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 |
5,752.0 |
5,698.0 |
-54.0 |
-0.9% |
5,761.0 |
High |
5,752.0 |
5,711.0 |
-41.0 |
-0.7% |
5,775.0 |
Low |
5,699.0 |
5,679.0 |
-20.0 |
-0.4% |
5,699.0 |
Close |
5,719.0 |
5,693.0 |
-26.0 |
-0.5% |
5,719.0 |
Range |
53.0 |
32.0 |
-21.0 |
-39.6% |
76.0 |
ATR |
46.4 |
46.0 |
-0.5 |
-1.0% |
0.0 |
Volume |
23,821 |
34,310 |
10,489 |
44.0% |
122,329 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,790.3 |
5,773.7 |
5,710.6 |
|
R3 |
5,758.3 |
5,741.7 |
5,701.8 |
|
R2 |
5,726.3 |
5,726.3 |
5,698.9 |
|
R1 |
5,709.7 |
5,709.7 |
5,695.9 |
5,702.0 |
PP |
5,694.3 |
5,694.3 |
5,694.3 |
5,690.5 |
S1 |
5,677.7 |
5,677.7 |
5,690.1 |
5,670.0 |
S2 |
5,662.3 |
5,662.3 |
5,687.1 |
|
S3 |
5,630.3 |
5,645.7 |
5,684.2 |
|
S4 |
5,598.3 |
5,613.7 |
5,675.4 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.0 |
5,915.0 |
5,760.8 |
|
R3 |
5,883.0 |
5,839.0 |
5,739.9 |
|
R2 |
5,807.0 |
5,807.0 |
5,732.9 |
|
R1 |
5,763.0 |
5,763.0 |
5,726.0 |
5,747.0 |
PP |
5,731.0 |
5,731.0 |
5,731.0 |
5,723.0 |
S1 |
5,687.0 |
5,687.0 |
5,712.0 |
5,671.0 |
S2 |
5,655.0 |
5,655.0 |
5,705.1 |
|
S3 |
5,579.0 |
5,611.0 |
5,698.1 |
|
S4 |
5,503.0 |
5,535.0 |
5,677.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,775.0 |
5,679.0 |
96.0 |
1.7% |
36.6 |
0.6% |
15% |
False |
True |
26,647 |
10 |
5,779.0 |
5,679.0 |
100.0 |
1.8% |
36.4 |
0.6% |
14% |
False |
True |
26,687 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
41.3 |
0.7% |
66% |
False |
False |
26,855 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
43.3 |
0.8% |
63% |
False |
False |
25,134 |
60 |
5,790.0 |
5,333.0 |
457.0 |
8.0% |
40.9 |
0.7% |
79% |
False |
False |
26,691 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
41.3 |
0.7% |
88% |
False |
False |
20,031 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
35.3 |
0.6% |
88% |
False |
False |
16,030 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
30.7 |
0.5% |
88% |
False |
False |
13,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,847.0 |
2.618 |
5,794.8 |
1.618 |
5,762.8 |
1.000 |
5,743.0 |
0.618 |
5,730.8 |
HIGH |
5,711.0 |
0.618 |
5,698.8 |
0.500 |
5,695.0 |
0.382 |
5,691.2 |
LOW |
5,679.0 |
0.618 |
5,659.2 |
1.000 |
5,647.0 |
1.618 |
5,627.2 |
2.618 |
5,595.2 |
4.250 |
5,543.0 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,695.0 |
5,722.5 |
PP |
5,694.3 |
5,712.7 |
S1 |
5,693.7 |
5,702.8 |
|