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 |
1,248.5 |
1,249.9 |
1.4 |
0.1% |
1,236.4 |
High |
1,251.4 |
1,250.8 |
-0.6 |
0.0% |
1,261.2 |
Low |
1,237.2 |
1,231.1 |
-6.1 |
-0.5% |
1,226.8 |
Close |
1,250.0 |
1,232.9 |
-17.1 |
-1.4% |
1,258.3 |
Range |
14.2 |
19.7 |
5.5 |
38.7% |
34.4 |
ATR |
14.5 |
14.9 |
0.4 |
2.5% |
0.0 |
Volume |
318,035 |
272,763 |
-45,272 |
-14.2% |
945,946 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.4 |
1,284.8 |
1,243.7 |
|
R3 |
1,277.7 |
1,265.1 |
1,238.3 |
|
R2 |
1,258.0 |
1,258.0 |
1,236.5 |
|
R1 |
1,245.4 |
1,245.4 |
1,234.7 |
1,241.9 |
PP |
1,238.3 |
1,238.3 |
1,238.3 |
1,236.5 |
S1 |
1,225.7 |
1,225.7 |
1,231.1 |
1,222.2 |
S2 |
1,218.6 |
1,218.6 |
1,229.3 |
|
S3 |
1,198.9 |
1,206.0 |
1,227.5 |
|
S4 |
1,179.2 |
1,186.3 |
1,222.1 |
|
|
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 |
1,231.1 |
33.8 |
2.7% |
14.2 |
1.1% |
5% |
False |
True |
250,870 |
10 |
1,264.9 |
1,226.8 |
38.1 |
3.1% |
13.1 |
1.1% |
16% |
False |
False |
234,836 |
20 |
1,264.9 |
1,208.3 |
56.6 |
4.6% |
14.2 |
1.2% |
43% |
False |
False |
226,797 |
40 |
1,264.9 |
1,159.7 |
105.2 |
8.5% |
14.7 |
1.2% |
70% |
False |
False |
147,647 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.5 |
1.2% |
77% |
False |
False |
100,179 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
16.2 |
1.3% |
49% |
False |
False |
76,405 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
15.1 |
1.2% |
49% |
False |
False |
61,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.5 |
2.618 |
1,302.4 |
1.618 |
1,282.7 |
1.000 |
1,270.5 |
0.618 |
1,263.0 |
HIGH |
1,250.8 |
0.618 |
1,243.3 |
0.500 |
1,241.0 |
0.382 |
1,238.6 |
LOW |
1,231.1 |
0.618 |
1,218.9 |
1.000 |
1,211.4 |
1.618 |
1,199.2 |
2.618 |
1,179.5 |
4.250 |
1,147.4 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,241.0 |
1,245.2 |
PP |
1,238.3 |
1,241.1 |
S1 |
1,235.6 |
1,237.0 |
|