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 |
5,690.0 |
5,740.0 |
50.0 |
0.9% |
5,761.0 |
High |
5,692.0 |
5,764.0 |
72.0 |
1.3% |
5,775.0 |
Low |
5,654.0 |
5,740.0 |
86.0 |
1.5% |
5,699.0 |
Close |
5,683.0 |
5,763.0 |
80.0 |
1.4% |
5,719.0 |
Range |
38.0 |
24.0 |
-14.0 |
-36.8% |
76.0 |
ATR |
45.6 |
48.1 |
2.5 |
5.5% |
0.0 |
Volume |
41,869 |
30,776 |
-11,093 |
-26.5% |
122,329 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,827.7 |
5,819.3 |
5,776.2 |
|
R3 |
5,803.7 |
5,795.3 |
5,769.6 |
|
R2 |
5,779.7 |
5,779.7 |
5,767.4 |
|
R1 |
5,771.3 |
5,771.3 |
5,765.2 |
5,775.5 |
PP |
5,755.7 |
5,755.7 |
5,755.7 |
5,757.8 |
S1 |
5,747.3 |
5,747.3 |
5,760.8 |
5,751.5 |
S2 |
5,731.7 |
5,731.7 |
5,758.6 |
|
S3 |
5,707.7 |
5,723.3 |
5,756.4 |
|
S4 |
5,683.7 |
5,699.3 |
5,749.8 |
|
|
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 |
5,764.0 |
5,654.0 |
110.0 |
1.9% |
39.2 |
0.7% |
99% |
True |
False |
33,740 |
10 |
5,775.0 |
5,654.0 |
121.0 |
2.1% |
35.3 |
0.6% |
90% |
False |
False |
28,927 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
40.0 |
0.7% |
94% |
False |
False |
28,081 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
42.4 |
0.7% |
90% |
False |
False |
26,478 |
60 |
5,790.0 |
5,333.0 |
457.0 |
7.9% |
41.6 |
0.7% |
94% |
False |
False |
28,532 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
41.5 |
0.7% |
97% |
False |
False |
21,413 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
36.4 |
0.6% |
97% |
False |
False |
17,136 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.6% |
31.6 |
0.5% |
97% |
False |
False |
14,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,866.0 |
2.618 |
5,826.8 |
1.618 |
5,802.8 |
1.000 |
5,788.0 |
0.618 |
5,778.8 |
HIGH |
5,764.0 |
0.618 |
5,754.8 |
0.500 |
5,752.0 |
0.382 |
5,749.2 |
LOW |
5,740.0 |
0.618 |
5,725.2 |
1.000 |
5,716.0 |
1.618 |
5,701.2 |
2.618 |
5,677.2 |
4.250 |
5,638.0 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,759.3 |
5,745.0 |
PP |
5,755.7 |
5,727.0 |
S1 |
5,752.0 |
5,709.0 |
|