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 |
1,249.9 |
1,234.8 |
-15.1 |
-1.2% |
1,258.9 |
High |
1,250.8 |
1,236.7 |
-14.1 |
-1.1% |
1,264.9 |
Low |
1,231.1 |
1,223.0 |
-8.1 |
-0.7% |
1,223.0 |
Close |
1,232.9 |
1,226.5 |
-6.4 |
-0.5% |
1,226.5 |
Range |
19.7 |
13.7 |
-6.0 |
-30.5% |
41.9 |
ATR |
14.9 |
14.8 |
-0.1 |
-0.6% |
0.0 |
Volume |
272,763 |
272,293 |
-470 |
-0.2% |
1,306,518 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.8 |
1,261.9 |
1,234.0 |
|
R3 |
1,256.1 |
1,248.2 |
1,230.3 |
|
R2 |
1,242.4 |
1,242.4 |
1,229.0 |
|
R1 |
1,234.5 |
1,234.5 |
1,227.8 |
1,231.6 |
PP |
1,228.7 |
1,228.7 |
1,228.7 |
1,227.3 |
S1 |
1,220.8 |
1,220.8 |
1,225.2 |
1,217.9 |
S2 |
1,215.0 |
1,215.0 |
1,224.0 |
|
S3 |
1,201.3 |
1,207.1 |
1,222.7 |
|
S4 |
1,187.6 |
1,193.4 |
1,219.0 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.8 |
1,337.1 |
1,249.5 |
|
R3 |
1,321.9 |
1,295.2 |
1,238.0 |
|
R2 |
1,280.0 |
1,280.0 |
1,234.2 |
|
R1 |
1,253.3 |
1,253.3 |
1,230.3 |
1,245.7 |
PP |
1,238.1 |
1,238.1 |
1,238.1 |
1,234.4 |
S1 |
1,211.4 |
1,211.4 |
1,222.7 |
1,203.8 |
S2 |
1,196.2 |
1,196.2 |
1,218.8 |
|
S3 |
1,154.3 |
1,169.5 |
1,215.0 |
|
S4 |
1,112.4 |
1,127.6 |
1,203.5 |
|
|
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 |
1,223.0 |
41.9 |
3.4% |
14.4 |
1.2% |
8% |
False |
True |
261,303 |
10 |
1,264.9 |
1,223.0 |
41.9 |
3.4% |
13.4 |
1.1% |
8% |
False |
True |
241,686 |
20 |
1,264.9 |
1,208.3 |
56.6 |
4.6% |
14.0 |
1.1% |
32% |
False |
False |
228,809 |
40 |
1,264.9 |
1,166.6 |
98.3 |
8.0% |
14.7 |
1.2% |
61% |
False |
False |
154,202 |
60 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.2 |
1.2% |
72% |
False |
False |
104,624 |
80 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
16.2 |
1.3% |
46% |
False |
False |
79,772 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.7% |
15.0 |
1.2% |
46% |
False |
False |
64,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.9 |
2.618 |
1,272.6 |
1.618 |
1,258.9 |
1.000 |
1,250.4 |
0.618 |
1,245.2 |
HIGH |
1,236.7 |
0.618 |
1,231.5 |
0.500 |
1,229.9 |
0.382 |
1,228.2 |
LOW |
1,223.0 |
0.618 |
1,214.5 |
1.000 |
1,209.3 |
1.618 |
1,200.8 |
2.618 |
1,187.1 |
4.250 |
1,164.8 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,229.9 |
1,237.2 |
PP |
1,228.7 |
1,233.6 |
S1 |
1,227.6 |
1,230.1 |
|