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 |
3,241.0 |
3,253.0 |
12.0 |
0.4% |
3,248.0 |
High |
3,246.0 |
3,320.0 |
74.0 |
2.3% |
3,276.0 |
Low |
3,225.0 |
3,250.0 |
25.0 |
0.8% |
3,200.0 |
Close |
3,246.0 |
3,308.0 |
62.0 |
1.9% |
3,229.0 |
Range |
21.0 |
70.0 |
49.0 |
233.3% |
76.0 |
ATR |
31.4 |
34.5 |
3.0 |
9.7% |
0.0 |
Volume |
6,474 |
84,625 |
78,151 |
1,207.2% |
220,867 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,502.7 |
3,475.3 |
3,346.5 |
|
R3 |
3,432.7 |
3,405.3 |
3,327.3 |
|
R2 |
3,362.7 |
3,362.7 |
3,320.8 |
|
R1 |
3,335.3 |
3,335.3 |
3,314.4 |
3,349.0 |
PP |
3,292.7 |
3,292.7 |
3,292.7 |
3,299.5 |
S1 |
3,265.3 |
3,265.3 |
3,301.6 |
3,279.0 |
S2 |
3,222.7 |
3,222.7 |
3,295.2 |
|
S3 |
3,152.7 |
3,195.3 |
3,288.8 |
|
S4 |
3,082.7 |
3,125.3 |
3,269.5 |
|
|
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 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
37.4 |
1.1% |
90% |
True |
False |
27,377 |
10 |
3,320.0 |
3,200.0 |
120.0 |
3.6% |
34.4 |
1.0% |
90% |
True |
False |
33,638 |
20 |
3,320.0 |
3,135.0 |
185.0 |
5.6% |
32.5 |
1.0% |
94% |
True |
False |
22,465 |
40 |
3,320.0 |
3,135.0 |
185.0 |
5.6% |
30.3 |
0.9% |
94% |
True |
False |
14,902 |
60 |
3,320.0 |
3,037.0 |
283.0 |
8.6% |
27.8 |
0.8% |
96% |
True |
False |
11,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,617.5 |
2.618 |
3,503.3 |
1.618 |
3,433.3 |
1.000 |
3,390.0 |
0.618 |
3,363.3 |
HIGH |
3,320.0 |
0.618 |
3,293.3 |
0.500 |
3,285.0 |
0.382 |
3,276.7 |
LOW |
3,250.0 |
0.618 |
3,206.7 |
1.000 |
3,180.0 |
1.618 |
3,136.7 |
2.618 |
3,066.7 |
4.250 |
2,952.5 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3,300.3 |
3,296.2 |
PP |
3,292.7 |
3,284.3 |
S1 |
3,285.0 |
3,272.5 |
|