Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,253.3 |
1,248.5 |
-4.8 |
-0.4% |
1,236.4 |
High |
1,259.3 |
1,251.4 |
-7.9 |
-0.6% |
1,261.2 |
Low |
1,248.2 |
1,237.2 |
-11.0 |
-0.9% |
1,226.8 |
Close |
1,253.9 |
1,250.0 |
-3.9 |
-0.3% |
1,258.3 |
Range |
11.1 |
14.2 |
3.1 |
27.9% |
34.4 |
ATR |
14.4 |
14.5 |
0.2 |
1.2% |
0.0 |
Volume |
234,939 |
318,035 |
83,096 |
35.4% |
945,946 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.8 |
1,283.6 |
1,257.8 |
|
R3 |
1,274.6 |
1,269.4 |
1,253.9 |
|
R2 |
1,260.4 |
1,260.4 |
1,252.6 |
|
R1 |
1,255.2 |
1,255.2 |
1,251.3 |
1,257.8 |
PP |
1,246.2 |
1,246.2 |
1,246.2 |
1,247.5 |
S1 |
1,241.0 |
1,241.0 |
1,248.7 |
1,243.6 |
S2 |
1,232.0 |
1,232.0 |
1,247.4 |
|
S3 |
1,217.8 |
1,226.8 |
1,246.1 |
|
S4 |
1,203.6 |
1,212.6 |
1,242.2 |
|
|
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 |
1,236.4 |
28.5 |
2.3% |
13.4 |
1.1% |
48% |
False |
False |
249,312 |
10 |
1,264.9 |
1,217.5 |
47.4 |
3.8% |
12.8 |
1.0% |
69% |
False |
False |
230,230 |
20 |
1,264.9 |
1,199.7 |
65.2 |
5.2% |
14.0 |
1.1% |
77% |
False |
False |
224,014 |
40 |
1,264.9 |
1,149.7 |
115.2 |
9.2% |
14.6 |
1.2% |
87% |
False |
False |
141,243 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.0% |
14.3 |
1.1% |
89% |
False |
False |
95,709 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
16.2 |
1.3% |
57% |
False |
False |
73,048 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.3% |
15.1 |
1.2% |
57% |
False |
False |
58,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.8 |
2.618 |
1,288.6 |
1.618 |
1,274.4 |
1.000 |
1,265.6 |
0.618 |
1,260.2 |
HIGH |
1,251.4 |
0.618 |
1,246.0 |
0.500 |
1,244.3 |
0.382 |
1,242.6 |
LOW |
1,237.2 |
0.618 |
1,228.4 |
1.000 |
1,223.0 |
1.618 |
1,214.2 |
2.618 |
1,200.0 |
4.250 |
1,176.9 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,248.1 |
1,251.1 |
PP |
1,246.2 |
1,250.7 |
S1 |
1,244.3 |
1,250.4 |
|