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 |
1,256.5 |
1,252.0 |
-4.5 |
-0.4% |
1,240.6 |
High |
1,262.5 |
1,254.6 |
-7.9 |
-0.6% |
1,264.1 |
Low |
1,251.7 |
1,240.5 |
-11.2 |
-0.9% |
1,230.3 |
Close |
1,257.2 |
1,253.3 |
-3.9 |
-0.3% |
1,261.5 |
Range |
10.8 |
14.1 |
3.3 |
30.6% |
33.8 |
ATR |
13.9 |
14.1 |
0.2 |
1.4% |
0.0 |
Volume |
9,967 |
13,248 |
3,281 |
32.9% |
31,577 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.8 |
1,286.6 |
1,261.1 |
|
R3 |
1,277.7 |
1,272.5 |
1,257.2 |
|
R2 |
1,263.6 |
1,263.6 |
1,255.9 |
|
R1 |
1,258.4 |
1,258.4 |
1,254.6 |
1,261.0 |
PP |
1,249.5 |
1,249.5 |
1,249.5 |
1,250.8 |
S1 |
1,244.3 |
1,244.3 |
1,252.0 |
1,246.9 |
S2 |
1,235.4 |
1,235.4 |
1,250.7 |
|
S3 |
1,221.3 |
1,230.2 |
1,249.4 |
|
S4 |
1,207.2 |
1,216.1 |
1,245.5 |
|
|
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 |
1,240.0 |
28.1 |
2.2% |
13.1 |
1.0% |
47% |
False |
False |
10,543 |
10 |
1,268.1 |
1,220.7 |
47.4 |
3.8% |
12.5 |
1.0% |
69% |
False |
False |
7,367 |
20 |
1,268.1 |
1,202.9 |
65.2 |
5.2% |
13.5 |
1.1% |
77% |
False |
False |
6,407 |
40 |
1,268.1 |
1,152.2 |
115.9 |
9.2% |
14.2 |
1.1% |
87% |
False |
False |
6,383 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.0% |
13.8 |
1.1% |
89% |
False |
False |
5,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.5 |
2.618 |
1,291.5 |
1.618 |
1,277.4 |
1.000 |
1,268.7 |
0.618 |
1,263.3 |
HIGH |
1,254.6 |
0.618 |
1,249.2 |
0.500 |
1,247.6 |
0.382 |
1,245.9 |
LOW |
1,240.5 |
0.618 |
1,231.8 |
1.000 |
1,226.4 |
1.618 |
1,217.7 |
2.618 |
1,203.6 |
4.250 |
1,180.6 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,251.4 |
1,254.3 |
PP |
1,249.5 |
1,254.0 |
S1 |
1,247.6 |
1,253.6 |
|