Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
3,253.0 |
3,233.0 |
-20.0 |
-0.6% |
3,248.0 |
High |
3,253.0 |
3,243.0 |
-10.0 |
-0.3% |
3,276.0 |
Low |
3,200.0 |
3,225.0 |
25.0 |
0.8% |
3,200.0 |
Close |
3,229.0 |
3,233.0 |
4.0 |
0.1% |
3,229.0 |
Range |
53.0 |
18.0 |
-35.0 |
-66.0% |
76.0 |
ATR |
33.3 |
32.2 |
-1.1 |
-3.3% |
0.0 |
Volume |
6,899 |
15,701 |
8,802 |
127.6% |
220,867 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,287.7 |
3,278.3 |
3,242.9 |
|
R3 |
3,269.7 |
3,260.3 |
3,238.0 |
|
R2 |
3,251.7 |
3,251.7 |
3,236.3 |
|
R1 |
3,242.3 |
3,242.3 |
3,234.7 |
3,242.0 |
PP |
3,233.7 |
3,233.7 |
3,233.7 |
3,233.5 |
S1 |
3,224.3 |
3,224.3 |
3,231.4 |
3,224.0 |
S2 |
3,215.7 |
3,215.7 |
3,229.7 |
|
S3 |
3,197.7 |
3,206.3 |
3,228.1 |
|
S4 |
3,179.7 |
3,188.3 |
3,223.1 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,463.0 |
3,422.0 |
3,270.8 |
|
R3 |
3,387.0 |
3,346.0 |
3,249.9 |
|
R2 |
3,311.0 |
3,311.0 |
3,242.9 |
|
R1 |
3,270.0 |
3,270.0 |
3,236.0 |
3,252.5 |
PP |
3,235.0 |
3,235.0 |
3,235.0 |
3,226.3 |
S1 |
3,194.0 |
3,194.0 |
3,222.0 |
3,176.5 |
S2 |
3,159.0 |
3,159.0 |
3,215.1 |
|
S3 |
3,083.0 |
3,118.0 |
3,208.1 |
|
S4 |
3,007.0 |
3,042.0 |
3,187.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,276.0 |
3,200.0 |
76.0 |
2.4% |
33.8 |
1.0% |
43% |
False |
False |
41,626 |
10 |
3,276.0 |
3,200.0 |
76.0 |
2.4% |
29.8 |
0.9% |
43% |
False |
False |
26,659 |
20 |
3,276.0 |
3,135.0 |
141.0 |
4.4% |
31.3 |
1.0% |
70% |
False |
False |
18,088 |
40 |
3,276.0 |
3,135.0 |
141.0 |
4.4% |
29.0 |
0.9% |
70% |
False |
False |
12,664 |
60 |
3,276.0 |
2,956.0 |
320.0 |
9.9% |
27.8 |
0.9% |
87% |
False |
False |
9,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,319.5 |
2.618 |
3,290.1 |
1.618 |
3,272.1 |
1.000 |
3,261.0 |
0.618 |
3,254.1 |
HIGH |
3,243.0 |
0.618 |
3,236.1 |
0.500 |
3,234.0 |
0.382 |
3,231.9 |
LOW |
3,225.0 |
0.618 |
3,213.9 |
1.000 |
3,207.0 |
1.618 |
3,195.9 |
2.618 |
3,177.9 |
4.250 |
3,148.5 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,234.0 |
3,235.0 |
PP |
3,233.7 |
3,234.3 |
S1 |
3,233.3 |
3,233.7 |
|