 |
| Volume |
72,728 |
67,956 |
-4,772 |
-6.6% |
356,886 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,240.2 |
12,202.8 |
12,060.4 |
|
| R3 |
12,167.7 |
12,130.3 |
12,040.4 |
|
| R2 |
12,095.2 |
12,095.2 |
12,033.8 |
|
| R1 |
12,057.8 |
12,057.8 |
12,027.1 |
12,076.5 |
| PP |
12,022.7 |
12,022.7 |
12,022.7 |
12,032.0 |
| S1 |
11,985.3 |
11,985.3 |
12,013.9 |
12,004.0 |
| S2 |
11,950.2 |
11,950.2 |
12,007.2 |
|
| S3 |
11,877.7 |
11,912.8 |
12,000.6 |
|
| S4 |
11,805.2 |
11,840.3 |
11,980.6 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.5 |
12,800.5 |
12,198.2 |
|
| R3 |
12,611.5 |
12,477.5 |
12,109.3 |
|
| R2 |
12,288.5 |
12,288.5 |
12,079.7 |
|
| R1 |
12,154.5 |
12,154.5 |
12,050.1 |
12,221.5 |
| PP |
11,965.5 |
11,965.5 |
11,965.5 |
11,999.0 |
| S1 |
11,831.5 |
11,831.5 |
11,990.9 |
11,898.5 |
| S2 |
11,642.5 |
11,642.5 |
11,961.3 |
|
| S3 |
11,319.5 |
11,508.5 |
11,931.7 |
|
| S4 |
10,996.5 |
11,185.5 |
11,842.9 |
|
|
| 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 |
11,776.5 |
323.0 |
2.7% |
103.1 |
0.9% |
76% |
False |
False |
71,377 |
| 10 |
12,099.5 |
11,688.0 |
411.5 |
3.4% |
119.7 |
1.0% |
81% |
False |
False |
70,981 |
| 20 |
12,099.5 |
11,460.0 |
639.5 |
5.3% |
117.3 |
1.0% |
88% |
False |
False |
73,304 |
| 40 |
12,099.5 |
11,423.0 |
676.5 |
5.6% |
113.8 |
0.9% |
88% |
False |
False |
73,984 |
| 60 |
12,099.5 |
10,845.5 |
1,254.0 |
10.4% |
110.3 |
0.9% |
94% |
False |
False |
65,191 |
| 80 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
121.3 |
1.0% |
96% |
False |
False |
49,022 |
| 100 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
119.4 |
1.0% |
96% |
False |
False |
39,263 |
| 120 |
12,099.5 |
10,021.5 |
2,078.0 |
17.3% |
121.5 |
1.0% |
96% |
False |
False |
32,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,368.1 |
|
2.618 |
12,249.8 |
|
1.618 |
12,177.3 |
|
1.000 |
12,132.5 |
|
0.618 |
12,104.8 |
|
HIGH |
12,060.0 |
|
0.618 |
12,032.3 |
|
0.500 |
12,023.8 |
|
0.382 |
12,015.2 |
|
LOW |
11,987.5 |
|
0.618 |
11,942.7 |
|
1.000 |
11,915.0 |
|
1.618 |
11,870.2 |
|
2.618 |
11,797.7 |
|
4.250 |
11,679.4 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,023.8 |
12,006.4 |
| PP |
12,022.7 |
11,992.3 |
| S1 |
12,021.6 |
11,978.3 |
|