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 |
1,250.6 |
1,258.9 |
8.3 |
0.7% |
1,236.4 |
High |
1,261.2 |
1,264.9 |
3.7 |
0.3% |
1,261.2 |
Low |
1,248.8 |
1,251.5 |
2.7 |
0.2% |
1,226.8 |
Close |
1,258.3 |
1,258.8 |
0.5 |
0.0% |
1,258.3 |
Range |
12.4 |
13.4 |
1.0 |
8.1% |
34.4 |
ATR |
14.7 |
14.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
220,127 |
208,488 |
-11,639 |
-5.3% |
945,946 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.6 |
1,292.1 |
1,266.2 |
|
R3 |
1,285.2 |
1,278.7 |
1,262.5 |
|
R2 |
1,271.8 |
1,271.8 |
1,261.3 |
|
R1 |
1,265.3 |
1,265.3 |
1,260.0 |
1,261.9 |
PP |
1,258.4 |
1,258.4 |
1,258.4 |
1,256.7 |
S1 |
1,251.9 |
1,251.9 |
1,257.6 |
1,248.5 |
S2 |
1,245.0 |
1,245.0 |
1,256.3 |
|
S3 |
1,231.6 |
1,238.5 |
1,255.1 |
|
S4 |
1,218.2 |
1,225.1 |
1,251.4 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.0 |
1,339.5 |
1,277.2 |
|
R3 |
1,317.6 |
1,305.1 |
1,267.8 |
|
R2 |
1,283.2 |
1,283.2 |
1,264.6 |
|
R1 |
1,270.7 |
1,270.7 |
1,261.5 |
1,277.0 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,251.9 |
S1 |
1,236.3 |
1,236.3 |
1,255.1 |
1,242.6 |
S2 |
1,214.4 |
1,214.4 |
1,252.0 |
|
S3 |
1,180.0 |
1,201.9 |
1,248.8 |
|
S4 |
1,145.6 |
1,167.5 |
1,239.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.9 |
1,226.8 |
38.1 |
3.0% |
13.1 |
1.0% |
84% |
True |
False |
230,886 |
10 |
1,264.9 |
1,217.5 |
47.4 |
3.8% |
13.0 |
1.0% |
87% |
True |
False |
215,970 |
20 |
1,264.9 |
1,190.0 |
74.9 |
6.0% |
14.4 |
1.1% |
92% |
True |
False |
218,299 |
40 |
1,264.9 |
1,145.5 |
119.4 |
9.5% |
14.8 |
1.2% |
95% |
True |
False |
127,813 |
60 |
1,264.9 |
1,127.2 |
137.7 |
10.9% |
14.6 |
1.2% |
96% |
True |
False |
86,624 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.2% |
16.3 |
1.3% |
61% |
False |
False |
66,201 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.2% |
15.4 |
1.2% |
61% |
False |
False |
53,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.9 |
2.618 |
1,300.0 |
1.618 |
1,286.6 |
1.000 |
1,278.3 |
0.618 |
1,273.2 |
HIGH |
1,264.9 |
0.618 |
1,259.8 |
0.500 |
1,258.2 |
0.382 |
1,256.6 |
LOW |
1,251.5 |
0.618 |
1,243.2 |
1.000 |
1,238.1 |
1.618 |
1,229.8 |
2.618 |
1,216.4 |
4.250 |
1,194.6 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,258.6 |
1,256.1 |
PP |
1,258.4 |
1,253.4 |
S1 |
1,258.2 |
1,250.7 |
|