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 |
1,253.8 |
1,237.7 |
-16.1 |
-1.3% |
1,260.3 |
High |
1,253.8 |
1,239.9 |
-13.9 |
-1.1% |
1,268.1 |
Low |
1,234.3 |
1,226.5 |
-7.8 |
-0.6% |
1,226.5 |
Close |
1,236.1 |
1,229.8 |
-6.3 |
-0.5% |
1,229.8 |
Range |
19.5 |
13.4 |
-6.1 |
-31.3% |
41.6 |
ATR |
14.5 |
14.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
21,508 |
20,467 |
-1,041 |
-4.8% |
71,392 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.3 |
1,264.4 |
1,237.2 |
|
R3 |
1,258.9 |
1,251.0 |
1,233.5 |
|
R2 |
1,245.5 |
1,245.5 |
1,232.3 |
|
R1 |
1,237.6 |
1,237.6 |
1,231.0 |
1,234.9 |
PP |
1,232.1 |
1,232.1 |
1,232.1 |
1,230.7 |
S1 |
1,224.2 |
1,224.2 |
1,228.6 |
1,221.5 |
S2 |
1,218.7 |
1,218.7 |
1,227.3 |
|
S3 |
1,205.3 |
1,210.8 |
1,226.1 |
|
S4 |
1,191.9 |
1,197.4 |
1,222.4 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.3 |
1,339.6 |
1,252.7 |
|
R3 |
1,324.7 |
1,298.0 |
1,241.2 |
|
R2 |
1,283.1 |
1,283.1 |
1,237.4 |
|
R1 |
1,256.4 |
1,256.4 |
1,233.6 |
1,249.0 |
PP |
1,241.5 |
1,241.5 |
1,241.5 |
1,237.7 |
S1 |
1,214.8 |
1,214.8 |
1,226.0 |
1,207.4 |
S2 |
1,199.9 |
1,199.9 |
1,222.2 |
|
S3 |
1,158.3 |
1,173.2 |
1,218.4 |
|
S4 |
1,116.7 |
1,131.6 |
1,206.9 |
|
|
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 |
1,226.5 |
41.6 |
3.4% |
14.2 |
1.2% |
8% |
False |
True |
14,278 |
10 |
1,268.1 |
1,226.5 |
41.6 |
3.4% |
13.1 |
1.1% |
8% |
False |
True |
10,733 |
20 |
1,268.1 |
1,212.0 |
56.1 |
4.6% |
13.6 |
1.1% |
32% |
False |
False |
7,934 |
40 |
1,268.1 |
1,169.5 |
98.6 |
8.0% |
14.2 |
1.2% |
61% |
False |
False |
7,198 |
60 |
1,268.1 |
1,129.8 |
138.3 |
11.2% |
13.6 |
1.1% |
72% |
False |
False |
5,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.9 |
2.618 |
1,275.0 |
1.618 |
1,261.6 |
1.000 |
1,253.3 |
0.618 |
1,248.2 |
HIGH |
1,239.9 |
0.618 |
1,234.8 |
0.500 |
1,233.2 |
0.382 |
1,231.6 |
LOW |
1,226.5 |
0.618 |
1,218.2 |
1.000 |
1,213.1 |
1.618 |
1,204.8 |
2.618 |
1,191.4 |
4.250 |
1,169.6 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,233.2 |
1,240.6 |
PP |
1,232.1 |
1,237.0 |
S1 |
1,230.9 |
1,233.4 |
|