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 |
5,698.0 |
5,708.0 |
10.0 |
0.2% |
5,761.0 |
High |
5,711.0 |
5,729.0 |
18.0 |
0.3% |
5,775.0 |
Low |
5,679.0 |
5,680.0 |
1.0 |
0.0% |
5,699.0 |
Close |
5,693.0 |
5,684.0 |
-9.0 |
-0.2% |
5,719.0 |
Range |
32.0 |
49.0 |
17.0 |
53.1% |
76.0 |
ATR |
46.0 |
46.2 |
0.2 |
0.5% |
0.0 |
Volume |
34,310 |
37,926 |
3,616 |
10.5% |
122,329 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,844.7 |
5,813.3 |
5,711.0 |
|
R3 |
5,795.7 |
5,764.3 |
5,697.5 |
|
R2 |
5,746.7 |
5,746.7 |
5,693.0 |
|
R1 |
5,715.3 |
5,715.3 |
5,688.5 |
5,706.5 |
PP |
5,697.7 |
5,697.7 |
5,697.7 |
5,693.3 |
S1 |
5,666.3 |
5,666.3 |
5,679.5 |
5,657.5 |
S2 |
5,648.7 |
5,648.7 |
5,675.0 |
|
S3 |
5,599.7 |
5,617.3 |
5,670.5 |
|
S4 |
5,550.7 |
5,568.3 |
5,657.1 |
|
|
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% |
39.8 |
0.7% |
5% |
False |
False |
28,909 |
10 |
5,779.0 |
5,679.0 |
100.0 |
1.8% |
36.9 |
0.6% |
5% |
False |
False |
28,209 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
41.7 |
0.7% |
62% |
False |
False |
27,019 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
43.5 |
0.8% |
60% |
False |
False |
25,724 |
60 |
5,790.0 |
5,333.0 |
457.0 |
8.0% |
41.3 |
0.7% |
77% |
False |
False |
27,323 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
41.5 |
0.7% |
86% |
False |
False |
20,505 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
35.8 |
0.6% |
86% |
False |
False |
16,410 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
31.1 |
0.5% |
86% |
False |
False |
13,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,937.3 |
2.618 |
5,857.3 |
1.618 |
5,808.3 |
1.000 |
5,778.0 |
0.618 |
5,759.3 |
HIGH |
5,729.0 |
0.618 |
5,710.3 |
0.500 |
5,704.5 |
0.382 |
5,698.7 |
LOW |
5,680.0 |
0.618 |
5,649.7 |
1.000 |
5,631.0 |
1.618 |
5,600.7 |
2.618 |
5,551.7 |
4.250 |
5,471.8 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
5,704.5 |
5,715.5 |
PP |
5,697.7 |
5,705.0 |
S1 |
5,690.8 |
5,694.5 |
|