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 |
3,233.0 |
3,241.0 |
8.0 |
0.2% |
3,248.0 |
High |
3,243.0 |
3,246.0 |
3.0 |
0.1% |
3,276.0 |
Low |
3,225.0 |
3,225.0 |
0.0 |
0.0% |
3,200.0 |
Close |
3,233.0 |
3,246.0 |
13.0 |
0.4% |
3,229.0 |
Range |
18.0 |
21.0 |
3.0 |
16.7% |
76.0 |
ATR |
32.2 |
31.4 |
-0.8 |
-2.5% |
0.0 |
Volume |
15,701 |
6,474 |
-9,227 |
-58.8% |
220,867 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,302.0 |
3,295.0 |
3,257.6 |
|
R3 |
3,281.0 |
3,274.0 |
3,251.8 |
|
R2 |
3,260.0 |
3,260.0 |
3,249.9 |
|
R1 |
3,253.0 |
3,253.0 |
3,247.9 |
3,256.5 |
PP |
3,239.0 |
3,239.0 |
3,239.0 |
3,240.8 |
S1 |
3,232.0 |
3,232.0 |
3,244.1 |
3,235.5 |
S2 |
3,218.0 |
3,218.0 |
3,242.2 |
|
S3 |
3,197.0 |
3,211.0 |
3,240.2 |
|
S4 |
3,176.0 |
3,190.0 |
3,234.5 |
|
|
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 |
2.3% |
29.6 |
0.9% |
61% |
False |
False |
42,633 |
10 |
3,276.0 |
3,200.0 |
76.0 |
2.3% |
29.6 |
0.9% |
61% |
False |
False |
26,235 |
20 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
29.9 |
0.9% |
79% |
False |
False |
18,308 |
40 |
3,276.0 |
3,135.0 |
141.0 |
4.3% |
28.9 |
0.9% |
79% |
False |
False |
12,788 |
60 |
3,276.0 |
2,958.0 |
318.0 |
9.8% |
27.8 |
0.9% |
91% |
False |
False |
10,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,335.3 |
2.618 |
3,301.0 |
1.618 |
3,280.0 |
1.000 |
3,267.0 |
0.618 |
3,259.0 |
HIGH |
3,246.0 |
0.618 |
3,238.0 |
0.500 |
3,235.5 |
0.382 |
3,233.0 |
LOW |
3,225.0 |
0.618 |
3,212.0 |
1.000 |
3,204.0 |
1.618 |
3,191.0 |
2.618 |
3,170.0 |
4.250 |
3,135.8 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
3,242.5 |
3,239.5 |
PP |
3,239.0 |
3,233.0 |
S1 |
3,235.5 |
3,226.5 |
|