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 |
5,740.0 |
5,735.0 |
-5.0 |
-0.1% |
5,698.0 |
High |
5,764.0 |
5,735.0 |
-29.0 |
-0.5% |
5,764.0 |
Low |
5,740.0 |
5,695.0 |
-45.0 |
-0.8% |
5,654.0 |
Close |
5,763.0 |
5,707.0 |
-56.0 |
-1.0% |
5,707.0 |
Range |
24.0 |
40.0 |
16.0 |
66.7% |
110.0 |
ATR |
48.1 |
49.5 |
1.4 |
3.0% |
0.0 |
Volume |
30,776 |
30,108 |
-668 |
-2.2% |
174,989 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,832.3 |
5,809.7 |
5,729.0 |
|
R3 |
5,792.3 |
5,769.7 |
5,718.0 |
|
R2 |
5,752.3 |
5,752.3 |
5,714.3 |
|
R1 |
5,729.7 |
5,729.7 |
5,710.7 |
5,721.0 |
PP |
5,712.3 |
5,712.3 |
5,712.3 |
5,708.0 |
S1 |
5,689.7 |
5,689.7 |
5,703.3 |
5,681.0 |
S2 |
5,672.3 |
5,672.3 |
5,699.7 |
|
S3 |
5,632.3 |
5,649.7 |
5,696.0 |
|
S4 |
5,592.3 |
5,609.7 |
5,685.0 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,038.3 |
5,982.7 |
5,767.5 |
|
R3 |
5,928.3 |
5,872.7 |
5,737.3 |
|
R2 |
5,818.3 |
5,818.3 |
5,727.2 |
|
R1 |
5,762.7 |
5,762.7 |
5,717.1 |
5,790.5 |
PP |
5,708.3 |
5,708.3 |
5,708.3 |
5,722.3 |
S1 |
5,652.7 |
5,652.7 |
5,696.9 |
5,680.5 |
S2 |
5,598.3 |
5,598.3 |
5,686.8 |
|
S3 |
5,488.3 |
5,542.7 |
5,676.8 |
|
S4 |
5,378.3 |
5,432.7 |
5,646.5 |
|
|
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% |
36.6 |
0.6% |
48% |
False |
False |
34,997 |
10 |
5,775.0 |
5,654.0 |
121.0 |
2.1% |
36.8 |
0.6% |
44% |
False |
False |
29,731 |
20 |
5,779.0 |
5,527.0 |
252.0 |
4.4% |
39.5 |
0.7% |
71% |
False |
False |
28,346 |
40 |
5,790.0 |
5,527.0 |
263.0 |
4.6% |
43.0 |
0.8% |
68% |
False |
False |
26,760 |
60 |
5,790.0 |
5,373.0 |
417.0 |
7.3% |
42.1 |
0.7% |
80% |
False |
False |
29,027 |
80 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
41.1 |
0.7% |
89% |
False |
False |
21,789 |
100 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
36.6 |
0.6% |
89% |
False |
False |
17,437 |
120 |
5,790.0 |
5,009.0 |
781.0 |
13.7% |
31.9 |
0.6% |
89% |
False |
False |
14,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,905.0 |
2.618 |
5,839.7 |
1.618 |
5,799.7 |
1.000 |
5,775.0 |
0.618 |
5,759.7 |
HIGH |
5,735.0 |
0.618 |
5,719.7 |
0.500 |
5,715.0 |
0.382 |
5,710.3 |
LOW |
5,695.0 |
0.618 |
5,670.3 |
1.000 |
5,655.0 |
1.618 |
5,630.3 |
2.618 |
5,590.3 |
4.250 |
5,525.0 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
5,715.0 |
5,709.0 |
PP |
5,712.3 |
5,708.3 |
S1 |
5,709.7 |
5,707.7 |
|