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 |
1,258.9 |
1,253.3 |
-5.6 |
-0.4% |
1,236.4 |
High |
1,264.9 |
1,259.3 |
-5.6 |
-0.4% |
1,261.2 |
Low |
1,251.5 |
1,248.2 |
-3.3 |
-0.3% |
1,226.8 |
Close |
1,258.8 |
1,253.9 |
-4.9 |
-0.4% |
1,258.3 |
Range |
13.4 |
11.1 |
-2.3 |
-17.2% |
34.4 |
ATR |
14.6 |
14.4 |
-0.3 |
-1.7% |
0.0 |
Volume |
208,488 |
234,939 |
26,451 |
12.7% |
945,946 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.1 |
1,281.6 |
1,260.0 |
|
R3 |
1,276.0 |
1,270.5 |
1,257.0 |
|
R2 |
1,264.9 |
1,264.9 |
1,255.9 |
|
R1 |
1,259.4 |
1,259.4 |
1,254.9 |
1,262.2 |
PP |
1,253.8 |
1,253.8 |
1,253.8 |
1,255.2 |
S1 |
1,248.3 |
1,248.3 |
1,252.9 |
1,251.1 |
S2 |
1,242.7 |
1,242.7 |
1,251.9 |
|
S3 |
1,231.6 |
1,237.2 |
1,250.8 |
|
S4 |
1,220.5 |
1,226.1 |
1,247.8 |
|
|
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 |
1,231.5 |
33.4 |
2.7% |
12.6 |
1.0% |
67% |
False |
False |
225,973 |
10 |
1,264.9 |
1,217.5 |
47.4 |
3.8% |
12.7 |
1.0% |
77% |
False |
False |
221,802 |
20 |
1,264.9 |
1,195.6 |
69.3 |
5.5% |
14.4 |
1.1% |
84% |
False |
False |
220,457 |
40 |
1,264.9 |
1,149.7 |
115.2 |
9.2% |
14.6 |
1.2% |
90% |
False |
False |
133,541 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.3 |
1.1% |
92% |
False |
False |
90,452 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
16.3 |
1.3% |
58% |
False |
False |
69,106 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.1 |
1.2% |
58% |
False |
False |
55,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.5 |
2.618 |
1,288.4 |
1.618 |
1,277.3 |
1.000 |
1,270.4 |
0.618 |
1,266.2 |
HIGH |
1,259.3 |
0.618 |
1,255.1 |
0.500 |
1,253.8 |
0.382 |
1,252.4 |
LOW |
1,248.2 |
0.618 |
1,241.3 |
1.000 |
1,237.1 |
1.618 |
1,230.2 |
2.618 |
1,219.1 |
4.250 |
1,201.0 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.9 |
1,256.6 |
PP |
1,253.8 |
1,255.7 |
S1 |
1,253.8 |
1,254.8 |
|