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 |
1,260.3 |
1,256.5 |
-3.8 |
-0.3% |
1,240.6 |
High |
1,268.1 |
1,262.5 |
-5.6 |
-0.4% |
1,264.1 |
Low |
1,254.8 |
1,251.7 |
-3.1 |
-0.2% |
1,230.3 |
Close |
1,262.0 |
1,257.2 |
-4.8 |
-0.4% |
1,261.5 |
Range |
13.3 |
10.8 |
-2.5 |
-18.8% |
33.8 |
ATR |
14.2 |
13.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
6,202 |
9,967 |
3,765 |
60.7% |
31,577 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.5 |
1,284.2 |
1,263.1 |
|
R3 |
1,278.7 |
1,273.4 |
1,260.2 |
|
R2 |
1,267.9 |
1,267.9 |
1,259.2 |
|
R1 |
1,262.6 |
1,262.6 |
1,258.2 |
1,265.3 |
PP |
1,257.1 |
1,257.1 |
1,257.1 |
1,258.5 |
S1 |
1,251.8 |
1,251.8 |
1,256.2 |
1,254.5 |
S2 |
1,246.3 |
1,246.3 |
1,255.2 |
|
S3 |
1,235.5 |
1,241.0 |
1,254.2 |
|
S4 |
1,224.7 |
1,230.2 |
1,251.3 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.4 |
1,341.2 |
1,280.1 |
|
R3 |
1,319.6 |
1,307.4 |
1,270.8 |
|
R2 |
1,285.8 |
1,285.8 |
1,267.7 |
|
R1 |
1,273.6 |
1,273.6 |
1,264.6 |
1,279.7 |
PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,255.0 |
S1 |
1,239.8 |
1,239.8 |
1,258.4 |
1,245.9 |
S2 |
1,218.2 |
1,218.2 |
1,255.3 |
|
S3 |
1,184.4 |
1,206.0 |
1,252.2 |
|
S4 |
1,150.6 |
1,172.2 |
1,242.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,268.1 |
1,234.7 |
33.4 |
2.7% |
12.3 |
1.0% |
67% |
False |
False |
8,564 |
10 |
1,268.1 |
1,220.7 |
47.4 |
3.8% |
12.4 |
1.0% |
77% |
False |
False |
7,052 |
20 |
1,268.1 |
1,198.9 |
69.2 |
5.5% |
13.9 |
1.1% |
84% |
False |
False |
5,961 |
40 |
1,268.1 |
1,152.2 |
115.9 |
9.2% |
14.1 |
1.1% |
91% |
False |
False |
6,142 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.8 |
1.1% |
92% |
False |
False |
5,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.4 |
2.618 |
1,290.8 |
1.618 |
1,280.0 |
1.000 |
1,273.3 |
0.618 |
1,269.2 |
HIGH |
1,262.5 |
0.618 |
1,258.4 |
0.500 |
1,257.1 |
0.382 |
1,255.8 |
LOW |
1,251.7 |
0.618 |
1,245.0 |
1.000 |
1,240.9 |
1.618 |
1,234.2 |
2.618 |
1,223.4 |
4.250 |
1,205.8 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.2 |
1,259.9 |
PP |
1,257.1 |
1,259.0 |
S1 |
1,257.1 |
1,258.1 |
|